# jemdoc: menu{MENU}{02421.html}, showsource, analytics{UA-126705648-1}
= 02421 Stochastic Adaptive Control

The course 02421 Stochastic Adaptive Control is offered in the spring semester every Tuesday 8-12.

== References and books
Poulsen, N.K., 2007. Stokastisk Adaptiv Regulering. Polyteknisk Forlag.\n
Åström, K.J., 1970. Introduction to Stochastic Control Theory. Academic Press.\n
Åström, K.J., 1995. Adaptive Control. Second edition. Addison-Wesly Publishing Company.\n
Åström, K.J., 1997. Computer-controlled Systems: Theory and Design. Third edition. Prentice Hall.\n
Jazwinski, A.H., 1970. Stochastic Processes and Filtering Theory. Academic Press.\n
Ljung, L., 1999. System Identification: Theory for the User. Second edition. Prentice Hall.\n
Söderström, T., Stoica, P., 1989. System Identification. Prentice Hall.\n
Poulsen, N.K., 2022. Lecture Notes.

== Lectures
Lecture  1: System theory\n
Lecture  2: Stochastics\n
Lecture  3: State estimation\n
Lecture  4: State estimation\n
Lecture  5: Optimal control (internal models)\n
Lecture  6: External models\n
Lecture  7: Prediction and optimal control for external models\n
Lecture  8: Optimal control for external models\n
Lecture  9: System identification\n
Lecture 10: System identification\n
Lecture 11: System identification and model validation\n
Lecture 12: Adaptive control\n
Lecture 13: Adaptive control

#== Assignments