References and books used in the course

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