455-0903/01 – Optimal Control and Stochastic Control Systems (OSDRS)

Gurantor departmentDepartment of Measurement and ControlCredits10
Subject guarantorprof. Ing. Vilém Srovnal, CSc.Subject version guarantorprof. Ing. Vilém Srovnal, CSc.
Study levelpostgraduateRequirementChoice-compulsory
YearSemesterwinter + summer
Study languageCzech
Year of introduction1960/1961Year of cancellation2009/2010
Intended for the facultiesFEIIntended for study typesDoctoral
Instruction secured by
LoginNameTuitorTeacher giving lectures
NEV10 prof. Ing. Pavel Nevřiva, DrSc.
SRO30 prof. Ing. Vilém Srovnal, CSc.
Extent of instruction for forms of study
Form of studyWay of compl.Extent
Full-time Credit and Examination 2+0
Combined Credit and Examination 2+0

Subject aims expressed by acquired skills and competences

The goal of subject is introduce students on stochastic methods control systems analysis and design and stochastic optimizing methods.Ph.D. students will be ready use stochastic methods for practical designs of feedback control systems.

Teaching methods

Summary

Ph.D. students are introducing on stochastic methods of feedback control systems analyzes and designs. Learners are introducing also on stochastic design of adaptive and optimal control (LQG).

Compulsory literature:

Assefi,T.: Stochastic processes and estimation theory with aplication. John Wiley & Sons NY 1979 Bagchi A.: Optimal Control of Stochastic Systems. Prentice Hall 1993 Havlena V. - Štecha J.: Moderní teorie řízení. ČVUT 1994

Recommended literature:

Way of continuous check of knowledge in the course of semester

Verification of study: Tutorial of assigned individual projects.

E-learning

Další požadavky na studenta

Prerequisities

Subject has no prerequisities.

Co-requisities

Subject has no co-requisities.

Subject syllabus:

Lectures: Stochastic Dynamic Systems . Probability Theory . Permutations and Combinations . Stochastic Signal Spill in Systems . Discret Stochastic Control . Problems Formulations . Dynamic Programming Using . Discrete Stochastic Linear Controllers . Stochastic Continuos-time Control Systems . Problems Formulations . Dynamic Programming Using . Continuos-time Stochastic Linear Controllers . Identification stochastic Dynamic Systems and adaptive filtration . Prediction and Interpolation . Estimation Methods . Optimal State-space Estimation . Kalman Filter. Stochastic Characteristic Kalman Filter . Interpolation . Extended Kalman Filter. Adaptive Filtration . Observer Model . Kalman Filter Derivation . State-space Kalman Filter. Linear Quadratic Gauss (LQG) Problem of Stochastic Control . Bayes Methods . Linear Quadratic Bayes Adaptive Control . Self-tuning Controllers . Projects: All Ph.D. students received individual project of selected part of subject.

Conditions for subject completion

Full-time form (validity from: 1960/1961 Summer semester, validity until: 2012/2013 Summer semester)
Task nameType of taskMax. number of points
(act. for subtasks)
Min. number of points
Exercises evaluation and Examination Credit and Examination 100 (145) 51
        Examination Examination 100  0
        Exercises evaluation Credit 45  0
Mandatory attendence parzicipation:

Show history

Occurrence in study plans

Academic yearProgrammeField of studySpec.FormStudy language Tut. centreYearWSType of duty
2009/2010 (P2645) Electrical Engineering, Communication and Computer systems (2612V015) Electronics P Czech Ostrava Choice-compulsory study plan
2009/2010 (P2645) Electrical Engineering, Communication and Computer systems (2612V045) Technical Cybernetics P Czech Ostrava Choice-compulsory study plan
2009/2010 (P2645) Electrical Engineering, Communication and Computer systems (2612V015) Electronics K Czech Ostrava Choice-compulsory study plan
2009/2010 (P2645) Electrical Engineering, Communication and Computer systems (2612V045) Technical Cybernetics K Czech Ostrava Choice-compulsory study plan
2008/2009 (P2645) Electrical Engineering, Communication and Computer systems (2612V015) Electronics P Czech Ostrava Choice-compulsory study plan
2008/2009 (P2645) Electrical Engineering, Communication and Computer systems (2612V045) Technical Cybernetics P Czech Ostrava Choice-compulsory study plan
2008/2009 (P2612) Electrical Engineering and Computer Science (2612V015) Electronics K Czech Ostrava Choice-compulsory study plan
2008/2009 (P2645) Electrical Engineering, Communication and Computer systems (2612V045) Technical Cybernetics K Czech Ostrava Choice-compulsory study plan
2008/2009 (P2645) Electrical Engineering, Communication and Computer systems (2612V015) Electronics K Czech Ostrava Choice-compulsory study plan
2007/2008 (P2645) Electrical Engineering, Communication and Computer systems (2612V015) Electronics P Czech Ostrava Choice-compulsory study plan
2007/2008 (P2645) Electrical Engineering, Communication and Computer systems (2612V045) Technical Cybernetics P Czech Ostrava Choice-compulsory study plan
2006/2007 (P2645) Electrical Engineering, Communication and Computer systems (2612V015) Electronics P Czech Ostrava Choice-compulsory study plan
2006/2007 (P2645) Electrical Engineering, Communication and Computer systems (2612V045) Technical Cybernetics P Czech Ostrava Choice-compulsory study plan
2005/2006 (P2645) Electrical Engineering, Communication and Computer systems (2612V015) Electronics P Czech Ostrava Choice-compulsory study plan
2005/2006 (P2645) Electrical Engineering, Communication and Computer systems (2612V045) Technical Cybernetics P Czech Ostrava Choice-compulsory study plan
2004/2005 (P2645) Electrical Engineering, Communication and Computer systems (2612V015) Electronics P Czech Ostrava Choice-compulsory study plan
2004/2005 (P2645) Electrical Engineering, Communication and Computer systems (2612V045) Technical Cybernetics P Czech Ostrava Choice-compulsory study plan
2003/2004 (P2645) Electrical Engineering, Communication and Computer systems (2612V015) Electronics P Czech Ostrava Choice-compulsory study plan
2003/2004 (P2645) Electrical Engineering, Communication and Computer systems (2612V045) Technical Cybernetics P Czech Ostrava Choice-compulsory study plan
2002/2003 (P2612) Electrical Engineering and Computer Science (2612V015) Electronics P Czech Ostrava Choice-compulsory study plan
2002/2003 (P2612) Electrical Engineering and Computer Science (2612V045) Technical Cybernetics P Czech Ostrava Choice-compulsory study plan
2001/2002 (P2612) Electrical Engineering and Computer Science (2612V015) Electronics P Czech Ostrava Choice-compulsory study plan
2001/2002 (P2612) Electrical Engineering and Computer Science (2612V045) Technical Cybernetics P Czech Ostrava Choice-compulsory study plan

Occurrence in special blocks

Block nameAcademic yearForm of studyStudy language YearWSType of blockBlock owner