SYE6101 - Estimation and Control of Random Dynamic Systems

Offering Academic Unit
Department of Systems Engineering
Credit Units
3
Course Duration
One Semester
Equivalent Course(s)
SEEM6101 Estimation and Control of Random Dynamic Systems (offered until 2021/22) / ADSE6101 Estimation and Control of Random Dynamic Systems (offered until 2023/24)
Course Offering Term*:
Not offering in current academic year

* The offering term is subject to change without prior notice
 
Course Aims

This course aims to teach the students the basic concepts and methods related to random dynamic systems. They apply to dynamic systems originated from Engineering as well as from Economics. General principles as well as more specific techniques will be presented. 
The state representation approach will be used. The way decisions are taken will be explained, in relation with the available information. The concept of feedback control will be discussed.  
The course will develop estimation techniques, for identification as well as for forecasting. In particular the Kalman filter will be fully presented. 
Particular attention will be devoted to the Dynamic Programming approach to define optimal control. We will also present the idea of reinforcement learning as a technique for solving complex dynamic optimization problems.


Assessment (Indicative only, please check the detailed course information)
Continuous Assessment: 50%
Examination: 50%

For a student to pass the course, at least 30% of the maximum mark for the examination should be obtained.

Examination Duration: 2 hours
 
Detailed Course Information
SYE6101.pdf