Course Information

Course Name	Turkish	Rastlantısal Optimal Kontrol Sistemleri
	English	Stochastic Optimal Control Systems
Course Code	KOM 608	Credit	Lecture (hour/week)	Recitation (hour/week)	Laboratory (hour/week)
Semester	2	3	3	-	-
Course Language		Turkish
Course Coordinator		Müjde Güzelkaya
Course Objectives		To train students on stochastic optimal control theory, To provide knowledge for the solution of the control engineering problems involving stochastic structure,
Course Description		Brief review of probability theory and stochastic properties, least squares estimation, responses of linear systems to stochastic inputs, continuous time Wiener filter, discrete time Wiener filter, optimum control system design, recursive state estimation, discrete time Kalman fitler, continuous time Kalman filter, stochastic principle of optimality, optimal control neighbouring nominal solution, Linear Quadratic Gaussian controller and closed loop system analysis
Course Outcomes
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