Dec 14, 2025  
University of Alberta Calendar 2022-2023 
    
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University of Alberta Calendar 2022-2023 [ARCHIVED CALENDAR]

ECE 660 - Optimization in Dynamic Control and Estimation

Course Career Graduate
Units 3
Approved Hours 3-0-0
Fee index 6
Faculty Engineering
Department Electrical & Computer Engg
Typically Offered either term

Description
Mathematical preliminaries (probability and linear systems); Conditions of optimality in dynamic systems (minimum principle, HJB equation); Linear quadratic (LQ) control; Minimum-time control; Least-squares estimator; Dynamic estimation; Design of various Kalman filters; Design of linear-quadratic Gaussian (LQG) control. Prerequisites: ECE560 or equivalent.