シラバスはこちら(Link to the WebSyllabus)
Many physical processes and mechanical systems exhibit random behavior due to undesirable and unpredictable disturbances. Measurement data often contain random noise from sources such as electrical interference, measurement errors, and background noise, making it challenging to extract true values from the noisy data. In this context, systems affected by random disturbances are considered stochastic phenomena. Utilizing the principles of stochastic system theory, these systems can be represented by stochastic differential equations. This course will explore state estimation and optimal control techniques using Itô stochastic differential equations.
- Teacher: 祐一 澤田