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Lecture
Extended Kalman Predictor: Linearized KF
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Kalman Filter: Linearized vs Extended
Explores the linearized and extended Kalman Filters, illustrating their application in nonlinear systems and the estimation of unknown parameters.
Introduction to Multivariable Control
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Multivariable Control: System Theory and Applications
Covers system theory, classic feedback control, and applications in green building and natural gas refrigeration plants.
Multivariable Control: State Estimation and Kalman Filtering
Explores state estimation and Kalman filtering for multivariable control systems, with applications in communication channels and vehicle navigation.
Multivariable Control: Linear Quadratic Gaussian Control
Explores linear quadratic Gaussian control and the challenges of modeling errors in control systems.
Steady-state Kalman Predictor: Examples and Comparison
Discusses the steady-state Kalman predictor, provides examples, and compares Luenberger and Kalman filtering.
Sparse Matrices in Multivariable Control
Explores sparse matrices in multivariable control, emphasizing projection computation and PGD convergence.
Linear Quadratic Optimal Control: Theory and Applications
Explores Linear Quadratic optimal control theory, covering FH-LQ and IH-LQ problems and the importance of observability in control systems.
Linear Quadratic (LQ) Optimal Control: Proof of Theorem
Covers the proof of the recursive formula for the optimal gains in LQ control over a finite horizon.
Multivariable Control: Correlated Noise
Explores the handling of correlated noise in multivariable control systems, emphasizing the Kalman Filter's adaptation and performance evaluation.