Lecture

Multivariable Control

In course

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Description

This lecture covers the concept of multivariable control, focusing on Gaussian random variables, marginal and conditional densities, affine transformations, linear systems driven by Gaussian noise, and the Lyapunov equation. The instructor explains how to characterize the steady-state process and the convergence of the variance. Examples illustrate the application of these concepts in unstable and stable systems.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_cdues0nm

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Information engineering

Control theory and engineering: Control theory

Mathematics

Algebra: Linear algebra

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