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ECE 720 - Discrete Time Stochastic Systems

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Catalog Description
720 Discrete Time Stochastic Systems. I, Odd Yrs; 3 cr. Analysis and optimization of discrete-time controlled stochastic systems. Systems modelled by stochastic difference equations (linear and non-linear), and controlled Markov chains. Dynamic programming with perfect/imperfect observations, finite/infinite horizon. System identification, stochastic adaptive control. P: ECE 331 & 334, or equiv.

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Date last modified: 18-Jul-2007
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