Lectures related to Extended Kalman Predictor: Linearized KF

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

Covers the basics of multivariable control, including system modeling, temperature control, and optimal strategies, emphasizing the importance of considering all inputs and outputs simultaneously.

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.

Kalman Filtering: Applications in Control and Communication Systems

Explores the applications of Kalman Filtering in control and communication systems, focusing on state estimation and channel estimation.

Infinite-Horizon LQ Control: Solution & Example

Explores Infinite-Horizon Linear Quadratic (LQ) optimal control, emphasizing solution methods and practical examples.

Multivariable Control: Weight Design and Stability Analysis

Explores weight design and stability analysis in multivariable control systems, emphasizing Lyapunov theory and LQR stability.

Controllability and Reachability

Explores reachability and controllability in multivariable control systems, discussing tests, proofs, and their implications.

Kalman Filter: Minimal Variance Estimator

Explores the Kalman filter as a minimal variance estimator and its application in estimating position and velocity.

Linear Quadratic Gaussian Control: Kalman Filtering and LQG Control

Covers innovation-based tests for Kalman filtering, LQG control, and the linearized Kalman filter.

Multivariable Control: State Estimation and Disturbance Rejection

Covers the design of estimators and controllers for multivariable systems, focusing on state estimation and disturbance rejection.

Multivariable Control: Design and Analysis

Explores integral control, disturbance estimation, controller design, and observer design in multivariable control systems.

Reachability and Controllability of LTI Systems

Explores reachability and controllability of LTI systems, discussing testing methods, properties, definitions, and their relationship.

State Observers and Output-Feedback Controllers

Covers the design and implementation of state observers and output-feedback controllers in multivariable control systems.