Stochastic Estimation and Control OpenCourseWare: MIT's Free Grad-Level Dynamic Systems Control Course
Students interested in the mathematical analysis of stochastic processes can take MIT's free OpenCourseWare math class 'Stochastic Estimation and Control.' This course is intended for students interested in parameter estimation and control of stochastic systems, systems where random noise is a factor.
Stochastic Estimation and Control: Course Specifics
| Degree Level | Free | Audio | Video | Downloads |
|---|---|---|---|---|
| Graduate | Yes | No | No | Yes |
| Lectures/Notes | Study Materials | Tests/Quizzes |
|---|---|---|
| Yes | Yes | No |
Stochastic Estimation and Control: Course Description
The Department of Electrical Engineering and Computer Science at MIT offers this OpenCourseWare covering analysis, parameter estimation and control of stochastic systems. It explores the basics of parameter estimation and detection in systems involving random processes. Students also learn about the role of various filters in dealing with randomness. The course begins with a review of the mathematical issues, such as probability and statistics of random processes, and then focuses on techniques used in applications. Professor Dr. Wallace Vander Velde leads this stochastic estimation course. Coursework in linear algebra, probability and linear systems is required to understand and use this OpenCourseWare.
This OpenCourseWare includes a syllabus, recommended reading list, lecture notes, problem sets and a full download of the course material. Those interested in this free course should visit the Stochastic Estimation and Control course page.
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