# Week 14: Stochastic Control Systems

#### 27 January 2003

 Overview Reading FAQ Homework CDS 110b

### Overview

This week we introduce stochastic control systems, in which the external inputs to the system are represented as random variables with known statistics. After introducing the basic concepts for stochastic systems, we consider the LQ estimation problem, which provides an optimal estimate of the state under the assumption that the statistics of the noise sources are known.

\n" : "
\n"); # Loop through the filenames in order. \$getfnames = defined &GetFnames ? \&GetFnames : htdb::GetFnames; @filenames = &{\$getfnames}(\$DBPath); for (@filenames) { # Parse the filname and extract the ID and tag information (\$id, \$tag) = &{\$parsefname}(\$filename = \$_); next if not \$id; # Open the file and extract the contents \$contents = &htdb::readfile(\$filename); next if not \$contents; # Now see if this entry matches the criteria for a match next if not &{\$checkentry}(\$contents, %in); # Print out the information associated with this entry \$count += &{(\$in{_tight} ? \$tightentry : \$printentry)} (\$filename, \$contents, \$id, \$tag, \$DBURL."/".\$filename); \$num_found++; # See if we are counting and stop if needed last if (\$in{_count} && \$count > \$in{_count}); } # Close the list environment used for the results print (\$in{_tight} ? "
\n" : "\n"); return \$num_found; } # # Subroutine for alerting the user that no matches occured # sub PrintNoMatches { print "

## No matches found

\n"; print "Sorry, no entries match your request. "; print "Please choose some different parameters and try again.

\n"; print \$footer; }

• Friedland, Sections 10.1-10.6

### Homework

The homework introduces the main ideas of stochastic systems and explores the use of LQ estimators for recovering the state of a system from its output, in the presence of noise.

Homework #12