Courses Taught at UCLA
MAE 260 Current Topics in Mechanical Engineering
 

(2 to 4 units) Seminar, two to four hours; outside study, four to eight hours. Designed for graduate mechanical and aerospace engineering students. Lecturers, discussions, and student presentations and projects in areas of current interest in mechanical engineering.

 

MAE 270C Optimal Control
 

(4units) (Same as Chemical Engineering M280C and Electrical Engineering M240C.) Lecture, four hours; outside study, eight hours. Requisite: course 270B. Applications of variational methods, Pontryagin meximum principle, Hamilton/Jacobi/Bellman equation (dynamic programmiing) to optimal control of dynamic systems modeled by nonlinear ordinary differential equations.

 

MAE 271A Stochastic Processes in Dynamical Systems
 

(4 units) Lecture, four hours; outside study, eight hours. Requisites: courses 171A, 174. Probability space, random variables, stochastic processes, Brownian motion, Markov processes, stochastic integrals and differential equations, power spatial density, and Kolmogorov equations.

 

MAE 271B Stochastic Estimation
 

(4 units) Lecture, four hours; outside study, eight hours. Requisite: course 271A. Linear and nonlinear estimation theory, orthogonal projection lemma, Bayesian filtering theory, conditional mean and risk estimators.

 

MAE 271C Stochastic Optimal Control
 

( 4 units) Lecture, four hours; outside study, eight hours. Requisite: courses 271B. Stochastic dynamic programming, certainty equivalence principle, separation theorem, information statistics; linear-quadratic-Gaussian problem, linear-exponential-Gaussian problem. Relationship between stochastic control and robust control.