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.
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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.
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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.
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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.
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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.
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