The course will discuss some modern techniques for control and estimation of nonlinear systems. The starting point will be dynamic programming. One of the most useful techniques for dealing with disturbances in recent years has been the H-infinity approach. For nonlinear systems, this is best approached via a game theoretic analysis.
Game theory is a very interesting subject with quite a few unexpected twists.
We will also discuss approaches to computation of the solutions of the DPE's - and consequently the control and estimation problems.