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APPPHYS 217. Estimation and Control Methods for Applied Physics. 4 Units.

Recursive filtering, parameter estimation, and feedback control methods based on linear and nonlinear state-space modeling. Topics in: dynamical systems theory; practical overview of stochastic differential equations; model reduction; and tradeoffs among performance, complexity, and robustness. Numerical implementations in MATLAB. Contemporary applications in systems biology and quantum precision measurement. Prerequisites: linear algebra and ordinary differential equations.