ECE 555: Stochastic Control

Teaching Staff

  • M.-A. Belabbas, Office: CSL 166, email:
    Assistant: Linda Meccoli CSL 153.
    Office hours: Thursday 5-6.
  • Teaching Assistant: James Schmidt, CSL 141, email:
    Office hours: Monday 5-6.

Meeting times

The class meets Tuesday and Thursday 3:30pm to 4:50pm in ECEB2013.

The TA will hold office hours on Monday from 5-6pm.

In class exam on Tuesday Apr 18.


There will be roughly 6 homeworks assigned. Unless otherwise specified, the homeworks are due a week from the date they are assigned.


  • There will either be a final exam or a final project depending on class enrolment (larger enrolment means more likely to have a final exam).
  • There will be two in-class quizzes, both of which counting towards the final grade.

Project (if applicable)

The final projects will be discussed in more detail in the class. The final product will be a paper (about 5-10 pages) on an application that requires you to use some of the methods presented in the class, or possibly related methods. The use of real data (by opposition to simulated data) if applicable is always a plus.


We will use Matlab at various points in this class, but the use will never be too involved. It is assumed that you are at least mildly proficient with the program.


There are no mandatory textbooks. I will distribute notes as we go along.


The official prerequisites for this course are ECE 515 (Control system theory and design) and ECE 534 (Random Processes). In practice, a good understanding of linear algebra, probability and the willingness to do additional work on the way to cover possible gaps in your background should be enough. If you fall in this latter category, please discuss first with me.



Lec 1-3 (update Feb 24 2017)

Lec 1-4 (update Apr 4 2017)

Lec 1-5 (update Apr 14 2017)

Lec 1-5 + lec 9 (update Apr 27 2017)


Homework 1 (Due Tue Feb 7 2017)

Homework 2 (Due Tue Feb 28 2017 Tue Mar 7) (updated Feb 28: modified matrix A in prob 6 and added problem 10. If you have solved problem 6 with previous matrix, just submit the previous solution)

Homework 3 (Due Thu Mar 30/Tue Apr 4)

Homework 4 (Due Tue Apr 18)