Abstract
The paper outlines a 20-40 hour graduate course on the Linear-Quadratic-Gaussian theory and design of control systems. The prerequisites are linear systems, ran dom signals, and an elementary control course. The emphasis is on the problem formulation in continuous time using state-space, the transformation to discrete time through sampling, the solution from the first principles, the insight provided by the frequency-domain inter pretation of the results, and the computational issues involved.
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