### ECSE 6440 Optimal Control Spring 2004

**Course Information**

**Course Outline**

**Calendar**

**Lecture Slides**

**Homework**

**Exam**

**Project**

**MATLAB Examples**

**Announcements:**

**1/30**

HW #2 deadline extended to Feb 9. I wrote down some notes
during the office hour today and they may be helpful.

**1/23**

In problem #3, there is a terminal equality constraint which
we haven't talked about in class. For a (2n)th order difference equation,
one needs 2n boundary condition to find a unique solution. In the
terminal penalty case that we discussed so far, the boundary conditions are
given by x0 and lambda_N. In the fixed terminal condition case (like
problem #3), the boundary conditions are given in terms of x0 and xN (so no
boundary condition on lambda). For part (b), write all the
equations out (x_1 = x0 * u0 + 1, x_2 = ..., u0= .., u1=.., lambda_1= ...,
lambda_0 =..., etc.) and solve the tpbvp by hand. For part (c), eliminate
all state variables to obtain the objective function dependent on u0 and u1
with one equality constraint (just like the water tank problem that we
discussed in class). This is just like problem #1, the solution should of
course agree with your answer in part (b).

**CLASS CANCELLED ON THURSDAY 2/5**

Homework #2 is on-line.

**1/16**

Homework #1 is
on-line.

**1/12**

1. Note that the classroom is **JEC 4304** (SIS lists some room in
Academy Hall – this is an error).

2. Send email to me (wen@cat.rpi.edu)
to add your email address to the course mailing list. Include in your email the following
information:

Your name

Dept

Degree

Background (linear/nonlinear programming, system theory,
control theory, etc.)

3. The textbook, Applied Optimal Control by Bryson and Ho, can also be
purchased from Amazon or Barnes and Noble.

4. Optimization Methods (ECSE 6430) is *not* required in this
course but is recommended. Background in
Systems Analysis Techniques (ECSE 6400) is essential, however.

### Mailing Address:

John T. Wen

Office: CII 8213

Voice: (518)-276-8744

Fax: (518)-276-4897

Email: `wen@cat.rpi.edu`