Electrical, Computer, and
Systems Engineering Department

**ECSE 6440 OPTIMAL CONTROL,
SPRING 2004**

**Instructor:**

Professor John T. Wen, CII
8213, x8744 (voice), x4897 (fax),

wen@cat.rpi.edu,
http://cat.rpi.edu/~wen

Office Hour: W 1-2, F 1-2

**Secretary**

Melissa
Reardon, JEC 6049, x6313

**Prerequisites**

ECSE.6400 System Analysis Techniques

**Lectures**

MTh

**Grading**

** **Homework 20%

** **Midterm 25%

Final 30%

Project 25%** **

**Course Content**

** **This
course covers the basic concepts, techniques, and tools related to optimal
control for dynamical systems. Major
topics include calculus of variation, minimum principle, dynamic programming.
Both discrete time systems and continuous times are addressed. Particular consideration is given to
application to multivariable linear time invariant systems in terms of *H _{2}
*and

**Course Homepage **http://www.cat.rpi.edu/~wen/ECSE644S04

A.Bryson and Y. Ho, *Applied
Optimal Control,* Hemisphere Pub, 1981.

Supplements (not required):

Robert F. Stengel,
*Optimal Control and Estimation*,

Donald A. Pierre,
"Optimization Theory with Applications,"

- A. Bryson and Y.C. Ho, Applied Optimal Control , Hemisphere Pub, 1981.
- F.L. Lewis and V.L. Syrmos, Optimal Control, 2nd Ed.,Wiley Interscience, 1995.
- S.P. Sethi and G. L. Thompson, Optimal Control Theory, Kluwer Academic, 2000.

4. Donal Kirk, Optimal control theory: an introduction, Prentice-Hall, 1970.

5. B.D.O. Anderson and J.B. Moore, Linear Optimal Control, Prentice-Hall, 1971.

6. B.D.O. Anderson and J.B. Moore, Optimal Filtering, Prentice-Hall, 1979.

- G.E. Dullerud and F.G. Paganini, A course in robust control theory, Springer, 2000.
- J.C.
Doyle, B.A. Francis, A.R.Tannenbaum, Feedback
Control Theory, 1992.

**Computer Aided Design Tools**

Homework and project will make use of MATLAB version 6.5 which is
available on RCS and computers in the control studio classroom.

**Useful links:**

A collection of MATLAB
links: http://www.mathworks.com/products/education/basics.shtml

A Virtual Control Library: http://www.cds.caltech.edu/extras/Virtual_Library/Control_VL.html

**CHEATING: **

*Collaboration on take home exams is absolutely
forbidden and **will result in a grade of F for
the course. **Discussion on homework and project is allowed and encouraged, though
individual work must be handed in and no verbatim copies of work will be
accepted. **Assignments up to one week late will be given half marks.
Assignments more than one week late will not be accepted. Special situations
must be negotiated in advance. Grades may be appealed initially to Professor
Wen: if the difficulty cannot be resolved, procedures in the Rensselaer
Handbook must be followed. *