Electrical, Computer, and Systems Engineering Department





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


     Melissa Reardon, JEC 6049, x6313


ECSE.6400  System Analysis Techniques


MTh 12pm-1:20pm  JEC 4304


     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 H2 and H-infinity optimal control.

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, Dover, 1994.

                Donald A. Pierre, "Optimization Theory with Applications," Dover, 1986.

Books on Reserve in Library

  1. A. Bryson and Y.C. Ho, Applied Optimal Control , Hemisphere Pub, 1981.
  2. F.L. Lewis and V.L. Syrmos, Optimal Control, 2nd Ed.,Wiley Interscience, 1995.
  3. 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.

  1. G.E. Dullerud and F.G. Paganini, A course in robust control theory, Springer, 2000.
  2. 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



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.