ECSE 6440 OPTIMAL CONTROL, SPRING 2004
Professor John T. Wen, CII 8213, x8744 (voice), x4897 (fax),
Office Hour: W 1-2, F 1-2
Melissa Reardon, JEC 6049, x6313
ECSE.6400 System Analysis Techniques
MTh JEC 4304
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,
Donald A. Pierre,
"Optimization Theory with Applications,"
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.
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.
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.