Electrical, Computer, and Systems Engineering Department

ECSE 6440 Optimal Control Spring 2004


  1. Lecture 1/12/04: Introduction in-class
  2. Lecture 1/15/04: Optimal control of a single-stage discrete time system in-class
  3. Lecture 1/22/04: Optimal control of a multi-stage discrete time system in-class

copies of relevant pages from Frank Lewis

  1. Lecture 1/26/04: Optimal control of discrete dynamical system: general boundary condition in-class
  2. Lecture 1/29/04: Scalar example in-class
  3. Lecture 2/2/04: Tracking application, infinite horizon LQR in-class
  4. Lecture 2/9/04: Calculus of variation and continuous time optimal control in-class
  5. Lecture 2/12/04: Calculus of variation: examples in-class
  6. Lecture 2/17/04: Partially constrained terminal state, free terminal time (transversality condition), example in-class
  7. Lecture 2/19/04: Continuous time linear quadratic regulator in-class
  8. Lecture 2/23/04: LQR for LTI systems in-class
  9. Lecture 2/26/04: Optimal control with state and input constraints, minimum time control for double integrator in-class


  1. Lecture 3/1/04: Optimal control with state and input constraints: examples in-class
  2. Lecture 3/5/04: Minimum time control problem in-class
  3. Lecture 3/15/04: Minimum time-fuel problem and minimum fuel problem in-class
  4. Lecture 3/22/04: Dynamic programming in-class
  5. Lecture 3/25/04: Hamilton-Jacobi-Bellman (HJB) Equation in-class
  6. Lecture 3/29/04: Iterative solution of HJB, Approximate solution of HJB, control Lyapunov function in-class

Paper on control Lyapunov function: Freeman and Kokotovic 1996 SIAM, Freeman and Primbus 1995 CDC

Paper on approximate solution to HJB Equation: Beard, Saridis, Wen 1997 Automatica

  1. Lecture 4/1/04: Singular arcs, control Lyapunov function in-class
  2. Lecture 4/5/04: Summary of control Lyapunov function and inverse optimal control, introduction to optimal estimation in-class
  3. Lecture 4/8/04: Recursive least square estimates. Estimation of random vectors. in-class
  4. Lecture 4/12/04: Kalman filter in-class
  5. Lecture 4/15/04: Stochastic Optimal Control in-class
  6. Lecture 4/19/04: Multi-player games in-class
  7. Lecture 4/22/04: Differential game, H control, robustness in-class
  8. Lecture 4/26/04: Recap


Link to MATLAB example files

Back to course Homepage

Email: wen@cat.rpi.edu