ECSE 35-6440  Spring 2004

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

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

Secretary: Melissa Reardon, JEC 6049, x6313

Lecture Hours: MTh 12:00pm-1:20pm JEC 4304

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ECSE 6440 Spring 2004 Course Outline

 

#

Date

Topic

Ref

Assignment

1

1/12

Review of static optimization

Ch. 1

Read Ch. 1

2

1/15

Optimization of a single-stage discrete dynamical systems

2.1

HW 1 assigned. Read 2.1

3

1/22

Optimization of a multi-stage discrete dynamical systems

2.2

Read 2.2

4

1/26

discrete time LQR

Lewis 2.1

HW 1 due.

HW 2 assigned

5

1/29

Scalar example

2.2

 

6

2/2

Tracking example, discrete time LQR (infinite horizon)

2.2

HW 3 assigned

7

2/5

Class cancelled

 

 

8

2/9

calculus of variation

continuous time optimal control, Euler-Lagrange

2.3

HW 2 due.

 

9

2/12

examples

2.3-2.5

 

10

2/17

free terminal time case

2.7, 2.8

HW 3 due.

HW 4 assigned

11

2/19

LQR

3.8, 3.9, ch.5

 

12

2/23

LQR (LTI and infinite horizon case)

3.8, 3.9, ch.5

 

13

2/26

state and input constraints

2.7, 2.8

HW 4 due.

Mid term hand out

14

3/1

Minimum time control

2.7, 2.8

 

15

3/4

(cont.)

2.7, 2.8

Mid term due

Spring Break

15

3/15

Minimum Time-Fuel problem.

2.7, 2.8

HW 5 assigned

16

3/18

Class cancelled

 

 

17

3/22

Dynamic programming

Ch. 4

 

18

3/25

Hamilton Jacobi Bellman Equation

Ch. 4

HW 5 due.

HW 6 assigned

19

3/29

(cont.)

Ch. 4

 

19

4/2

(cont.)

Ch. 4

 

20

4/5

Optimal state estimation

Ch. 12

HW 6 due.

HW 7 assigned

21

4/9

(cont.)

Ch. 12

 

22

4/12

Kalman Filter

Ch. 12

 

23

4/16

(cont.)

Ch. 12

 

24

4/19

Game theory

Ch. 9

HW 7 due.

Final Exam hand out

25

4/23

(cont.)

Ch. 9

 

26

4/26

Linear optimal control (H2 , H-infinity control)

 

Final Exam due

 

 

 

 

 

 

5/3

 

 

Project due