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ECSE 6440/MANE 6964 Optimal Control (Spring 2012)

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Date

Topic

Ref

Assignment

1

1/23

Introduction and static optimization
in class notes

1.1, 1.2
HW 1

2

1/26

Functional space optimziation (controllability/observability)
in class notes

1.3


3

1/30

Calculus of variation (basic formulation, weak vs. strong extrema)
in class notes

Ch. 2
HW1 due HW 1 soln, prob 1 MATLAB file
HW 2 solution

4

2/2

Calculus of variation (Euler-Lagrange Equation)
in class notes (two movie files also)



5

2/6

Calculus of variation (principle of least action)
in class notes


HW 3 solution

6

2/9

Calculus of variation (equality constraint)
in class notes



7

2/13

Calculus of variation (2nd order condition, introduction to optimal control)
in class notes



8

2/16

Optimal control (variational approach)
in class notes

Ch.3, Ch. 4
HW4 solution (also see MATLAB solution files)

9

2/23

Optimal control (linear + quadratic input cost)
in class notes matlab files



10

2/26

Optimal control (linear quadratic regulator), fixed/free/partial terminal state, fixed/free terminal time in class notes

6.1

11

3/1

Linear quadratic regulator, discrete time optimal control in class notes

Notes

Midterm hand out

3/5

class cancelled

 

12

3/8

discrete time optimal control, bounded input, bang-bang control in class notes

Midterm due

Spring Break

13

3/19

Bounded input, minimum time control
in class notes

Ch.4

Midterm solution + MATLAB files
HW5

14

3/22

minimum time control/constrained state space
in class notes

 
project description

15

3/26

minimum time control/constrained state space
in class notes

 
16 3/29 Trajectory Optimization and Dynamic Programming in class notes Ch.5  

17

4/2

Dynamic programming and HJB Equation
in class notes


HW 6

18

4/5

Dynamic programming and HJB Equation
in class notes
 
 

19

4/9

Dynamic programming and HJB Equation
in class notes


  HW 7
20 4/12 HJB equation and GHJB equation
in class notes
   

21

4/16

Control Lyapunov function
in class notes



22

4/19

Min norm control and Sontag universal control
in class notes
 

 

4/23

class cancelled


 
23 4/26 Multi-player game
in class notes
7.3  

24

4/30

Continuous game, differential game, H-infinity optimization in class notes

 
 Final Exam hand out

25

5/3

Solution of Riccati equation, optimal estimation
in class notes



26

5/7

Final Exam, Kalman filter in class notes



  5/8 Final Exam due at 5pm   Final Exam Solution fin02b.m

 

5/11

 

 

Project due