CDS 110b, Winter 2013
|CDS 110b||Schedule||Course text|
This is the homepage for CDS 110b (Introduction to Control Theory) for Winter 2013.
- 21 Jan 13: Extra Notes : (Example of finding necessary conditions using calculus of variations).
- 23 Jan 13: Clarification of the above example.
- 8 Feb 13: A description of the Brachistochrone Problem and its solution. If you think this is cool, check out Classical Mechanics from the library.
- 13 Feb 13: Notes on the derivation of Continuous time LQR via dynamic programming (might be helpful if you're looking for analogy between the continuous time and discrete time derivations).
- 15 Feb 13: data.m Data file for homework 4: put it in your matlab working directory and type load data - variable named 'data' should appear in your workspace.
- 21 Feb 13: Hint for PS 4 problem 1
- 14 Mar 13: Fixed Lag Smoother Notes
- 18 Mar 18: FINAL EXAM is available here.
CDS 110b focuses on intermediate topics in control theory, including optimal control methods, stochastic systems, state estimation using Kalman filters, and modern control design techniques. Upon completion of the course, students will be able to design and analyze control systems of moderate complexity
The main course lectures are on MWF from 2--3 pm in 107 Annenberg.
The final grade will be based on homework sets, and a final exam:
- Homework (70%): Homework sets will be handed out every 7-10 days and due days/dates will vary. Students are allowed three grace periods of two days each that can be used at any time (but no more than 1 grace period per homework set). Late homework beyond the grace period will not be accepted without a note from the health center or the Dean. MATLAB code and SIMULINK diagrams are considered part of your solution and should be printed and turned in with the problem set (whether the problem asks for it or not).
- Final exam (30%): The final exam will be handed out on the last day of class (13 Mar) and due at the end of finals (20 Mar). It will be an open book exam and computers will be allowed (though not required).
Collaboration on homework assignments is encouraged. You may consult outside reference materials, other students, the TA, or the instructor, but you cannot consult homework solutions from prior years and you must cite any use of material from outside references. All solutions that are handed in should be written up individually and should reflect your own understanding of the subject matter at the time of writing. MATLAB scripts and plots are considered part of your writeup and should be done individually (you can share ideas, but not code).
No collaboration is allowed on xams.
Computer exercises will be assigned as part of the regular homeworks. The exercises are designed to be done in MATLAB, using the Control Toolbox and SIMULINK. Caltech has a site license for this software and it may be obtained from IMSS (Caltech students only). An online tutorial is available at
Course Text and References
In addition to the books above, the textbooks below may also be useful. They are available in the library (non-reserve), from other students, or you can order them online.
- B. Friedland, Control System Design: An Introduction to State-Space Methods, McGraw-Hill, 1986.
- G. F. Franklin, J. D. Powell, and A. Emami-Naeni, Feedback Control of Dynamic Systems, Addison-Wesley, 2002.
For the Estimation and Kalman Filtering portion of the class, these free on-line sources (in PDF format) may be useful:
- Brian D.O. Anderson and John B. Moore, Optimal Filtering, Prentice-Hall, 1979
- M.S. Grewal & A.P. Andrews, Kalman Filtering: Theory and Practice Using MATLAB, 2nd ed., John Wiley & Sons, 2001;
- A transcribed copy of Kalman's original 1960 paper on the discrete time filter;
A detailed course schedule is available on the course schedule page (also shown on the "menu bar" at the top of each course page).