CDS 112, Winter 2015 - Course Schedule

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CDS 112 Schedule Course Texts: OBC, Anderson&Moore Control Anderson&Moore Estimation

This page contains the tentative course schedule for CDS 112. When appropriate, electronic lecture notes will be posted some time before class (usually on the same day). Note that lecture topics beyond a few weeks in advance of the current class date are a guesstimate based on previous year's lectures at the comparable date. However, they are subject to change.

Week Date Topic Reading Homework
Introduction and Optimal Control
5 Jan (M) Course overview, review of optimization (PowerPoint Lecture Slides, Lecture Slides in PDF) OBC Ch 2.1 Homework 1 Solution 1
7 Jan (W) Pontryagin's Maximum Principle (PowerPoint Lecture Slides, Lecture Slides in PDF)
9 Jan (F) Pontryagin's Maximum Principle (continued) (PowerPoint Lecture Slides, Lecture Slides in PDF)
Optimal Control and Linear Quadratic Regulators
12 Jan (M) Bang-Bang Example (PowerPoint Lecture Slides Lecture Slides in PDF) OBC Ch 2.4
14 Jan (W) Bang-Bang continued, and start of LQR OBC Ch 2.5
16 Jan (F) LQR and its properties OBC Ch 2.5
Linear Quadratic Regulator
19 Jan (M) - No Class - Institute Holiday (MLK) Homework 2, Solution 2
21 Jan (W) LQR Properties continued (PowerPoint Lecture Slides, Lecture Slides in PDF)
23 Jan (F) LQR properties, intro to Discrete Time LQR
Dynamic Programming
26 Jan (M) Discrete Time LQR, Intro to Dynamic Programming (PowerPoint Lecture Slides, Lecture Slides in PDF) Lewis, Chapter 2
28 Jan (W) Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation Lewis, Chapter 6
30 Feb (F) DP and LQR Anderson and Moore Control, pages 12-26
Optimal Control Wrap Up
2 Feb (M) Hamilton Jacobian and intro to Calculus of Variations Homework 3, Solution 3
4 Feb (W) Calculus of Variations (Brachistochrone Solution)
6 Feb (F) Receding Horizon Control OBC Ch 3.1, 3.2, 3.4
Estimation: Pathway to the Kalman Filter
9 Feb (M) Receding Horizon Control Homework #4; Solution #4;
11 Feb (W) Estimation Overview Filter OBC 4.1-4.3
13 Feb (F) Probability Review Lecture Slides (PPT) (PDF format) OBC 4.1-4.3 Anderson&Moore Estimation, Appendix A
16 Feb (M) - No Class - Institute Holiday (President's Day)
18 Feb (W) Principles of Estimation & Covariance Propagation Anderson&Moore Estimation, Chapter 2.1, 2.2
20 Feb (F) Background for the Kalman Filter: Jointly Gaussian variables (PowerPoint Slides, PDF Slides) Anderson&Moore Estimation, Chapter 2.3
23 Feb (M) Kalman Filter Derivation (PowerPoint Slides,PDF Slides, Print PDF Slides) Anderson&Moore Estimation, Chapter 3.1 Homework 5, Matlab Data for Problem 1; Solution #5;
25 Feb (W) Kalman Filter Derivation completed, and KF properties (PowerPoint Slides, PDF Slides), Anderson&Moore Estimation, Chapter 3.1, 3.2
27 Feb (F) The Extended Kalman Filter
2 Mar (M) Fixed Lag Smoothing Notes on Fixed Lag Smoothing Homework #6; Solution #6;
4 Mar (W) Fixed Lag Smoothing Continued; Continuous KF (PowerPoint Slides, PDF Slides)
6 Mar (F) LQG
Special Topics
9 Mar (M) TBD
11 Mar (W) TBD
13 Mar (F) - No Class -- (Beginning of Study Period)