Murray Wiki - User contributions [en]

Nok Wongpiromsarn, May 2024

2024-05-14T21:36:31Z

Jburdick:

Nok Wongpiromsarn, an Assistant Professor at Iowa State, will visit Caltech on 20-21 May 2024.

20 May 2024
* 9:15a: Richard, 109 Steele Lab
* 10:00a: Apurva
* 10:45a: Open
* 11:30a: Open
* 12p-1:15p: Lunch
* 1:15p: Open
* 2:00p: Open
* 3:00p: Soon-Jo Chung (235 Guggenheim)
* 4:00p: Joel Burdick (245 Gates-Thomas)
* ~6 pm: dinner with Richard

21 May 2024
* 10:15a: Open
* 10:30a: Open
* 11:15a: Open
* 12-1p: Lunch
* 1-3 pm: Apurva Badithela thesis defense
* 3:00 pm: Eric Mazumdar (meet at defense)
* 3:45 pm: Open
* 4:30 pm: Open
* 5:00 pm: Richard, 109 Steele Lab

Lars Nielsen, March 2023

2023-03-09T03:03:14Z

Jburdick: /* 14 Mar (Tue) */

Lars Nielsen from Linkoping University in Sweden will visit Caltech on 13-17 March 2023.
__NOTOC__

{| width=100% border=1
|- valign=top
| width=20% |
=== 13 Mar (Mon) ===
* 8:30 am: Richard, 109 Steele Lab
* 9:30 am: Apurva Badithela
* 10:15 am: open
* 11:00 am: Michael Dickinson
* 11:45 am: Lunch: Richard + Faculty
* 1:15 pm: John Doyle
* 2:00 pm: Hold: seminar
* 3:15 pm: open
* 4:00 pm: open
| width=20% |

=== 14 Mar (Tue) ===
* 9:00 am: open
* 10:00 am: Biocircuits meeting (optional)
* 12:00 pm: Lunch: students
* 1:15 pm: Soon-Jo Chung (235 Guggenheim)
* 2:00 pm: open
* 2:45 pm: open
* 3:30 pm: Joel Burdick (245 Gates-Thomas)
* 4:15 pm: open
* 6:00 pm: Dinner with Richard and RuthAnne
| width=20% |

=== 15 Mar (Wed) ===
* 1:00 pm: Markus Meister
* 1:45 pm: open
* 3:00 pm: CDS Tea
* 3:45 pm: open
| width=20% |

=== 16 Mar (Thu) ===
* Dinner with Richard and graduate students
| width=20% |

=== 17 Mar (Fri) ===
* 4:00 pm: wrap up with Richard
|}

=== Seminar information ===

Force-Centric Perspectives on Autonomous Vehicle Safety-Maneuvers

Lars Nielsen, Division of Vehicular Systems, Linköping University <br>
(postdoc at Caltech 85-86)

13 March, 2-3 pm OR 15 Mar, 2-3 pm<br>
213 Anneberg

Abstract:
Real-time avoidance maneuvers for vehicles have been developed using a force-centric perspective,
where the founding principles are obtained from studies of optimal maneuvers. The
developed optimization framework, the different criteria used, and the obtained solutions give
insight into how to control the forces on the vehicle. A highlight in this presentation is the first
algorithm not needing a tire-road friction estimate.

Thomas Mohren, 2 Oct 2019

2019-09-27T06:10:01Z

Jburdick: /* Schedule */

Thomas Mohren, a PhD student working with Tom Daniel and Steve Brunton at U. Washington, will visit Caltech on 2-3 Oct 2019. If you would ilke to meet with Thomas, please sign up here:

=== Schedule ===

2 Oct 2019 (Wed)
* 10:00 Group meeting presentation, 181 BBB
* 11:30 am: Richard
* 12:00 pm: Lunch with Petter, Yuxiao (pick up at Richard's office)
* 1:30 pm: Joel Burdick (room 245 Gates-Thomas)
* 2:15 pm: Open
* 3:00 pm: CDS tea
* 3:45 pm: Open
* 4:30 pm: Open

3 Oct 2019 (Thu)
* 10:00 am: Open
* 10:45 am: Open
* 11:30 pm: Open
* 12:15 pm: Lunch (open)
* 1:30 pm: Open
* 2:15 pm: Open
* 3:00 pm: Leave for airport

=== Group meeting talk ===

Neural-inspired sparse sensing for classification and control <br>
Thomas Mohren, U. Washington

Sparse sensor placement is a central challenge in the efficient characterization of complex systems when the cost of acquiring and processing data is high. Leading sparse sensing methods typically exploit either spatial or temporal correlations, but rarely both. We use sparse sensor optimization in combination with neural-inspired sensory encoding to leverage the spatiotemporal coherence exhibited by many biological systems. Using flying insects as a model, we subject flapping plate with embedded strain gauges to inertial rotation. We show that nonlinear filtering in time is essential to detect rotation, whereas instantaneous measurements fail. My current project aims to understand how animals overcome temporal challenges such as sensory delays and time varying control effectiveness during locomotion. Using the inverted pendulum as a benchmark model, I study the effectiveness of timing-based controllers in dealing with these challenges.

CDS 112, Winter 2015 - Course Schedule

2015-03-15T07:43:32Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]; [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution4_2015.pdf Solution #4];
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.3]
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework5_2015.pdf Homework 5], [http://robotics.caltech.edu/~jwb/CDS112/data.mat Matlab Data for Problem 1]; [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution5_2015.pdf Solution #5];
|-
| 25 Feb (W)
| Kalman Filter Derivation completed, and KF properties ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pdf PDF Slides]),
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1, 3.2]
|-
| 27 Feb (F)
| The ''Extended'' Kalman Filter
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| Fixed Lag Smoothing
|[http://robotics.caltech.edu/~jwb/CDS112/FixedLagSmoother.pdf Notes on Fixed Lag Smoothing]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework6_2015.pdf Homework #6]; [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution6_2015.pdf Solution #6];
|-
| 4 Mar (W)
| Fixed Lag Smoothing Continued; Continuous KF ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_FixedLagSmoothing.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_FixedLagSmoothing.pdf PDF Slides])
|
|-
| 6 Mar (F)
| LQG
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-03-15T07:43:10Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]; [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution4_2015.pdf Solution #4];
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.3]
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework5_2015.pdf Homework 5], [http://robotics.caltech.edu/~jwb/CDS112/data.mat Matlab Data for Problem 1]; [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution5_2015.pdf Solution #5];
|-
| 25 Feb (W)
| Kalman Filter Derivation completed, and KF properties ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pdf PDF Slides]),
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1, 3.2]
|-
| 27 Feb (F)
| The ''Extended'' Kalman Filter
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| Fixed Lag Smoothing
|[http://robotics.caltech.edu/~jwb/CDS112/FixedLagSmoother.pdf Notes on Fixed Lag Smoothing]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework6_2015.pdf Homework #6]; [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution6.pdf Solution #6];
|-
| 4 Mar (W)
| Fixed Lag Smoothing Continued; Continuous KF ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_FixedLagSmoothing.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_FixedLagSmoothing.pdf PDF Slides])
|
|-
| 6 Mar (F)
| LQG
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-03-15T07:42:20Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]; [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution4_2015.pdf Solution #4];
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.3]
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework5_2015.pdf Homework 5], [http://robotics.caltech.edu/~jwb/CDS112/data.mat Matlab Data for Problem 1]; [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution5_2015.pdf Solution #5];
|-
| 25 Feb (W)
| Kalman Filter Derivation completed, and KF properties ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pdf PDF Slides]),
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1, 3.2]
|-
| 27 Feb (F)
| The ''Extended'' Kalman Filter
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| Fixed Lag Smoothing
|[http://robotics.caltech.edu/~jwb/CDS112/FixedLagSmoother.pdf Notes on Fixed Lag Smoothing]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework6_2015.pdf Homework #6]
|-
| 4 Mar (W)
| Fixed Lag Smoothing Continued; Continuous KF ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_FixedLagSmoothing.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_FixedLagSmoothing.pdf PDF Slides])
|
|-
| 6 Mar (F)
| LQG
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-03-15T07:41:31Z

Jburdick: /* {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]; [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution4_2015.pdf Solution #4];
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.3]
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework5_2015.pdf Homework 5], [http://robotics.caltech.edu/~jwb/CDS112/data.mat Matlab Data for Problem 1]
|-
| 25 Feb (W)
| Kalman Filter Derivation completed, and KF properties ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pdf PDF Slides]),
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1, 3.2]
|-
| 27 Feb (F)
| The ''Extended'' Kalman Filter
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| Fixed Lag Smoothing
|[http://robotics.caltech.edu/~jwb/CDS112/FixedLagSmoother.pdf Notes on Fixed Lag Smoothing]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework6_2015.pdf Homework #6]
|-
| 4 Mar (W)
| Fixed Lag Smoothing Continued; Continuous KF ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_FixedLagSmoothing.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_FixedLagSmoothing.pdf PDF Slides])
|
|-
| 6 Mar (F)
| LQG
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112,Winter 2015

2015-03-14T09:06:50Z

Jburdick: /* Announcements */

__NOTOC__
{| width=100% border=1
|-
| align=center width=25% | [[CDS 112,Winter_2015|CDS 112]]
| align=center width=25% | [[CDS 112, Winter 2015 - Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC]; [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore]
|}

This is the homepage for CDS 112 (Control System Design) for Winter 2014/2015. __NOTOC__

<table width=100%>
<tr valign=top>
<td>
'''Instructor'''
* [http://www.robotics.caltech.edu/~jwb/ Joel Burdick], jwb@robotics.caltech.edu, 319 Thomas, 626-395-4139
* Lectures: MWF 1:00-1:55 pm, 107 Annenberg
* Prior years (this course formally was listed as 110(b)): [http://www.cds.caltech.edu/~murray/wiki/CDS_110b%2C_Winter_2007 WI07][http://www.cds.caltech.edu/~murray/wiki/CDS_110b%2C_Winter_2008 WI08] [https://www.cds.caltech.edu/help/cms.php?op=wiki&wiki_op=view&id=223 WI09] [http://www.cds.caltech.edu/~macmardg/wiki/index.php?title=CDS_110b%2C_Winter_2010 WI10] [http://www.cds.caltech.edu/~macmardg/wiki/index.php?title=CDS_110b,_Winter_2011 WI11] [http://www.cds.caltech.edu/~murray/wiki/index.php/CDS_110b,_Winter_2013 WI13]
</td><td>

'''Teaching Assistants'''
* Matthew (Matt) Burkhardt: mburkhar@caltech.edu
* Office hours TBD
</td></tr>
</table>

== Announcements ==

* '''03/13/2015:''' The [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Final_2015.pdf Final Exam] is available. The instructions are posted on the first page. Please submit your final exams to Ms. Sonya Lincoln in room 207 Keck by 5:00 pm on the last day of finals.
* '''03/02/2015:''' The data file for Problem #1 of Homework Set 5 is available on the course schedule page (next to the link for problem set 5). Put the file in your matlab working directory and type "load data" - a variable named 'data' should appear in your MATLAB workspace
* '''01/26/2015:''' The Lecture slides for today's lecture have been corrected for missing terms, with the updated version (in both PowerPoint and PDF) on the course schedule page.
* '''01/12/2015:''' T.A. office hours will occur Wed. (Jan. 14) and Thurs. (Jan. 15) evening. Time and place to be announced soon.
* '''01/12/2015:''' Copies of the slides used in each lecture can be found on the schedule page. Next to each lecture title is a link to the course slides in powerpoint.
* '''01/09/2015:''' Homework 1 has been assigned, and is due on Fri. Jan. 16 at 5:00 pm. (see the schedule page)
* '''01/05/2015:''' The lecture will take place in Annenberg 213, except for January 23, when the lecture will take place in 107 Annenberg.

__NOTOC__

== Course Information ==

CDS 112 is an introduction to optimal control and optimal estimation. Upon completion of the course, students will be able to design and analyze control systems of moderate complexity.

=== Course Text and References ===

The primary course texts are
* [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control ''Optimization-based Control'']. This is an evolving set of notes which will help support the class lectures for the first 4-5 weeks of the course.
* [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Brian D.O. Anderson and John B. Moore, '''Optimal Filtering''', Prentice-Hall, 1979]. Chapters of this classic text on Estimation and Kalman Filtering (freely available on-line) will serve as the primary source for weeks 5-9.

The following books may also be useful. They are available in the library (non-reserve), from other students, or you can order them online.

* [http://www.cds.caltech.edu/~macmardg/courses/cds110b/dft/dft.html ''Feedback Control Theory'']
* 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.
* [http://www.kxcad.net/cae_MATLAB/Matlab_Ebooks/Grewal,%20Andrews.%20Kalman%20filtering..%20theory%20and%20practice%20using%20MATLAB%20(2ed.,%20Wiley,%202001)(410s).pdf M.S. Grewal & A.P. Andrews, '''Kalman Filtering: Theory and Practice Using MATLAB''', 2nd ed., John Wiley & Sons, 2001];
* [http://www2.elo.utfsm.cl/~ipd481/Papers%20varios/kalman1960.pdf A ''transcribed'' copy of Kalman's original 1960 paper on the discrete time filter];

=== Course Schedule, Readings, and Homework ===
A detailed course schedule is available on the [[CDS 112, Winter 2015 - Course Schedule|course schedule]] page (also shown on the "menu bar" at the top of each course page). This schedule also includes links to the homeworks, the homework solutions, and the suggested class readings.

=== Grading ===
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 two 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 which you may create as part of your homework solutions are considered part of your homework solution and should be printed and turned in with the problem set .

* ''Final exam (30%):'' The final exam will be handed out on the last day of class (11 Mar) and due at the end of finals (18 Mar). It will be an open book exam and computers will be allowed (though not required).

=== Collaboration Policy ===

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).

=== Software ===
Computer exercises will be assigned as part of the regular homeworks. The
exercises can be done exclusvely in MATLAB, using the Control Toolbox and
SIMULINK, but it is not necessary to use MATLAB/SIMULINK if you choose. Caltech has a site license for this software and it may be obtained
from [http://software.caltech.edu IMSS] (Caltech students only). An online tutorial is available at
<center>
http://www.engin.umich.edu/group/ctm/basic/basic.html
</center>

Besides MATLAB, students may use [https://www.python.org/ Python], in
particular the [http://python-control.sf.net/ Python Control Systems Toolbox] and various [http://www.scipy.org/ SciPy] packages. [http://scottman.net/ Scott] (email: slivingston@cds caltech) is available to answer any student questions or concerns specific to using Python, including helping newcomers with first steps.
A tutorial script used previously in [http://www.cds.caltech.edu/~macmardg/wiki/index.php?title=CDS_101/110a,_Fall_2014 CDS 110a] is available at ([https://gist.githubusercontent.com/slivingston/6d808e8e7ec7febb8e95/raw/448f62e731b0682be8e5ef8bcac0a0d5a5269d75/cds110-tutorial.py direct link to the file])
<center>
https://gist.github.com/slivingston/6d808e8e7ec7febb8e95
</center>

CDS 112, Winter 2015 - Course Schedule

2015-03-06T20:38:57Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.3]
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework5_2015.pdf Homework 5], [http://robotics.caltech.edu/~jwb/CDS112/data.mat Matlab Data for Problem 1]
|-
| 25 Feb (W)
| Kalman Filter Derivation completed, and KF properties ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pdf PDF Slides]),
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1, 3.2]
|-
| 27 Feb (F)
| The ''Extended'' Kalman Filter
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| Fixed Lag Smoothing
|[http://robotics.caltech.edu/~jwb/CDS112/FixedLagSmoother.pdf Notes on Fixed Lag Smoothing]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework6_2015.pdf Homework #6]
|-
| 4 Mar (W)
| Fixed Lag Smoothing Continued; Continuous KF ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_FixedLagSmoothing.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_FixedLagSmoothing.pdf PDF Slides])
|
|-
| 6 Mar (F)
| LQG
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-03-04T20:52:03Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.3]
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework5_2015.pdf Homework 5], [http://robotics.caltech.edu/~jwb/CDS112/data.mat Matlab Data for Problem 1]
|-
| 25 Feb (W)
| Kalman Filter Derivation completed, and KF properties ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pdf PDF Slides]),
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1, 3.2]
|-
| 27 Feb (F)
| The ''Extended'' Kalman Filter
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| Fixed Lag Smoothing
|[http://robotics.caltech.edu/~jwb/CDS112/FixedLagSmoother.pdf Notes on Fixed Lag Smoothing]
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Fixed Lag Smoothing Continued; Continuous KF ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_FixedLagSmoothing.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_FixedLagSmoothing.pdf PDF Slides])
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-03-04T20:51:40Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.3]
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework5_2015.pdf Homework 5], [http://robotics.caltech.edu/~jwb/CDS112/data.mat Matlab Data for Problem 1]
|-
| 25 Feb (W)
| Kalman Filter Derivation completed, and KF properties ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pdf PDF Slides]),
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1, 3.2]
|-
| 27 Feb (F)
| The ''Extended'' Kalman Filter
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| Fixed Lag Smoothing
|[http://robotics.caltech.edu/~jwb/CDS112/FixedLagSmoother.pdf Notes on Fixed Lag Smoothing]
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Fixed Lag Smoothing Continued; Continuous KF ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_FixedLagSmoothing.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_FixedLagSmoothing.pptx PDF Slides])
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112,Winter 2015

2015-03-03T03:00:38Z

Jburdick: /* Announcements */

__NOTOC__
{| width=100% border=1
|-
| align=center width=25% | [[CDS 112,Winter_2015|CDS 112]]
| align=center width=25% | [[CDS 112, Winter 2015 - Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC]; [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore]
|}

This is the homepage for CDS 112 (Control System Design) for Winter 2014/2015. __NOTOC__

<table width=100%>
<tr valign=top>
<td>
'''Instructor'''
* [http://www.robotics.caltech.edu/~jwb/ Joel Burdick], jwb@robotics.caltech.edu, 319 Thomas, 626-395-4139
* Lectures: MWF 1:00-1:55 pm, 107 Annenberg
* Prior years (this course formally was listed as 110(b)): [http://www.cds.caltech.edu/~murray/wiki/CDS_110b%2C_Winter_2007 WI07][http://www.cds.caltech.edu/~murray/wiki/CDS_110b%2C_Winter_2008 WI08] [https://www.cds.caltech.edu/help/cms.php?op=wiki&wiki_op=view&id=223 WI09] [http://www.cds.caltech.edu/~macmardg/wiki/index.php?title=CDS_110b%2C_Winter_2010 WI10] [http://www.cds.caltech.edu/~macmardg/wiki/index.php?title=CDS_110b,_Winter_2011 WI11] [http://www.cds.caltech.edu/~murray/wiki/index.php/CDS_110b,_Winter_2013 WI13]
</td><td>

'''Teaching Assistants'''
* Matthew (Matt) Burkhardt: mburkhar@caltech.edu
* Office hours TBD
</td></tr>
</table>

== Announcements ==
* '''03/02/2015:''' The data file for Problem #1 of Homework Set 5 is available on the course schedule page (next to the link for problem set 5). Put the file in your matlab working directory and type "load data" - a variable named 'data' should appear in your MATLAB workspace
* '''01/26/2015:''' The Lecture slides for today's lecture have been corrected for missing terms, with the updated version (in both PowerPoint and PDF) on the course schedule page.
* '''01/12/2015:''' T.A. office hours will occur Wed. (Jan. 14) and Thurs. (Jan. 15) evening. Time and place to be announced soon.
* '''01/12/2015:''' Copies of the slides used in each lecture can be found on the schedule page. Next to each lecture title is a link to the course slides in powerpoint.
* '''01/09/2015:''' Homework 1 has been assigned, and is due on Fri. Jan. 16 at 5:00 pm. (see the schedule page)
* '''01/05/2015:''' The lecture will take place in Annenberg 213, except for January 23, when the lecture will take place in 107 Annenberg.

__NOTOC__

== Course Information ==

CDS 112 is an introduction to optimal control and optimal estimation. Upon completion of the course, students will be able to design and analyze control systems of moderate complexity.

=== Course Text and References ===

The primary course texts are
* [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control ''Optimization-based Control'']. This is an evolving set of notes which will help support the class lectures for the first 4-5 weeks of the course.
* [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Brian D.O. Anderson and John B. Moore, '''Optimal Filtering''', Prentice-Hall, 1979]. Chapters of this classic text on Estimation and Kalman Filtering (freely available on-line) will serve as the primary source for weeks 5-9.

The following books may also be useful. They are available in the library (non-reserve), from other students, or you can order them online.

* [http://www.cds.caltech.edu/~macmardg/courses/cds110b/dft/dft.html ''Feedback Control Theory'']
* 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.
* [http://www.kxcad.net/cae_MATLAB/Matlab_Ebooks/Grewal,%20Andrews.%20Kalman%20filtering..%20theory%20and%20practice%20using%20MATLAB%20(2ed.,%20Wiley,%202001)(410s).pdf M.S. Grewal & A.P. Andrews, '''Kalman Filtering: Theory and Practice Using MATLAB''', 2nd ed., John Wiley & Sons, 2001];
* [http://www2.elo.utfsm.cl/~ipd481/Papers%20varios/kalman1960.pdf A ''transcribed'' copy of Kalman's original 1960 paper on the discrete time filter];

=== Course Schedule, Readings, and Homework ===
A detailed course schedule is available on the [[CDS 112, Winter 2015 - Course Schedule|course schedule]] page (also shown on the "menu bar" at the top of each course page). This schedule also includes links to the homeworks, the homework solutions, and the suggested class readings.

=== Grading ===
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 two 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 which you may create as part of your homework solutions are considered part of your homework solution and should be printed and turned in with the problem set .

* ''Final exam (30%):'' The final exam will be handed out on the last day of class (11 Mar) and due at the end of finals (18 Mar). It will be an open book exam and computers will be allowed (though not required).

=== Collaboration Policy ===

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).

=== Software ===
Computer exercises will be assigned as part of the regular homeworks. The
exercises can be done exclusvely in MATLAB, using the Control Toolbox and
SIMULINK, but it is not necessary to use MATLAB/SIMULINK if you choose. Caltech has a site license for this software and it may be obtained
from [http://software.caltech.edu IMSS] (Caltech students only). An online tutorial is available at
<center>
http://www.engin.umich.edu/group/ctm/basic/basic.html
</center>

Besides MATLAB, students may use [https://www.python.org/ Python], in
particular the [http://python-control.sf.net/ Python Control Systems Toolbox] and various [http://www.scipy.org/ SciPy] packages. [http://scottman.net/ Scott] (email: slivingston@cds caltech) is available to answer any student questions or concerns specific to using Python, including helping newcomers with first steps.
A tutorial script used previously in [http://www.cds.caltech.edu/~macmardg/wiki/index.php?title=CDS_101/110a,_Fall_2014 CDS 110a] is available at ([https://gist.githubusercontent.com/slivingston/6d808e8e7ec7febb8e95/raw/448f62e731b0682be8e5ef8bcac0a0d5a5269d75/cds110-tutorial.py direct link to the file])
<center>
https://gist.github.com/slivingston/6d808e8e7ec7febb8e95
</center>

CDS 112, Winter 2015 - Course Schedule

2015-03-03T02:57:32Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.3]
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework5_2015.pdf Homework 5], [http://robotics.caltech.edu/~jwb/CDS112/data.mat Matlab Data for Problem 1]
|-
| 25 Feb (W)
| Kalman Filter Derivation completed, and KF properties ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pdf PDF Slides]),
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1, 3.2]
|-
| 27 Feb (F)
| The ''Extended'' Kalman Filter
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| Fixed Lag Smoothing
|[http://robotics.caltech.edu/~jwb/CDS112/FixedLagSmoother.pdf Notes on Fixed Lag Smoothing]
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-03-02T18:46:39Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.3]
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework5_2015.pdf Homework 5]
|-
| 25 Feb (W)
| Kalman Filter Derivation completed, and KF properties ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pdf PDF Slides]),
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1, 3.2]
|-
| 27 Feb (F)
| The ''Extended'' Kalman Filter
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| Fixed Lag Smoothing
|[http://robotics.caltech.edu/~jwb/CDS112/FixedLagSmoother.pdf Notes on Fixed Lag Smoothing]
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-03-02T18:45:58Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.3]
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework5_2015.pdf Homework 5]
|-
| 25 Feb (W)
| Kalman Filter Derivation completed, and KF properties ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pdf PDF Slides]),
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1, 3.2]
|-
| 27 Feb (F)
| The ''Extended'' Kalman Filter
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| Fixed Lag Smoothing ([http://robotics.caltech.edu/~jwb/CDS112/FixedLagSmoother.pdf Notes on Fixed Lag Smoothing])
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-25T18:32:35Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.3]
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework5_2015.pdf Homework 5]
|-
| 25 Feb (W)
| Kalman Filter Derivation completed, and KF properties ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pdf PDF Slides]),
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1, 3.2]
|-
| 27 Feb (F)
| The ''Extended'' Kalman Filter
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-25T18:31:50Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.3]
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework5_2015.pdf Homework 5]
|-
| 25 Feb (W)
| Kalman Filter Derivation completed, and KF properties ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation4.pptx PDF Slides]),
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1, 3.2]
|-
| 27 Feb (F)
| The ''Extended'' Kalman Filter
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-25T06:28:36Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.3]
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1]
| rowspan=3 align=center |
|-
| 25 Feb (W)
| Kalman Filter Derivation completed, and KF properties The ''Extended'' Kalman Filter
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 3.1, 3.2]
|-
| 27 Feb (F)
| The ''Extended'' Kalman Filter
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-25T06:27:05Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
| [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.3]
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| Kalman Filter Derivation completed, and KF properties The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| The ''Extended'' Kalman Filter
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-25T06:25:52Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| Kalman Filter Derivation completed, and KF properties The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| The ''Extended'' Kalman Filter
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-23T20:36:31Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Derivation ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pptx PowerPoint Slides],[http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3.pdf PDF Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation3_2PerPage.pdf Print PDF Slides])
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| Fixed Lag Smoothing
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-20T18:50:21Z

Jburdick: /* {{cds110 topic|4|Optimal Control Wrap Up }} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution3_2015.pdf Solution 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Analysis
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| Fixed Lag Smoothing
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-20T18:35:13Z

Jburdick: /* {{cds110 topic|3|Linear Quadratic Regulator}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Solution2_2015.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Analysis
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| Fixed Lag Smoothing
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-20T18:34:29Z

Jburdick: /* {{cds110 topic|3|Linear Quadratic Regulator}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_Solns.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Analysis
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| Fixed Lag Smoothing
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-20T18:33:49Z

Jburdick: /* {{cds110 topic|3|Linear Quadratic Regulator}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Analysis
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| Fixed Lag Smoothing
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-20T18:09:02Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pdf PDF Slides])
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Analysis
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| Fixed Lag Smoothing
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-20T18:07:41Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| Background for the Kalman Filter: Jointly Gaussian variables [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Estimation2.pptx PowerPoint Slides]
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Analysis
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| Fixed Lag Smoothing
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-14T01:24:33Z

Jburdick: /* {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS112/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| More on the Kalman Filter derviation
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Analysis
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| Fixed Lag Smoothing
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-14T00:47:46Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|[http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Chapter 2.1, 2.2]
|-
| 20 Feb (F)
| More on the Kalman Filter derviation
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Analysis
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| Fixed Lag Smoothing
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-14T00:45:09Z

Jburdick: /* {{cds110 topic|5|Estimation}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Principles of Estimation & Covariance Propagation
|
|-
| 20 Feb (F)
| More on the Kalman Filter derviation
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Analysis
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| Fixed Lag Smoothing
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-14T00:42:05Z

Jburdick: /* {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation, Appendix A]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Detailed Derivation of the Kalman Filter
|
|-
| 20 Feb (F)
| More on the Kalman Filter derviation
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Analysis
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| Fixed Lag Smoothing
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-14T00:32:21Z

Jburdick: /* {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC 4.1-4.3]
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Detailed Derivation of the Kalman Filter
|
|-
| 20 Feb (F)
| More on the Kalman Filter derviation
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Analysis
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| Fixed Lag Smoothing
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-13T20:51:51Z

Jburdick: /* {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center | [http://www.robotics.caltech.edu/~jwb/CDS/CDS112_Homework4_2015.pdf Homework #4]
|-
| 11 Feb (W)
| Estimation Overview Filter
|
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pdf (PDF format)]
|
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Detailed Derivation of the Kalman Filter
|
|-
| 20 Feb (F)
| More on the Kalman Filter derviation
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Analysis
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| Fixed Lag Smoothing
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-13T20:48:16Z

Jburdick: /* {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Receding Horizon Control
|
| rowspan=3 align=center |
|-
| 11 Feb (W)
| Estimation Overview Filter
|
|-
| 13 Feb (F)
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)]
|
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Detailed Derivation of the Kalman Filter
|
|-
| 20 Feb (F)
| More on the Kalman Filter derviation
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Analysis
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| Fixed Lag Smoothing
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-09T20:46:37Z

Jburdick: /* {{cds110 topic|4|Optimal Control Wrap Up }} */

{| width=100% border=1
|-
| align=center width=25% | [[CDS_112,Winter_2015 | CDS 112]]
| align=center width=25% | [[CDS_112,_Winter_2015_-_Course Schedule|Schedule]]
| align=center width=25% | Course Texts: [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control OBC], [http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson&Moore Control] [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Anderson&Moore Estimation]
|}
__NOTOC__
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.

{| border=1 width=100%
|-
| Week || Date || Topic || Reading || Homework
|-
| align=center rowspan=4 | 1
| colspan=4 |
====={{cds110 topic|1|Introduction and Optimal Control}} =====
|-
| 5 Jan (M)
| Course overview, review of optimization ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture1_Overview.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.1]
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_2015.pdf Homework 1] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework1_Solns.pdf Solution 1]
|-
| 7 Jan (W)
| Pontryagin's Maximum Principle ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture2.pdf Lecture Slides in PDF])
|
|-
| 9 Jan (F)
| Pontryagin's Maximum Principle (''continued'') ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture3.pdf Lecture Slides in PDF])
|
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|2|Optimal Control and Linear Quadratic Regulators}} =====
|-
| 12 Jan (M)
| Bang-Bang Example ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pptx PowerPoint Lecture Slides] [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture4.pdf Lecture Slides in PDF])
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
| rowspan=3 align=center |
|-
| 14 Jan (W)
| Bang-Bang continued, and start of LQR
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| 16 Jan (F)
| LQR and its properties
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
|-
| align=center rowspan=4 | 3
| colspan=4 |

===== {{cds110 topic|3|Linear Quadratic Regulator}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2]
|-
| 21 Jan (W)
| LQR Properties continued ([http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture7.pdf Lecture Slides in PDF])
|
|-
| 23 Jan (F)
| LQR properties, intro to Discrete Time LQR
|
|-
| align=center rowspan=4 | 4
| colspan=4 |

===== {{cds110 topic|4|Dynamic Programming}} =====
|-
| 26 Jan (M)
| Discrete Time LQR, Intro to Dynamic Programming ([http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pptx PowerPoint Lecture Slides], [http://robotics.caltech.edu/~jwb/CDS112/Discrete_Time_Optimal_Control.pdf Lecture Slides in PDF])
| Lewis, Chapter 2
| rowspan=3 align=center |
|-
| 28 Jan (W)
| Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation
| Lewis, Chapter 6
|-
| 30 Feb (F)
| DP and LQR
|[http://robotics.caltech.edu/~jwb/CDS112/AndersonMooreOptimalLinearControl.pdf Anderson and Moore Control], pages 12-26
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Optimal Control Wrap Up }} =====
|-
| 2 Feb (M)
| Hamilton Jacobian and intro to Calculus of Variations
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework3_2015.pdf Homework 3]
|-
| 4 Feb (W)
| Calculus of Variations ([http://robotics.caltech.edu/~jwb/CDS112/Brachistochrone.pdf Brachistochrone Solution])
|
|-
| 6 Feb (F)
| Receding Horizon Control
|[http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1, 3.2, 3.4]
|-
| align=center rowspan=4 | 6
| colspan=4 |

===== {{cds110 topic|5|Estimation: Pathway to the Kalman Filter}} =====
|-
| 9 Feb (M)
| Jointly Gaussian Variables
|
| rowspan=3 align=center |
|-
| 11 Feb (W)
| Uncertainty Propagation & Introduction to the Kalman Filter
|
|-
| 13 Feb (F)
| Kalman Filter Continued
|
|-
| align=center rowspan=4 | 7
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 16 Feb (M)
| - ''No Class'' - Institute Holiday (President's Day)
|
| rowspan=3 align=center |
|-
| 18 Feb (W)
| Detailed Derivation of the Kalman Filter
|
|-
| 20 Feb (F)
| More on the Kalman Filter derviation
|
|-
| align=center rowspan=4 | 8
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 23 Feb (M)
| Kalman Filter Analysis
|
| rowspan=3 align=center |
|-
| 25 Feb (W)
| The ''Extended'' Kalman Filter
|
|-
| 27 Feb (F)
| Fixed Lag Smoothing
|
|-
| align=center rowspan=4 | 9
| colspan=4 |

===== {{cds110 topic|5|Estimation}} =====
|-
| 2 Mar (M)
| The continuous time Kalman Filter
|
| rowspan=3 align=center |
|-
| 4 Mar (W)
| Beyond the Kalman Filter, Particle Filters
|
|-
| 6 Mar (F)
| Particle Filters (''continued'')
|
|-
| align=center rowspan=4 | 10
| colspan=4 |

===== {{cds110 topic|5|Special Topics}} =====
|-
| 9 Mar (M)
| TBD
|
| rowspan=3 align=center |
|-
| 11 Mar (W)
| TBD
|
|-
| 13 Mar (F)
| - ''No Class'' -- (Beginning of Study Period)
|
|-
|}

CDS 112, Winter 2015 - Course Schedule

2015-02-09T20:34:45Z

Jburdick: /* {{cds110 topic|1|Introduction and Optimal Control}} */

CDS 112, Winter 2015 - Course Schedule

2015-02-09T20:33:22Z

Jburdick: /* {{cds110 topic|1|Introduction and Optimal Control}} */

CDS 112, Winter 2015 - Course Schedule

2015-02-09T20:33:06Z

Jburdick: /* {{cds110 topic|1|Introduction and Optimal Control}} */

CDS 112, Winter 2015 - Course Schedule

2015-02-04T19:43:42Z

Jburdick:

CDS 112, Winter 2015 - Course Schedule

2015-02-04T19:42:42Z

Jburdick: /* {{cds110 topic|4|Dynamic Programming}} */

CDS 112, Winter 2015 - Course Schedule

2015-02-04T19:42:20Z

Jburdick: /* {{cds110 topic|4|Dynamic Programming}} */

CDS 112, Winter 2015 - Course Schedule

2015-02-04T19:41:51Z

Jburdick: /* {{cds110 topic|4|Dynamic Programming}} */

CDS 112, Winter 2015 - Course Schedule

2015-02-04T19:40:20Z

Jburdick: /* {{cds110 topic|4|Optimal Control Wrap Up }} */

CDS 112, Winter 2015 - Course Schedule

2015-02-04T19:37:48Z

Jburdick: /* {{cds110 topic|4|Dynamic Programming}} */

CDS 112, Winter 2015 - Course Schedule

2015-02-04T19:36:57Z

Jburdick: /* {{cds110 topic|4|Dynamic Programming}} */

CDS 112, Winter 2015 - Course Schedule

2015-02-04T19:36:19Z

Jburdick: /* {{cds110 topic|4|Dynamic Programming}} */

CDS 112, Winter 2015 - Course Schedule

2015-02-04T19:19:27Z

Jburdick: /* {{cds110 topic|4|Background for Estimation }} */

CDS 112, Winter 2015 - Course Schedule

2015-02-04T19:16:32Z

Jburdick: /* {{cds110 topic|4|Dynamic Programming}} */

CDS 112, Winter 2015 - Course Schedule

2015-01-29T07:45:11Z

Jburdick: /* {{cds110 topic|4|Receding Horizon Control}} */

CDS 112, Winter 2015 - Course Schedule

2015-01-29T07:43:28Z

Jburdick: /* {{cds110 topic|3|Linear Quadratic Programming}} */