CDS 112, Winter 2015 - Course Schedule

2015-01-29T01:46:21Z

Mburkhar: /* {{cds110 topic|3|Dynamic Programming}} */

{| 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]
|}
__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]
|-
| 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|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|Dynamic Programming}} =====
|-
| 19 Jan (M)
| - ''No Class'' - Institute Holiday (MLK)
|
| rowspan=3 align=center | [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Homework2_2015.pdf Homework 2] [[file:Homework2_corrected Corrected Homework]]
|-
| 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|Receding Horizon Control}} =====
|-
| 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])
|
| rowspan=3 align=center | [[file:Homework2_source.pdf test]]
|-
| 28 Jan (W)
| Intro to Receding Horizon Control
|
|-
| 30 Feb (F)
| Receding Horizon Control and Wrap up of Optimization-based Control
|
|-
| align=center rowspan=4 | 5
| colspan=4 |

===== {{cds110 topic|4|Background for Estimation }} =====
|-
| 2 Feb (M)
| Estimation Overview and Probability Intro
|
| rowspan=3 align=center |
|-
| 4 Feb (W)
| Probability Refresher
|
|-
| 6 Feb (F)
| Probability Refresher
|
|-
| 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)
|
|-
|}

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CDS 112, Winter 2015 - Course Schedule