View source for CDS 112, Winter 2015 - Course Schedule

{| width=100% border=1
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| 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) 
|
|-
|}