CDS 110b: State Estimation - Revision history

Murray at 03:28, 2 March 2008

2008-03-02T03:28:45Z

← Older revision		Revision as of 03:28, 2 March 2008
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	{{cds110b-wi08}}		{{cds110b-wi08 lecture\|prev=Receding Horizon Control\|next=Stochastic Systems}}
	This set of lectures presents an introduction to modern (optimization-based) control design and introduces the concepts of state estimation and observers. Beginning with a definition of observability, we provide conditions under which a linear system is observable and show how to construct an observer in the case where there is no noise. We then prove the ''separation principle'', which shows how to combine state regulation with state estimation. __NOTOC__		This set of lectures presents an introduction to modern (optimization-based) control design and introduces the concepts of state estimation and observers. Beginning with a definition of observability, we provide conditions under which a linear system is observable and show how to construct an observer in the case where there is no noise. We then prove the ''separation principle'', which shows how to combine state regulation with state estimation. __NOTOC__

Murray at 04:55, 8 February 2008

2008-02-08T04:55:21Z

← Older revision		Revision as of 04:55, 8 February 2008
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	This set of lectures presents an introduction to modern (optimization-based) control design and introduces the concepts of state estimation and observers. Beginning with a definition of observability, we provide conditions under which a linear system is observable and show how to construct an observer in the case where there is no noise. We then prove the ''separation principle'', which shows how to combine state regulation with state estimation. __NOTOC__		This set of lectures presents an introduction to modern (optimization-based) control design and introduces the concepts of state estimation and observers. Beginning with a definition of observability, we provide conditions under which a linear system is observable and show how to construct an observer in the case where there is no noise. We then prove the ''separation principle'', which shows how to combine state regulation with state estimation. __NOTOC__

	* {{cds110b-wi08 pdfs\|L5-~~1_intro~~.pdf\|Lecture Presentation}}		* {{cds110b-wi08 pdfs\|L5-1_estimators.pdf\|Lecture Presentation}}

	== References and Further Reading ==		== References and Further Reading ==

Murray: /* References and Further Reading */

2008-02-08T04:53:52Z

References and Further Reading

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	== References and Further Reading ==		== References and Further Reading ==
	* {{AM08\|Chapter 7 - Output Feedback}}, Sections 7.1-7.3		* {{AM08\|Chapter 7 - Output Feedback}} Sections 7.1-7.3

	== Frequently Asked Questions ==		== Frequently Asked Questions ==

Murray at 04:53, 8 February 2008

2008-02-08T04:53:05Z

← Older revision		Revision as of 04:53, 8 February 2008
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	{{cds110b-~~wi07~~}}		{{cds110b-wi08}}
	This set of lectures presents an introduction to modern (optimization-based) control design and introduces the concepts of state estimation and observers. Beginning with a definition of observability, we provide conditions under which a linear system is observable and show how to construct an observer in the case where there is no noise. We then prove the ''separation principle'', which shows how to combine state regulation with state estimation. __NOTOC__		This set of lectures presents an introduction to modern (optimization-based) control design and introduces the concepts of state estimation and observers. Beginning with a definition of observability, we provide conditions under which a linear system is observable and show how to construct an observer in the case where there is no noise. We then prove the ''separation principle'', which shows how to combine state regulation with state estimation. __NOTOC__

	~~== Course Materials ==~~		* {{cds110b-wi08 pdfs\|L5-1_intro.pdf\|Lecture Presentation}}
	~~{\| width=100%~~
	~~\|- valign=top~~
	~~\| width=50% \|~~
	~~=== Lecture 1 ===~~
	* {{cds110b-~~wi07_pdfs~~\|~~syllabus.pdf\|Syllabus}}~~
	* {{cds110b-wi07_pdfs\|L1-1_intro.pdf\|Lecture Presentation}~~} ([http://www.cds.caltech.edu/~murray/courses/cds110/wi07/mp3/3Jan07.mp3 MP3])~~
	* {{cds110b-wi07_pdfs\|hw1.pdf\|HW #1}}
	~~\| width=50% \|~~
	~~=== Lecture 2 ===~~
	* {{cds110b-wi07_pdfs\|L1-2_estimators.pdf\|Lecture Presentation}} ([http://www.cds.caltech.edu/~murray/courses/cds110/wi07/mp3/5Jan07.mp3 MP3])
	* Reading: [[AM:Main Page\|AM06]], [[AM:Output Feedback\|Sec 7.1-7.3]]
	* {{cds110b-wi07_pdfs\|dfan_est.m\|dfan_est.m}} - sample computations for Caltech ducted fan
	\|}

	== References and Further Reading ==		== References and Further Reading ==
	* {{~~AM06~~\|Chapter 7 - Output Feedback}}		* {{AM08\|Chapter 7 - Output Feedback}}, Sections 7.1-7.3
	* Friedland, ~~Chapters~~ 7 ~~and 8~~

	== Frequently Asked Questions ==		== Frequently Asked Questions ==

Carson: /* Lecture 2 */

2007-01-10T03:37:31Z

Lecture 2

← Older revision		Revision as of 03:37, 10 January 2007
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	\| width=50% \|		\| width=50% \|
	=== Lecture 2 ===		=== Lecture 2 ===
	* {{cds110b-wi07_pdfs\|L1-2_estimators.pdf\|Lecture Presentation}} (MP3)		* {{cds110b-wi07_pdfs\|L1-2_estimators.pdf\|Lecture Presentation}} ([http://www.cds.caltech.edu/~murray/courses/cds110/wi07/mp3/5Jan07.mp3 MP3])
	* Reading: [[AM:Main Page\|AM06]], [[AM:Output Feedback\|Sec 7.1-7.3]]		* Reading: [[AM:Main Page\|AM06]], [[AM:Output Feedback\|Sec 7.1-7.3]]
	* {{cds110b-wi07_pdfs\|dfan_est.m\|dfan_est.m}} - sample computations for Caltech ducted fan		* {{cds110b-wi07_pdfs\|dfan_est.m\|dfan_est.m}} - sample computations for Caltech ducted fan

Murray: /* Course Materials */

2007-01-07T18:37:23Z

Course Materials

← Older revision		Revision as of 18:37, 7 January 2007
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	{\| width=100%		{\| width=100%
	\|- valign=top		\|- valign=top
	\| width=50%		\| width=50% \|
	=== Lecture 1 ===		=== Lecture 1 ===
	* {{cds110b-wi07_pdfs\|syllabus.pdf\|Syllabus}}		* {{cds110b-wi07_pdfs\|syllabus.pdf\|Syllabus}}
	* {{cds110b-wi07_pdfs\|L1-1_intro.pdf\|Lecture Presentation}} ([http://www.cds.caltech.edu/~murray/courses/cds110/wi07/mp3/3Jan07.mp3 MP3])		* {{cds110b-wi07_pdfs\|L1-1_intro.pdf\|Lecture Presentation}} ([http://www.cds.caltech.edu/~murray/courses/cds110/wi07/mp3/3Jan07.mp3 MP3])
	* {{cds110b-wi07_pdfs\|hw1.pdf\|HW #1}}		* {{cds110b-wi07_pdfs\|hw1.pdf\|HW #1}}
	\| width=50%		\| width=50% \|
	=== Lecture 2 ===		=== Lecture 2 ===
	* {{cds110b-wi07_pdfs\|L1-2_estimators.pdf\|Lecture Presentation}} (MP3)		* {{cds110b-wi07_pdfs\|L1-2_estimators.pdf\|Lecture Presentation}} (MP3)

Murray at 18:37, 7 January 2007

2007-01-07T18:37:10Z

← Older revision		Revision as of 18:37, 7 January 2007
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	{\| width=100%		{\| width=100%
	\|- valign=top		\|- valign=top
	\|		\| width=50%
	=== Lecture 1 ===		=== Lecture 1 ===
	* {{cds110b-wi07_pdfs\|syllabus.pdf\|Syllabus}}		* {{cds110b-wi07_pdfs\|syllabus.pdf\|Syllabus}}
	* {{cds110b-wi07_pdfs\|L1-1_intro.pdf\|Lecture Presentation}} ([http://www.cds.caltech.edu/~murray/courses/cds110/wi07/mp3/3Jan07.mp3 MP3])		* {{cds110b-wi07_pdfs\|L1-1_intro.pdf\|Lecture Presentation}} ([http://www.cds.caltech.edu/~murray/courses/cds110/wi07/mp3/3Jan07.mp3 MP3])
	* {{cds110b-wi07_pdfs\|hw1.pdf\|HW #1}}		* {{cds110b-wi07_pdfs\|hw1.pdf\|HW #1}}
	\|		\| width=50%

	=== Lecture 2 ===		=== Lecture 2 ===
	* {{cds110b-wi07_pdfs\|L1-2_estimators.pdf\|Lecture Presentation}} (MP3)		* {{cds110b-wi07_pdfs\|L1-2_estimators.pdf\|Lecture Presentation}} (MP3)

Carson: /* Lecture 1 */

2007-01-03T23:31:40Z

Lecture 1

← Older revision		Revision as of 23:31, 3 January 2007
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	=== Lecture 1 ===		=== Lecture 1 ===
	* {{cds110b-wi07_pdfs\|syllabus.pdf\|Syllabus}}		* {{cds110b-wi07_pdfs\|syllabus.pdf\|Syllabus}}
	* {{cds110b-wi07_pdfs\|L1-1_intro.pdf\|Lecture Presentation}} (MP3)		* {{cds110b-wi07_pdfs\|L1-1_intro.pdf\|Lecture Presentation}} ([http://www.cds.caltech.edu/~murray/courses/cds110/wi07/mp3/3Jan07.mp3 MP3])
	* {{cds110b-wi07_pdfs\|hw1.pdf\|HW #1}}		* {{cds110b-wi07_pdfs\|hw1.pdf\|HW #1}}
	\|		\|

Murray: /* Lecture 1 */

2007-01-02T14:11:50Z

Lecture 1

← Older revision		Revision as of 14:11, 2 January 2007
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	\|		\|
	=== Lecture 1 ===		=== Lecture 1 ===
			* {{cds110b-wi07_pdfs\|syllabus.pdf\|Syllabus}}
	* {{cds110b-wi07_pdfs\|L1-1_intro.pdf\|Lecture Presentation}} (MP3)		* {{cds110b-wi07_pdfs\|L1-1_intro.pdf\|Lecture Presentation}} (MP3)
	* {{cds110b-wi07_pdfs\|hw1.pdf\|HW #1}}		* {{cds110b-wi07_pdfs\|hw1.pdf\|HW #1}}
	\|		\|

	=== Lecture 2 ===		=== Lecture 2 ===
	* {{cds110b-wi07_pdfs\|L1-2_estimators.pdf\|Lecture Presentation}} (MP3)		* {{cds110b-wi07_pdfs\|L1-2_estimators.pdf\|Lecture Presentation}} (MP3)

Murray: /* Lecture 2 */

2007-01-01T21:05:22Z

Lecture 2

← Older revision		Revision as of 21:05, 1 January 2007
Line 12:		Line 12:
	=== Lecture 2 ===		=== Lecture 2 ===
	* {{cds110b-wi07_pdfs\|L1-2_estimators.pdf\|Lecture Presentation}} (MP3)		* {{cds110b-wi07_pdfs\|L1-2_estimators.pdf\|Lecture Presentation}} (MP3)
	* Reading: [[AM:Main Page\|AM06]], [[AM:Output Feedback\|Sec 6.1-6.3]]		* Reading: [[AM:Main Page\|AM06]], [[AM:Output Feedback\|Sec 7.1-7.3]]
	* {{cds110b-wi07_pdfs\|dfan_est.m\|dfan_est.m}} - sample computations for Caltech ducted fan		* {{cds110b-wi07_pdfs\|dfan_est.m\|dfan_est.m}} - sample computations for Caltech ducted fan
	\|}		\|}

← Older revision		Revision as of 03:37, 10 January 2007
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	\| width=50% \|		\| width=50% \|
	=== Lecture 2 ===		=== Lecture 2 ===
	* {{cds110b-wi07_pdfs\|L1-2_estimators.pdf\|Lecture Presentation}} (MP3)		* {{cds110b-wi07_pdfs\|L1-2_estimators.pdf\|Lecture Presentation}} ([http://www.cds.caltech.edu/~murray/courses/cds110/wi07/mp3/5Jan07.mp3 MP3])
	* Reading: [[AM:Main Page\|AM06]], [[AM:Output Feedback\|Sec 7.1-7.3]]		* Reading: [[AM:Main Page\|AM06]], [[AM:Output Feedback\|Sec 7.1-7.3]]
	* {{cds110b-wi07_pdfs\|dfan_est.m\|dfan_est.m}} - sample computations for Caltech ducted fan		* {{cds110b-wi07_pdfs\|dfan_est.m\|dfan_est.m}} - sample computations for Caltech ducted fan