CDS course discussion, Apr 2014

This page keeps track of proposed changes to CDS courses that would be implemented in 2014-15 and future academic years. In the pages below, insertions are marked in blue and deletions are in red and stroked out.

Background: With the establishment of the new CMS PhD program, we are trying to better align the CDS program with the structure of the CMS program and also update our course structure to better serve other options that make use of CDS courses.

CMS course requirements

• Core requirements: 7 common courses taken by all CMS students (first year)
• Depth requirement: 3 courses in a given area (e.g., Feedback & control, Inference & statistics, Information systems, Networked systems, Optimization, Uncertainty quantification)
• Breadth requirement: 3 courses from mathematics, science, engineering, or economics

Track	Fall	Winter	Spring
Core	ACM 104. Linear algebra and applied operator theory ACM/EE 116. Introduction to stochastic processes and modeling ACM 113. Mathematical optimization	CS/EE 144. Networks: Structure and economics ACM/EE 218. Statistical inference	ACM 126. Mathematical signal processing CS 139. Theory of algorithms
Feedback and control	CDS 110 - Analysis and design of feedback systems	CDS 112 - Control system design CDS 140 - Introduction to dynamics CDS 212 - Feedback control theory	CDS 240 - Nonlinear dynamical systems CDS 213 - Robust control CDS 270 - Advanced topics (nonlinear control, adaptive control, system ID)

Proposed CDS course requirements

CDS graduate major:

• Core: CDS 201 ACM 104, CDS 202 ACM 113, ACM/EE 116, CDS 140a, CDS 212
• Depth: 45 units in CDS or other advanced courses in systems theory, dynamical systems, and/or applied mathematics.
• Breadth: 27 units in a particular area outside of CDS. Courses taken to satisfy the focus must represent a coherent program of advanced study in the chosen area.
• Qualifying exam: taken at the start of second third quarter of the first year
• Candidacy exam: taken no later than the end of the second year of studies

CDS graduate minor: 54 units of advanced courses with a CDS listing.

CDS undergraduate minor: CDS 110a, CDS 140a and 9 additional units chosen from CDS 110b, CDS 140b, CDS 212 or CDS 270 + complete a senior thesis.

Track	Fall	Winter	Spring
Core	ACM 104. Linear algebra and applied operator theory ACM/EE 116. Introduction to stochastic processes and modeling ACM 113. Mathematical optimization	CDS 140a - Dynamical systems CDS 212 - Feedback control theory	CDS 202 - Geometry of nonlinear systems (alt years)
Advanced (depth)		ACM 216 - Markov chains, discrete stochastic processes and applications ACM 218 - Statistical inference Ae/CDS/ME 251a - Closed loop flow control (alt years)	CDS 140b 240 - Nonlinear systems (alt years) CDS 150 - Stochastic system analysis CDS 205 - Geometric mechanics (alt years) CDS 213 - Robust control theory ACM 217 - Advanced topics in stochastic analysis Ae/CDS/ME 251b - Closed loop flow control (alt years) CDS 270 - Advanced topics (nonlinear/adaptive, system ID, flight control)
Service (UG/non-major)	CDS 90a - Undergraduate senior thesis CDS 101 - Feedback systems (co-taught with CDS 101) CDS 110a - Analysis and design of feedback systems	CDS 90b - Undergraduate senior thesis CDS 110b 112 - Control system design	CDS 90c - Undergraduate senior thesis

Implementation plan

The implementation of the changes above will be spread across 2-3 years for continuity.

2014-15

• Convert CDS 110a into CDS 110. Co-teach with CDS 101 (to satisfy CNS requirements)
• Convert CDS 110b into CDS 112. Coordinate with CDS 212, but offer as separate courses
• Attempt to co-offer CDS 113/213 as an integrated class
• Remove CDS 150, 201, 202, 205 from catalog
• Update CDS PhD requirements as described above

2015-16

• Remove CDS 101 as a course offering
• CDS 112 not offered; attempt to co-offer CDS 112/212 as an integrated class

2016-17

• RMM on sabbatical
• Offer CDS 112/212 either as two classes or one integrated class, depending on 2015-16 experience

Catalog entries

CDS 90 abc. Senior Thesis in Control and Dynamical Systems. 9 units (0-0-9); first, second, third terms. Prerequisite: CDS 110 ab or CDS 140 ab (may be taken concurrently). Research in control and dynamical systems, supervised by a Caltech faculty member. The topic selection is determined by the adviser and the student and is subject to approval by the CDS faculty. First and second terms: midterm progress report and oral presentation during finals week. Third term: completion of thesis and final presentation. Not offered on a pass/fail basis. Instructor: Murray.

CDS 101. Design and Analysis of Feedback Systems. 6 units (2-0-4); first term. Prerequisites: Ma 1 and Ma 2 or equivalents. An introduction to feedback and control in physical, biological, engineering, and information sciences. Basic principles of feedback and its use as a tool for altering the dynamics of systems and managing uncertainty. Key themes throughout the course will include input/output response, modeling and model reduction, linear vs. nonlinear models, and local vs. global behavior. This course is taught concurrently with CDS 110 a, but is intended for students who are interested primarily in the concepts and tools of control theory and not the analytical techniques for design and synthesis of control systems. Instructors: MacMartin, Burdick, Murray.

CDS 110 ab. Introductory Control Theory. 12 units (3-0-9) first, 9 units (3-0-6) second terms. Prerequisites: Ma 1abc and Ma 2/102 or equivalents; ACM 95/100 may be taken concurrently. An introduction to analysis and design of feedback control systems, including classical control theory in the time and frequency domain. Modeling of physical, biological, and information systems using linear and nonlinear differential equations. Stability and performance of interconnected systems, including use of block diagrams, Bode plots, the Nyquist criterion, and Lyapunov functions. Robustness and uncertainty management in feedback systems through stochastic and deterministic methods. Introductory random processes, Kalman filtering, and norms of signals and systems. The first term of this course is taught concurrently with CDS 101, but includes additional lectures, reading, and homework that is focused on analytical techniques for design and synthesis of control systems. Design of feedback controls in state space and frequency domain based on stability, performance and robustness specifications. Instructors: MacMartin, Doyle, Burdick, Murray.

CDS 112. Control System Design. 9 units (3-0-6); second term. Prerequisite: CDS 110. Optimization-based design of control systems, including optimal control and receding horizon control. Robustness and uncertainty management in feedback systems through stochastic and deterministic methods. Introductory random processes, Kalman filtering, and norms of signals and systems. Instructors: Burdick, MacMartin, Doyle, Murray

CDS 140 ab. Introduction to Dynamics. 9 units (3-0-6); second, third terms. Prerequisites: Ma 2/102 or equivalent, ACM 104. Basics topics in dynamics for continuous state systems in continuous and discrete time in Euclidean space, including equilibria/invariant sets, stability, Lyapunov functions/invariants, attractors and periodic solutions. Introduction to structural stability, bifurcations and eigenvalue crossing conditions. Instructors: Murray, MacMartin.

CDS 240. Nonlinear Dynamical Systems. 9 units (3-0-6); third term. Prerequisites: CDS 140. Analysis of nonlinear dynamical systems modeled using differential equations, including invariant and center manifolds, bifurcations, limit cycles, regular and singular perturbations, the method of averaging, input/output stability. Additional advanced topics may be included based on student and instructor interests. Instructors: Murray, MacMartin, Colonius, McKeon.

CDS 150. Stochastic System Analysis and Bayesian Updating. 9 units (3-0-6); third term. Recommended prerequisite: ACM/EE 116. This course focuses on a probabilistic treatment of uncertainty in modeling a dynamical system’s input-output behavior, including propagating uncertainty in the input through to the output. It covers the foundations of probability as a multi-valued logic for plausible reasoning with incomplete information that extends Boolean logic, giving a rigorous meaning for the probability of a model for a system. Approximate analytical methods and efficient stochastic simulation methods for robust system analysis and Bayesian system identification are covered. Topics include: Bayesian updating of system models based on system time-history data, including Markov Chain Monte Carlo techniques; Bayesian model class selection with a recent information-theoretic interpretation that shows why it automatically gives a quantitative Ockham’s razor; stochastic simulation methods for the output of stochastic dynamical systems subject to stochastic inputs, including Subset Simulation for calculating small “failure” probabilities; and Bayes filters for sequential estimation of system states and model parameters, that generalize the Kalman filter to nonlinear dynamical systems. Instructor: Beck.

CDS 190. Independent Work in Control and Dynamical Systems. Units to be arranged; first, second, third terms; maximum two terms. Prerequisite: CDS 110 ab or CDS 140 ab. Research project in control and dynamical systems, supervised by a CDS faculty member.

CDS 201. Linear Algebra and Applied Operator Theory. 9 units (3-0-6); first term. Linear spaces, subspaces, spans of sets, linear independence, bases, dimensions; linear transformations and operators, examples, nullspace/kernel, range-space/image, one-to-one and onto, isomorphism and invertibility, rank-nullity theorem; products of linear transformations, left and right inverses, generalized inverses. Adjoints of linear transformations, singular-value decomposition and Moore-Penrose inverse; matrix representation of linear transformations between finite-dimensional linear spaces, determinants, multilinear forms; metric spaces: examples, limits and convergence of sequences, completeness, continuity, fixed-point (contraction) theorem, open and closed sets, closure; normed and Banach spaces, inner product and Hilbert spaces: examples, Cauchy-Schwarz inequality, orthogonal sets, Gram-Schmidt orthogonalization, projections onto subspaces, best approximations in subspaces by projection; bounded linear transformations, principle of superposition for infinite series, well-posed linear problems, norms of operators and matrices, convergence of sequences and series of operators; eigenvalues and eigenvectors of linear operators, including their properties for self-adjoint operators, spectral theorem for self-adjoint and normal operators; canonical representations of linear operators (finite-dimensional case), including diagonal and Jordan form, direct sums of (generalized) eigenspaces. Schur form; functions of linear operators, including exponential, using diagonal and Jordan forms, Cayley-Hamilton theorem. Taught concurrently with ACM 104. Instructor: Beck.

ACM/CDS 202. Geometry of Nonlinear Systems. 9 units (3-0-6); third term. Prerequisites: CDS 201 or AM 125 a. Basic differential geometry, oriented toward applications in control and dynamical systems. Topics include smooth manifolds and mappings, tangent and normal bundles. Vector fields and flows. Distributions and Frobenius’s theorem. Matrix Lie groups and Lie algebras. Exterior differential forms, Stokes’ theorem. Instructor: Murray

CDS 205. Geometric Mechanics. 9 units (3-0-6); third term. Prerequisites: CDS 202, CDS 140. The geometry and dynamics of Lagrangian and Hamiltonian systems, including symplectic and Poisson manifolds, variational principles, Lie groups, momentum maps, rigid-body dynamics, Euler-Poincaré equations, stability, and an introduction to reduction theory. More advanced topics (taught in a course the following year) will include reduction theory, fluid dynamics, the energy momentum method, geometric phases, bifurcation theory for mechanical systems, and nonholonomic systems.

CDS 212. Introduction to Modern Control. 9 units (3-0-6); third term. Prerequisites: ACM 95/100 abc or equivalent; CDS 110 ab or equivalent, ACM 104. Introduction to modern control systems with emphasis on the role of control in overall system analysis and design. Examples drawn from throughout engineering and science. Open versus closed loop control. State-space methods, time and frequency domain, stability and stabilization, realization theory. Time-varying and nonlinear models. Uncertainty and robustness. Instructor: Doyle, Murray, Burdick.

CDS 213. Robust Control. 9 units (3-0-6); third term. Prerequisites: CDS 212, CDS 201. Linear systems, realization theory, time and frequency response, norms and performance, stochastic noise models, robust stability and performance, linear fractional transformations, structured uncertainty, optimal control, model reduction, m analysis and synthesis, real parametric uncertainty, Kharitonov’s theorem, uncertainty modeling. Instructor, Doyle.

ACM 216. Markov Chains, Discrete Stochastic Processes and Applications. 9 units (3-0-6); second term. Prerequisite: ACM/EE 116 or equivalent. Stable laws; Markov chains; classification of states; ergodicity; Von Neumann ergodic theorem; mixing rate; stationary/equilibrium distributions and convergence of Markov chains; Markov chain Monte Carlo and their applications to scientific computing; Metropolis Hastings algorithm; coupling from the past; martingale theory and discrete time martingales; rare events; law of large deviations; Chernoff bounds.

ACM 217/EE 164. Advanced Topics in Stochastic Analysis. 9 units (3-0-6); third term. Prerequisite: ACM 216 or equivalent. The topic of this course changes from year to year and is expected to cover areas such as stochastic differential equations, stochastic control, statistical estimation and adaptive filtering, empirical processes and large deviation techniques, concentration inequalities and their applications. Example of selected topics for stochastic differential equations include continuous time Brownian motion, Ito's calculus, Girsanov theorem, stopping times, and applications of these ideas to mathematical finance and stochastic control.

Ae/CDS/ME 251 ab. Closed Loop Flow Control. 9 units; (3-0-6 a, 1-3-5- b). Prerequisites: ACM 100abc, Ae/APh/CE/ME 101abc or equivalent. This course seeks to introduce students to recent developments in theoretical and practical aspects of applying control to flow phenomena and fluid systems. Lecture topics in the second term drawn from: the objectives of flow control; a review of relevant concepts from classical and modern control theory; high-fidelity and reduced-order modeling; principles and design of actuators and sensors. Third term: laboratory work in open- and closed-loop control of boundary layers, turbulence, aerodynamic forces, bluff body drag, combustion oscillations and flow-acoustic oscillations. Instructor: Colonius, McKeon

CDS 270. Advanced Topics in Systems and Control. Hours and units by arrangement. Topics dependent on class interests and instructor. May be repeated for credit.

• CDS 270-1: System identification. 6 units (2-0-4); third term.
• CDS 270-2: Nonlinear and adaptive control. 6 units (2-0-4); third term.
• CDS 270-3: Flight control. 6 units (2-0-4); third term.

CDS 280. Advanced Topics in Geometric Mechanics or Dynamical Systems Theory. Hours and units by arrangement. Prerequisite: instructor’s permission. Topics will vary according to student and instructor interest. Examples include chaotic transport theory, invariant manifold techniques, multidimensional geometric perturbation theory, the dynamics of coupled oscillators, rigid-body dynamics, numerical methods in dynamical systems theory. May be repeated for credit. Not offered 2013–14.

CDS 300 abc. Research in Control and Dynamical Systems. Hours and units by arrangement. Research in the field of control and dynamical systems. By arrangement with members of the staff, properly qualified graduate students are directed in research. Instructor: Staff.