CDS 110b: Optimal Control: Difference between revisions

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<li> Review of optimization: necessary conditions for extrema, with and without constraints
<li> Review of optimization: necessary conditions for extrema, with and without constraints
<li> Optimal control: Pontryagin Maximum Principle
<li> Optimal control: Pontryagin Maximum Principle
<li> Examples: bang-bang control and scalar linear system (if time)
<li> Examples: bang-bang control and Caltech ducted fan (if time)
</ol>
</ol>


== Lecture Materials ==
== Lecture Materials ==
* Lecture Notes
* {{cds110b-pdfs|L1-2_Optimal.pdf|Lecture Presentation}}
* Homework 1
* {{cds110b-pdfs|hw1.pdf|Homework 1}}


== References and Further Reading ==
== References and Further Reading ==
* {{cds110b-pdfs|L1-2_Optimal.pdf|Lecture Presentation}}
* [http://www.cds.caltech.edu/~macmardg/cds110b/pontryagin.pdf Notes on Pontryagin's Maximum Principle]
* [http://www.cds.caltech.edu/~macmardg/cds110b/pontryagin.pdf Notes on Pontryagin's Maximum Principle]


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

Revision as of 20:20, 2 January 2006

WARNING: This page is for a previous year.
See current course homepage to find most recent page available.
Course Home L7-2: Sensitivity L8-1: Robust Stability L9-1: Robust Perf Schedule

This lecture provides an overview of optimal control theory. Beginning with a review of optimization, we introduce the notion of Lagrange multipliers and provide a summary of the Pontryagin's maximum principle.

Lecture Outline

  1. Introduction: two degree of freedom design and trajectory generation
  2. Review of optimization: necessary conditions for extrema, with and without constraints
  3. Optimal control: Pontryagin Maximum Principle
  4. Examples: bang-bang control and Caltech ducted fan (if time)

Lecture Materials

References and Further Reading

Frequently Asked Questions