CDS 110b: Optimal Control: Difference between revisions

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== References and Further Reading ==
== References and Further Reading ==
* [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] (courtesy of Doug MacMynowski) - this comes from a book on dynamic programming (DP) and covers on the case without terminal constraints.


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

Revision as of 20:40, 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