CDS 110b: Optimal Control: Difference between revisions
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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. | 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. | ||
Revision as of 15:18, 2 January 2006
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
- Introduction: two degree of freedom design and trajectory generation
- Review of optimization: necessary conditions for extrema, with and without constraints
- Optimal control: Pontryagin Maximum Principle
- Examples: bang-bang control and scalar linear system (if time)
Lecture Materials
- Lecture Notes
- Homework 1