CDS 110b: Optimal Control

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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

• Lecture Presentation
• Lecture notes on optimal control
• Homework 1

References and Further Reading

• Notes on Pontryagin's Maximum Principle