CDS 112, Winter 2015 - Course Schedule

CDS 112

Schedule

Course text

This page contains the tentative course schedule for CDS 112. Lecture notes will be posted some time before class (usually on the same day). Note that lecture topics beyond a few weeks in advance are a guesstimate based on previous year's lectures at the comparable date. However, they are subject to change.

Week	Date	Topic	Reading	Homework
1	Introduction and Optimal Control
	5 Jan (M)	Course overview, review of optimization	OBC Ch 2.1	HW #1 soln #1
	7 Jan (W)
	9 Jan (F)
3	Linear Quadratic Regulators
	12 Jan (M)	LQR Derivation	OBC Ch 2.4
	14 Jan (W)	LQR Properties	OBC Ch 2.5
	16 Jan (F)	Choosing LQR weights, examples	OBC Ch 2.5
3	Dynamic Programming
	19 Jan (M)	Institute Holiday (MLK)
	21 Jan (W)	No lecture, JWB Sick
	23 Jan (F)	No Lecture, JWB Sick
4	Receding Horizon Control
	26 Jan (M)	Introduction to Dynamic Programming		HW #2 soln #2
	28 Jan (W)	Dynamic Programming and LQR
	30 Feb (F)	Dynamic Programming and LQR
5	Receding Horizon Control
	2 Feb (M)	Dynamic Programming and LQR		HW #3 soln #3
	4 Feb (W)	Receding Horizon Control
	6 Feb (F)	Receding Horizon Control & wrap-up of optimization
5	Estimation
	9 Feb (M)	Receding Horizon Control and Estimation Overview		HW #4 soln #4
	11 Feb (W)	Estimation Overview and Probability Refresher
	13 Feb (F)	Probability Refresher
5	Estimation
	16 Feb (M)	President's Day
	18 Feb (W)	Probability Review
	20 Feb (F)	Probability Review
5	Estimation
	23 Feb (M)	Jointly Gaussian Variables		HW #5 soln #5
	25 Feb (W)	Begin Kalman Filter Derivation
	27 Feb (F)	Finish Kalman Filter Derivation
5	Estimation
	2 Mar (M)	Kalman Filter Analysis		HW #6 soln #6
	4 Mar (W)	Extended Kalman Filter, Fixed Lag Smoothing
	6 Mar (F)	Fixed Lag Smoothing