CDS 112, Winter 2015 - Course Schedule
From Murray Wiki
| 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 | ||||
| 5 Jan (M) | Course overview, review of optimization | OBC Ch 2.1 | HW #1 |
|
| 7 Jan (W) | Pontryagin's Maximum Principle | |||
| 9 Jan (F) | Pontryagin's Maximum Principle (continued) | |||
| 3 | ||||
| 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 | ||||
| 19 Jan (M) | Institute Holiday (MLK) | |||
| 21 Jan (W) | Intro to Dynamic Programming | |||
| 23 Jan (F) | More Dynamic Programming | |||
| 4 | ||||
| 26 Jan (M) | Dynamic Programming and LQR | HW #2 | ||
| 28 Jan (W) | Intro to Receding Horizon Control | |||
| 30 Feb (F) | Receding Horizon Control and Wrap up of Optimization-based Control | |||
| 5 | ||||
| 2 Feb (M) | Estimation Overview and Probability Intro | HW #3 | ||
| 4 Feb (W) | Probability Refresher | |||
| 6 Feb (F) | Probability Refresher | |||
| 5 | ||||
| 9 Feb (M) | Receding Horizon Control and Estimation Overview | HW #4 | ||
| 11 Feb (W) | Estimation Overview and Probability Refresher | |||
| 13 Feb (F) | Probability Refresher | |||
| 5 | ||||
| 16 Feb (M) | President's Day | |||
| 18 Feb (W) | Probability Review | |||
| 20 Feb (F) | Probability Review | |||
| 5 | ||||
| 23 Feb (M) | Jointly Gaussian Variables | HW #5 | ||
| 25 Feb (W) | Begin Kalman Filter Derivation | |||
| 27 Feb (F) | Finish Kalman Filter Derivation | |||
| 5 | ||||
| 2 Mar (M) | Kalman Filter Analysis | HW #6 | ||
| 4 Mar (W) | Extended Kalman Filter, Fixed Lag Smoothing | |||
| 6 Mar (F) | Fixed Lag Smoothing | |||
