CDS 112, Winter 2015 - Course Schedule
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| 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 | Template:Cds112-wi2015 homework | |
| 7 Jan (W) | Pontryagin's Maximum Principle | |||
| 9 Jan (F) | Pontryagin's Maximum Principle (continued) | |||
| 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) | - No Class - Institute Holiday (MLK) | |||
| 21 Jan (W) | Intro to Dynamic Programming | |||
| 23 Jan (F) | More Dynamic Programming | |||
| 4 |
Receding Horizon Control | |||
| 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 |
Background for Estimation | |||
| 2 Feb (M) | Estimation Overview and Probability Intro | HW #3 | ||
| 4 Feb (W) | Probability Refresher | |||
| 6 Feb (F) | Probability Refresher | |||
| 6 |
Estimation | |||
| 9 Feb (M) | Jointly Gaussian Variables | HW #4 | ||
| 11 Feb (W) | Uncertainty Propagation & Introduction to the Kalman Filter | |||
| 13 Feb (F) | Kalman Filter Continued | |||
| 7 |
Estimation | |||
| 16 Feb (M) | - No Class - Institute Holiday (President's Day) | |||
| 18 Feb (W) | Probability Review | |||
| 20 Feb (F) | Probability Review | |||
| 8 |
Estimation | |||
| 23 Feb (M) | Jointly Gaussian Variables | HW #5 | ||
| 25 Feb (W) | Begin Kalman Filter Derivation | |||
| 27 Feb (F) | Finish Kalman Filter Derivation | |||
| 9 |
Estimation | |||
| 2 Mar (M) | Kalman Filter Analysis | HW #6 | ||
| 4 Mar (W) | Extended Kalman Filter, Fixed Lag Smoothing | |||
| 6 Mar (F) | Fixed Lag Smoothing | |||
| 10 |
Special Topics | |||
| 9 Mar (M) | Kalman Filter Analysis | HW #6 | ||
| 11 Mar (W) | Extended Kalman Filter, Fixed Lag Smoothing | |||
| 13 Mar (F) | - No Class -- (Beginning of Study Period) | |||
