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. When appropriate, electronic lecture notes will be posted some time before class (usually on the same day). Note that lecture topics beyond a few weeks in advance of the current class date 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) | Detailed Derivation of the Kalman Filter | |||
| 20 Feb (F) | More on the Kalman Filter derviation | |||
| 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) | |||
