CDS 112, Winter 2015 - Course Schedule
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| CDS 112 | Schedule | Course Texts: OBC Anderson&Moore |
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 | ||||
| 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 | ||||
| 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) | - No Class - 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 | |||
| 6 | ||||
| 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 | ||||
| 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 | ||||
| 23 Feb (M) | Kalman Filter Analysis | HW #5 | ||
| 25 Feb (W) | The Extended Kalman Filter | |||
| 27 Feb (F) | Fixed Lag Smoothing | |||
| 9 | ||||
| 2 Mar (M) | The continuous time Kalman Filter | HW #6 | ||
| 4 Mar (W) | Beyond the Kalman Filter, Particle Filters | |||
| 6 Mar (F) | Particle Filters (continued) | |||
| 10 | ||||
| 9 Mar (M) | TBD | |||
| 11 Mar (W) | TBD | |||
| 13 Mar (F) | - No Class -- (Beginning of Study Period) | |||
