CDS 112, Winter 2015 - Course Schedule
From Murray Wiki
| 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 (PowerPoint Lecture Slides, Lecture Slides in PDF) | OBC Ch 2.1 | Homework 1 | |
| 7 Jan (W) | Pontryagin's Maximum Principle (PowerPoint Lecture Slides, Lecture Slides in PDF) | |||
| 9 Jan (F) | Pontryagin's Maximum Principle (continued) (PowerPoint Lecture Slides, Lecture Slides in PDF) | |||
| 3 | ||||
| 12 Jan (M) | Bang-Bang Example (PowerPoint Lecture Slides Lecture Slides in PDF) | OBC Ch 2.4 | ||
| 14 Jan (W) | Bang-Bang continued, and start of LQR | OBC Ch 2.5 | ||
| 16 Jan (F) | LQR and its properties | OBC Ch 2.5 | ||
| 3 | ||||
| 19 Jan (M) | - No Class - Institute Holiday (MLK) | Homework 2 | ||
| 21 Jan (W) | LQR Properties continued (PowerPoint Lecture Slides, Lecture Slides in PDF) | |||
| 23 Jan (F) | LQR properties, intro to Discrete Time LQR | |||
| 4 | ||||
| 26 Jan (M) | Discrete Time LQR, Intro to Dynamic Programming (PowerPoint Lecture Slides, Lecture Slides in PDF) | |||
| 28 Jan (W) | Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation | |||
| 30 Feb (F) | DP and LQR | Anderson and Moore, pages 12-26 | ||
| 5 | ||||
| 2 Feb (M) | Hamilton Jacobian and intro to Calculus of Variations | Homework 3 | ||
| 4 Feb (W) | Calculus of Variations | |||
| 6 Feb (F) | Receding Horizon Control | OBC Ch 3.1, 3.2, 3.4 | ||
| 6 | ||||
| 9 Feb (M) | Jointly Gaussian Variables | |||
| 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 | |||
| 25 Feb (W) | The Extended Kalman Filter | |||
| 27 Feb (F) | Fixed Lag Smoothing | |||
| 9 | ||||
| 2 Mar (M) | The continuous time Kalman Filter | |||
| 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) | |||
