Difference between revisions of "CDS 112, Winter 2015 - Course Schedule"

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| 9 Feb (M)
| 9 Feb (M)
| Jointly Gaussian Variables
| Receding Horizon Control
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| 11 Feb (W)
| 11 Feb (W)
| Uncertainty Propagation & Introduction to the Kalman Filter
| Estimation Overview Filter
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| 13 Feb (F)
| 13 Feb (F)
| Kalman Filter Continued
| Probability Review [http://robotics.caltech.edu/~jwb/CDS112/CDS112_Lecture_Probability.pptx Lecture Slides (PPT)]
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Revision as of 20:48, 13 February 2015

CDS 112 Schedule Course Texts: OBC, Anderson&Moore Control Anderson&Moore Estimation

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 (PowerPoint Lecture Slides, Lecture Slides in PDF) OBC Ch 2.1 Homework 1 Solution 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
Optimal Control and Linear Quadratic Regulators
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
Linear Quadratic Regulator
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
Dynamic Programming
26 Jan (M) Discrete Time LQR, Intro to Dynamic Programming (PowerPoint Lecture Slides, Lecture Slides in PDF) Lewis, Chapter 2
28 Jan (W) Dynamic Programming (DP)--The Hamilton-Jacobi-Bellman Equation Lewis, Chapter 6
30 Feb (F) DP and LQR Anderson and Moore Control, pages 12-26
5
Optimal Control Wrap Up
2 Feb (M) Hamilton Jacobian and intro to Calculus of Variations Homework 3
4 Feb (W) Calculus of Variations (Brachistochrone Solution)
6 Feb (F) Receding Horizon Control OBC Ch 3.1, 3.2, 3.4
6
Estimation: Pathway to the Kalman Filter
9 Feb (M) Receding Horizon Control
11 Feb (W) Estimation Overview Filter
13 Feb (F) Probability Review Lecture Slides (PPT)
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) Kalman Filter Analysis
25 Feb (W) The Extended Kalman Filter
27 Feb (F) Fixed Lag Smoothing
9
Estimation
2 Mar (M) The continuous time Kalman Filter
4 Mar (W) Beyond the Kalman Filter, Particle Filters
6 Mar (F) Particle Filters (continued)
10
Special Topics
9 Mar (M) TBD
11 Mar (W) TBD
13 Mar (F) - No Class -- (Beginning of Study Period)