CDS 112, Winter 2015 - Course Schedule

From Murray Wiki
Jump to navigationJump to search
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
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
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)
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
Dynamic Programming
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
Receding Horizon Control
26 Jan (M) Discrete Time LQR, Intro to Dynamic Programming (PowerPoint Lecture Slides, Lecture Slides in PDF) File:Homework2 source.pdf test
28 Jan (W) Intro to Receding Horizon Control
30 Feb (F) Receding Horizon Control and Wrap up of Optimization-based Control
Background for Estimation
2 Feb (M) Estimation Overview and Probability Intro
4 Feb (W) Probability Refresher
6 Feb (F) Probability Refresher
Estimation: Pathway to the Kalman Filter
9 Feb (M) Jointly Gaussian Variables
11 Feb (W) Uncertainty Propagation & Introduction to the Kalman Filter
13 Feb (F) Kalman Filter Continued
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
23 Feb (M) Kalman Filter Analysis
25 Feb (W) The Extended Kalman Filter
27 Feb (F) Fixed Lag Smoothing
2 Mar (M) The continuous time Kalman Filter
4 Mar (W) Beyond the Kalman Filter, Particle Filters
6 Mar (F) Particle Filters (continued)
Special Topics
9 Mar (M) TBD
11 Mar (W) TBD
13 Mar (F) - No Class -- (Beginning of Study Period)