Difference between revisions of "CDS 212 Fall 2010"

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'''Instructors'''
+
'''Instructor'''
* John Doyle, doyle@cds.caltech.edu
+
* [http://cds-web1.cds.caltech.edu/~doyle2/wiki/index.php?title=Main_Page John Doyle], doyle@cds.caltech.edu
 
* Lectures: Tu/Th, 2:30-4 pm, 314 Annenberg
 
* Lectures: Tu/Th, 2:30-4 pm, 314 Annenberg
 
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| width=50% |
 
'''Teaching Assistants'''
 
'''Teaching Assistants'''
* Somayeh Sojoudi, sojoudi@cds.caltech.edu
+
*[http://www.cds.caltech.edu/~sojoudi Somayeh Sojoudi], sojoudi@cds.caltech.edu
 
* Richard Murray, murray@cds.caltech.edu
 
* Richard Murray, murray@cds.caltech.edu
 
|}
 
|}
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===Announcements ===
 
===Announcements ===
* 29 Sep 2010: [http://www.cds.caltech.edu/~sojoudi/2.1_BioBodeDetails.pdf Slides] for lecture 1 are now posted
+
* 16 Nov 2010: [http://www.cds.caltech.edu/~sojoudi/LinearNotes.pdf Slides] for lecture 15 are now posted.
 +
* 11 Nov 2010: Notes from lecture 14: [http://www.cds.caltech.edu/~sojoudi/MITBoydCvxOpt.pdf 1], [http://www.cds.caltech.edu/~sojoudi/MITBoydintro.pdf 2], [http://www.cds.caltech.edu/~sojoudi/MuNotes.pdf 3], [http://www.cds.caltech.edu/~sojoudi/SpinSatellite.pdf 4], [http://www.cds.caltech.edu/~sojoudi/Nov11Overview.pdf 5].
 +
* 9  Nov 2010: [http://www.cds.caltech.edu/~sojoudi/DetCondUpperBound.pdf Slides] for lecture 13 (PD-Ch 8) are now posted.
 +
* 4  Nov 2010: [http://www.cds.caltech.edu/~sojoudi/ModelRed.pdf Slides] form Prof. Keith Glover's Lecture and the [http://www.cds.caltech.edu/~sojoudi/Tutorial-Modelred.pdf tutorial paper] on Hankel norm approximations are now posted.
 +
* 2  Nov 2010: A reference for lectures 9 and 10: [http://www.stanford.edu/~boyd/lmibook/lmibook.pdf Linear Matrix Inequalities in System and Control Theory, Stephen Boyd.] 
 +
* 7  Oct 2010: [http://www.cds.caltech.edu/~sojoudi/Chap4.pdf Slides] for lecture 4 (DFT-Ch 4) are now posted.
 +
* 4  Oct 2010: Office Hours: Wed 4-5pm, 314 Annenberg
 +
* 29 Sep 2010: [http://www.cds.caltech.edu/~sojoudi/2.1_BioBodeDetails.pdf Slides] for lecture 1 are now posted.
  
 
=== Textbook ===
 
=== Textbook ===
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| J. Doyle, B. Francis and A. Tannenbaum, ''Feedback Control Theory'', Dover, 2009 (originally published by Macmillan, 1992).  Available online at http://www.control.utoronto.ca/people/profs/francis/dft.html.
 
| J. Doyle, B. Francis and A. Tannenbaum, ''Feedback Control Theory'', Dover, 2009 (originally published by Macmillan, 1992).  Available online at http://www.control.utoronto.ca/people/profs/francis/dft.html.
 
|- valign=top
 
|- valign=top
| align=right |  [PD] 
+
| align=right |  [DP] 
| F. Paganini and G. Dullerud, ''A Course in Robust Control Theory'', Springer, 2000.
+
| G. Dullerud and F. Paganini, ''A Course in Robust Control Theory'', Springer, 2000.
 
|}
 
|}
  
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| 5 Oct+ <br> 7 Oct
 
| 5 Oct+ <br> 7 Oct
 
| Feedback, stability and performance
 
| Feedback, stability and performance
| {{DFT}} Ch 3 <br> {{FBS}}&nbsp;9.1-9.3 <br> {{FBS}}&nbsp;11.1-11.2&nbsp;
+
| {{DFT}} Ch 3 <br> ({{FBS}}&nbsp;9.1-9.3) <br> ({{FBS}}&nbsp;11.1-11.2)
 
| [[CDS 212, Homework 2, Fall 2010|HW 2]]
 
| [[CDS 212, Homework 2, Fall 2010|HW 2]]
 
|
 
|
* 5 Oct: Mung Chiang (Princeton), An Axiomatic Theory of Fairness
+
* 6 Oct: Mung Chiang (Princeton), An Axiomatic Theory of Fairness
* 5 Oct: Mung Chiang (Princeton), Can Random Access Be Optimal?
+
* 6 Oct: Mung Chiang (Princeton), Can Random Access Be Optimal?
 
|- valign=top
 
|- valign=top
 
| 3
 
| 3
 
| 12&nbsp;Oct+ <br> 14 Oct+
 
| 12&nbsp;Oct+ <br> 14 Oct+
 
| Uncertainty and robustness
 
| Uncertainty and robustness
| {{DFT}} Ch 4 <br> {{FBS}}&nbsp;12.1&#8209;12.3&nbsp;
+
| {{DFT}} Ch 4 <br> ({{FBS}}&nbsp;12.1&#8209;12.3)
 
| [[CDS 212, Homework 3, Fall 2010|HW 3]]
 
| [[CDS 212, Homework 3, Fall 2010|HW 3]]
 
|
 
|
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| style="border-bottom:3px solid gray;" | 4
 
| style="border-bottom:3px solid gray;" | 4
 
| style="border-bottom:3px solid gray;" | 19 Oct <br> 21 Oct+
 
| style="border-bottom:3px solid gray;" | 19 Oct <br> 21 Oct+
| style="border-bottom:3px solid gray;" | Fundamental limits
+
| style="border-bottom:3px solid gray;" |  
| style="border-bottom:3px solid gray;" | {{DFT}} Ch 6 <br> {{FBS}}&nbsp;11.4,&nbsp;12.4&nbsp;
+
*Fundamental limits
 +
*Realization theory, controllability, observability
 +
| style="border-bottom:3px solid gray;" | {{DFT}} Ch 6 <br> ({{FBS}}&nbsp;11.4,&nbsp;12.4),<br> DP Ch 2, 4
 
| style="border-bottom:3px solid gray;" | [[CDS 212, Homework 4, Fall 2010|HW 4]]
 
| style="border-bottom:3px solid gray;" | [[CDS 212, Homework 4, Fall 2010|HW 4]]
 
| style="border-bottom:3px solid gray;" |
 
| style="border-bottom:3px solid gray;" |
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| 5
 
| 5
 
| 26 Oct+ <br> 28 Oct*
 
| 26 Oct+ <br> 28 Oct*
| Stability in state space
+
|  
* Realization theory, controllability, observability
 
 
* Lyapunov equation and stability conditions
 
* Lyapunov equation and stability conditions
| rowspan=2 style="border-bottom:3px solid gray;" | PD, Ch 2, 4, 5
+
* LMIs
 +
| style="border-bottom:3px solid gray;" | DP Ch 4 <br> [http://www.stanford.edu/~boyd/lmibook/lmibook.pdf LMIs] Ch 2  
 +
 
 
| [[CDS 212, Homework 5, Fall 2010|HW 5]]
 
| [[CDS 212, Homework 5, Fall 2010|HW 5]]
 
|
 
|
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| style="border-bottom:3px solid gray;" | 6
 
| style="border-bottom:3px solid gray;" | 6
 
| style="border-bottom:3px solid gray;" | 2 Nov* <br> 4 Nov*
 
| style="border-bottom:3px solid gray;" | 2 Nov* <br> 4 Nov*
| style="border-bottom:3px solid gray;" |Model reduction, LMIs
+
| style="border-bottom:3px solid gray;" |
* Balanced realizations
 
 
* KYP lemma
 
* KYP lemma
 +
* Model reduction
 +
|  style="border-bottom:3px solid gray;" | DP Ch 4,7 <br> [http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V4X-3VTSW0Y-2&_user=10&_coverDate=06%2F03%2F1996&_rdoc=1&_fmt=high&_orig=search&_origin=search&_sort=d&_docanchor=&view=c&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=7cadd4d3ff3995a6e887e15c1a57b578&searchtype=a  KYP]
 
| style="border-bottom:3px solid gray;" | [[CDS 212, Homework 6, Fall 2010|HW 6]]
 
| style="border-bottom:3px solid gray;" | [[CDS 212, Homework 6, Fall 2010|HW 6]]
| rowspan=2 style="border-bottom:3px solid gray;" |
+
| style="border-bottom:3px solid gray;" |
 
* Keith Glover
 
* Keith Glover
 
** Model reduction
 
** Model reduction
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| 7
 
| 7
 
| 9 Nov <br> 11 Nov
 
| 9 Nov <br> 11 Nov
| Nonlinear systems
+
|  
* Stability of nonlinear systems
+
* Uncertain systems
* L2-gain for nonlinear systems
+
* MIMO robust control, Convex optimization
| {{FBS}}, Ch 4
+
| DP Ch 8 <br> [http://www.cds.caltech.edu/~sojoudi/SpinSatellite.pdf MIMO] <br> [http://www.cds.caltech.edu/~sojoudi/MITBoydCvxOpt.pdf CvxOpt1]<br>[http://www.cds.caltech.edu/~sojoudi/MITBoydintro.pdf CvxOpt2]
 
| [[CDS 212, Homework 7, Fall 2010|HW 7]]
 
| [[CDS 212, Homework 7, Fall 2010|HW 7]]
 
|- valign=top
 
|- valign=top
 
| 8
 
| 8
 
| 16 Nov+ <br> 18 Nov
 
| 16 Nov+ <br> 18 Nov
| rowspan=2 style="border-bottom:3px solid gray;" | Sum-of-squares
+
| rowspan=2 style="border-bottom:3px solid gray;" |  
* Semi-algebraic sets
+
* Stability of nonlinear systems
* Semidefinite programming
 
 
* Sum-of-squares
 
* Sum-of-squares
| rowspan=2 style="border-bottom:3px solid gray;" |
+
| rowspan=2 style="border-bottom:3px solid gray;" | {{FBS}}&nbsp;Ch 4<br>[http://www.cds.caltech.edu/~utopcu/VerInCtrl/lecture-4.pdf SOS]
 
| rowspan=2 style="border-bottom:3px solid gray;" | [[CDS 212, Homework 8, Fall 2010|HW 8]]
 
| rowspan=2 style="border-bottom:3px solid gray;" | [[CDS 212, Homework 8, Fall 2010|HW 8]]
 
|  
 
|  
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| 30 Nov <br> 2 Dec
 
| 30 Nov <br> 2 Dec
 
| Links with nformation theory and statistical mechanics
 
| Links with nformation theory and statistical mechanics
|  
+
| rowspan=2 style="border-bottom:3px solid gray;" |  
|  
+
| rowspan=2 style="border-bottom:3px solid gray;" | [[CDS 212, Homework 9, Fall 2010|HW 9]]
 
|
 
|
 
* IPAM: applications of optimization
 
* IPAM: applications of optimization
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=== Grading ===
 
=== Grading ===
 
The final grade will be based on homework and a final exam:
 
The final grade will be based on homework and a final exam:
* Homework (75%) - There will be 9 one-week problem sets, due in class one week after they are assigned. Late homework will not be accepted without prior permission from the instructor.
+
* Homework (75%) - There will be 9 one-week problem sets, due each Thursday by 5pm in the TA's mailbox on the third floor of Annenberg. Each student may hand in at most one homework late (no more than 5 days).
 
* Final exam (25%) - The final will be handed out the last day of class and is due back at the end of finals week.  Open book, time limit to be decided (likely N hours over a 4-8N hour period).  
 
* Final exam (25%) - The final will be handed out the last day of class and is due back at the end of finals week.  Open book, time limit to be decided (likely N hours over a 4-8N hour period).  
  
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|- valign=top
 
|- valign=top
 
| 28&nbsp;Sep&nbsp;
 
| 28&nbsp;Sep&nbsp;
|[http://www.cds.caltech.edu/~sojoudi/AldersonDoyle-tsmca-July2010.pdf AldersonDoyle-tsmca(Paper)],[http://www.cds.caltech.edu/~sojoudi/Glycolysis_Main.pdf Glycolysis(Paper)], [http://www.cds.caltech.edu/~sojoudi/SuppInfo.pdf SuppInfo], [http://www.cds.caltech.edu/~sojoudi/1NetCmplxIntro.pdf 1NetCmplxIntro(Slides)]
+
|[http://www.cds.caltech.edu/~sojoudi/AldersonDoyle-tsmca-July2010.pdf AldersonDoyle-tsmca (Paper)],[http://www.cds.caltech.edu/~sojoudi/Glycolysis_Main.pdf Glycolysis (Paper)], [http://www.cds.caltech.edu/~sojoudi/SuppInfo.pdf SuppInfo], [http://www.cds.caltech.edu/~sojoudi/1NetCmplxIntro.pdf 1NetCmplxIntro (Slides)]
 +
|- valign=top
 +
| 5&nbsp;Oct&nbsp;
 +
|[http://www.cds.caltech.edu/~sojoudi/layering.pdf layering (Slides)]
 +
|- valign=top
 +
| 19&nbsp;Oct&nbsp;
 +
|[http://www.cds.caltech.edu/~sojoudi/BioMetabModeling.pdf BioMetabModeling (Slides)],[http://www.cds.caltech.edu/~sojoudi/FinalBodyCaptions.pdf Glycolysis (Paper)],[http://www.cds.caltech.edu/~sojoudi/Figures.pdf Figures],[http://www.cds.caltech.edu/~sojoudi/Chap6.pdf Chap6 (Slides)]
 
|}
 
|}
  

Latest revision as of 03:46, 3 April 2014

Feedback Control Theory

Instructor

  • John Doyle, doyle@cds.caltech.edu
  • Lectures: Tu/Th, 2:30-4 pm, 314 Annenberg

Teaching Assistants

  • Somayeh Sojoudi, sojoudi@cds.caltech.edu
  • Richard Murray, murray@cds.caltech.edu

Course Description

Introduction to modern feedback control theory with emphasis on the role of feedback in overall system analysis and design. Examples drawn from throughout engineering and science. Open versus closed loop control. State-space methods, time and frequency domain, stability and stabilization, realization theory. Time-varying and nonlinear models. Uncertainty and robustness.

Announcements

Textbook

The two primary texts for the course (available via the online bookstore) are

 [DFT]  J. Doyle, B. Francis and A. Tannenbaum, Feedback Control Theory, Dover, 2009 (originally published by Macmillan, 1992). Available online at http://www.control.utoronto.ca/people/profs/francis/dft.html.
 [DP]  G. Dullerud and F. Paganini, A Course in Robust Control Theory, Springer, 2000.

The following additional texts may be useful for some students:

 [FBS]  K. J. Astrom and R. M. Murray, Feedback Systems: An Introduction for Scientists and Engineers, Princeton University Press, 2008. Available online at http://www.cds.caltech.edu/~murray/amwiki.

Lecture Schedule

Week Date Trunk Reading Homework Branch
1 28 Sep 
30 Sep
Norms for signals and systems DFT Ch 1, 2 
DP Ch 3
HW 1
2 5 Oct+
7 Oct
Feedback, stability and performance DFT Ch 3
(FBS 9.1-9.3)
(FBS 11.1-11.2)
HW 2
  • 6 Oct: Mung Chiang (Princeton), An Axiomatic Theory of Fairness
  • 6 Oct: Mung Chiang (Princeton), Can Random Access Be Optimal?
3 12 Oct+
14 Oct+
Uncertainty and robustness DFT Ch 4
(FBS 12.1‑12.3)
HW 3
  • 12 Oct: Raff D'Andrea (ETHZ), Some applications of distributed estimation and control
4 19 Oct
21 Oct+
  • Fundamental limits
  • Realization theory, controllability, observability
DFT Ch 6
(FBS 11.4, 12.4),
DP Ch 2, 4
HW 4
5 26 Oct+
28 Oct*
  • Lyapunov equation and stability conditions
  • LMIs
DP Ch 4
LMIs Ch 2
HW 5
6 2 Nov*
4 Nov*
  • KYP lemma
  • Model reduction
DP Ch 4,7
KYP
HW 6
  • Keith Glover
    • Model reduction
    • Loop shaping
7 9 Nov
11 Nov
  • Uncertain systems
  • MIMO robust control, Convex optimization
DP Ch 8
MIMO
CvxOpt1
CvxOpt2
HW 7
8 16 Nov+
18 Nov
  • Stability of nonlinear systems
  • Sum-of-squares
FBS Ch 4
SOS
HW 8
  • IPAM: robust optimization
9 23 Nov+
  • Pablo Parrilo?
10 30 Nov
2 Dec
Links with nformation theory and statistical mechanics HW 9
  • IPAM: applications of optimization

Grading

The final grade will be based on homework and a final exam:

  • Homework (75%) - There will be 9 one-week problem sets, due each Thursday by 5pm in the TA's mailbox on the third floor of Annenberg. Each student may hand in at most one homework late (no more than 5 days).
  • Final exam (25%) - The final will be handed out the last day of class and is due back at the end of finals week. Open book, time limit to be decided (likely N hours over a 4-8N hour period).

The lowest homework score you receive will be dropped in computing your homework average. In addition, if your score on the final is higher than the weighted average of your homework and final, your final will be used to determine your course grade.

Collaboration Policy

Collaboration on homework assignments is encouraged. You may consult outside reference materials, other students, the TA, or the instructor. Use of solutions from previous years in the course is not allowed. All solutions that are handed should reflect your understanding of the subject matter at the time of writing.

No collaboration is allowed on the final exam.

Additional References (Optional)

Date Reading
28 Sep  AldersonDoyle-tsmca (Paper),Glycolysis (Paper), SuppInfo, 1NetCmplxIntro (Slides)
5 Oct  layering (Slides)
19 Oct  BioMetabModeling (Slides),Glycolysis (Paper),Figures,Chap6 (Slides)

Old Announcements