Difference between revisions of "Cds110b WI14"

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{{cds110b-wi08}}
{| width=100%
<table align=right border=1 width=20% cellpadding=6>
|-
<tr ><td>
| colspan=2 align=center |
<center>'''Contents'''</center>
<font color='blue' size='+2'>CDS 110b: Introduction to Control Theory</font>__NOTOC__
<ul>
|- valign=top
<li> [[#Grading|Grading]] <br></li>
| width=50% |
<li> [[#Collaboration Policy|Collaboration Policy]] <br></li>
'''Instructors'''
<li> [[#Course Text and References|Course Text and References]] <br></li>
* John Doyle, doyle@cds.caltech.edu
<!-- <li> [[#Course Project|Course Project]]</li> -->
* Lectures: Tu/Th, 9-10:30, 105 ANB
</ul>
* Office hours: TBD (please e-mail to schedule)
</td></tr></table>
| width=50% |
This is the homepage for CDS 110b, Introduction to Control Theory for Winter 2014.  __NOTOC__ [[Category:Courses]]
'''Teaching Assistants'''
 
<table width=80%>
<tr valign=top>
<td>
'''Instructor'''
* [[User:Doyle|John Doyle]], doyle@cds.caltech.edu
* Lectures: TTh, 2:30-4 pm, Ann
* Office hours:TBD Ann
</td><td>
'''Teaching Assistants''' <!-- ([mailto:cds110-tas@cds.caltech.edu cds110-tas@cds]) -->
* Vanessa Jonsson, Nikolai Matni
* Vanessa Jonsson, Nikolai Matni
* Office hours: TBD
* Contact: cds110-tas@cds.caltech.edu
</td></tr></table>
* Office hours: TH, 4-5 pm, Ann 213, and upon request
 
|}
== Announcements ==
<table align=right border=0><tr><td>[[#Old Announcements|Archive]]</td></tr></table>
 
* 8 Jan 14: Wiki Created
 
== Course Syllabus ==
 
<!--
'''Course Desciption and Goals:''' CDS 110b focuses on intermediate topics in control theory, including state estimation using Kalman filters, optimal control methods and modern control design techniques.  Upon completion of the course, students will be able to design and analyze control systems of moderate complexity.  Students may optionally participate in a course project in lieu of taking the midterm and final.  Students participating in the course project will learn how to implement and test control systems on a modern experimental system.
-->
 
<!-- * [http://listserv.cds.caltech.edu/mailman/listinfo/cds110-students cds110-students mailing list] - all students in the class should be signed up on this list ([http://listserv.cds.caltech.edu/pipermail/cds110-students/ archive])  -->
 
=== Grading ===
 
<!--
The final grade will be based on homework sets, a midterm exam and a final exam:
* '''Homework: 50%''' <br> Homework sets will be handed out weekly and will generally be due one week later at 5 pm to the box outside of 109 Steele. <font color=blue>Students are allowed three grace periods of two days each which can be used at any time (but no more than 1 grace period per homework set).</font>  Additional extensions on homework will only be allowed under exceptional circumstances and require prior permission for the instructor.<br>
* '''Midterm: 20%''' <br> A midterm exam will be handed out at the beginning of midterms week and due at the end of the midterm examination period.  The midterm exam will be open book.<br>
* '''Final: 30%''' <br>The final exam will be handed out on the last day of class due at the end of finals week.  It will be an open book exam.<br>
 


Note: students working on the [[#Course Project|course project]] will not be required to take the midterm or final. Instead, two project reports will be due documenting the experimental work performed as part of the class. In addition, students working on the course project are only required to complete the first 2 problems on each homework set.
=== Course Description ===
-->
An introduction to analysis and design of feedback control systems, including classical control theory in the time and frequency domain. Modeling of physical, biological, and information systems using linear and nonlinear differential equations. Stability and performance of interconnected systems, including use of block diagrams, Bode plots, the Nyquist criterion, and Lyapunov functions. Robustness and uncertainty management in feedback systems through stochastic and deterministic methods. Introductory random processes, Kalman filtering, and norms of signals and systems. The first term of this course is taught concurrently with CDS 101, but includes additional lectures, reading, and homework that is focused on analytical techniques for design and synthesis of control systems
=== Collaboration Policy ===


<!--
===Announcements ===
Collaboration on homework assignments is encouraged.  You may consult outside reference materials, other students, the TA, or the instructor. All solutions that are handed in should reflect your understanding of the subject matter at the time of writing.  MATLAB scripts and plots are considered part of your writeup and should be done individually.  Use of written solutions from prior years or other sources is not allowed.
* 8 Jan 2014: web page creation, uploaded lecture 1 material
=== Tentative Lecture Schedule ===


No collaboration is allowed on the midterm or final exams.
{| class="mw-collapsible " width=100% border=1 cellpadding=5
-->
|-
| '''Date'''
| '''Topic'''
| '''Reading'''
| '''Homework'''
|- valign=top
|- valign=top
| 7 Jan <br>  9 Jan
| Robustness, fragility, complexity and control I
* Examples in neuroscience, glycolysis, technology
Inverted pendulum revisited <br>
Discrete time, finite horizon LQR
|
* [https://www.cds.caltech.edu/~murray/wiki/images/b/b5/InvertedPendulum_classnote.pdf  notes]<br>
* [https://www.cds.caltech.edu/~murray/wiki/images/0/04/CDS110bLect1.pdf  slides1],  [https://www.cds.caltech.edu/~murray/wiki/images/a/a6/CDS110bLect1.pptx slides2]
| [https://www.cds.caltech.edu/~murray/wiki/images/0/0f/Cds110bwi14_hw1.pdf hw1]
|- valign=top
| 14 Jan <br> 16 Jan
| Discrete time stochastic LQR <br>
*  Finite horizon, infinite horizon
|
* [https://www.cds.caltech.edu/~murray/wiki/images/c/c5/Ln1.pdf lecnotes1 ]
* [https://www.cds.caltech.edu/~murray/wiki/images/8/83/Ln2.pdf lecnotes2]
* [http://lall.stanford.edu/svn/engr207b_2012_to_2013_winter/data/matrix_facts_2011_02_07_01.pdf matrixnotes]
| [https://www.cds.caltech.edu/~murray/wiki/images/d/d9/Cds110bwi14hw2.pdf hw2]
|- valign=top
| 21 Jan <br> 23 Jan
| Continuous time LQR
* Pontryagin's maximum principle <br>
* Costate equations
SDPs, duality and LQR
* Relationship to Riccati solutions
|
|
|- valign=top
| 28 Jan <br> 30 Jan
| State estimation <br>
Kalman Filters
|
| [https://www.cds.caltech.edu/~murray/wiki/images/4/47/Cds110bwi14_hw3.pdf hw3]
|- valign=top
| 4 Feb <br> 6 Feb
| Discrete time output feedback LQG
* Connections with H2 optimal control
|
|
|- valign=top
| 11 Feb <br> 13 Feb
| Modeling, Robustness/efficiency tradeoffs <br>
* Heart rate variability
|
* [https://www.cds.caltech.edu/~murray/wiki/images/c/cb/2HRVdetails.pdf lecslides]
*[https://www.cds.caltech.edu/~murray/wiki/images/4/4b/Main_text.pdf HRVpreprint ] [https://www.cds.caltech.edu/~murray/wiki/images/b/b4/SI.PDF HRVSI]
|
|- valign=top
| 18 Feb <br> 20 Feb <br>
|
|
|
|- valign=top
|- valign=top
| 25 Feb <br> 27 Feb <br>
|
|
|- valign=top
| 4 Mar <br> 6 Mar <br>
|
|
|
|- valign=top
| 11 Mar <br>
|
|
|
|}


=== Course Text and References ===
=== Course Text and References ===
Line 68: Line 111:
* F. L. Lewis and V. L. Syrmos, ''Optimal Control'', Second Edition, Wiley-IEEE, 1995.  ([http://books.google.com/books?ie=UTF-8&hl=en&vid=ISBN0471033782&id=jkD37elP6NIC Google Books])
* F. L. Lewis and V. L. Syrmos, ''Optimal Control'', Second Edition, Wiley-IEEE, 1995.  ([http://books.google.com/books?ie=UTF-8&hl=en&vid=ISBN0471033782&id=jkD37elP6NIC Google Books])
* A. D. Lewis, ''[http://penelope.mast.queensu.ca/math332/notes.shtml A Mathematical Approach to Classical Control]'', 2003.
* A. D. Lewis, ''[http://penelope.mast.queensu.ca/math332/notes.shtml A Mathematical Approach to Classical Control]'', 2003.
=== Selected Papers ===
1. M Chiang, SH Low, AR Calderbank, JC. Doyle (2007) Layering As Optimization Decomposition, PROCEEDINGS OF THE IEEE, Volume: 95  Issue: 1  Jan 2007 [https://www.cds.caltech.edu/~murray/wiki/images/6/6d/01IEEEProcNetsLayeringAsOptDecomp.pdf link]
2. Martins NC, Dahleh MA, Doyle JC (2007) Fundamental Limitations of Disturbance Attenuation in the Presence of Side Information,  IEEE Trans Auto Control, Feb 2007 [https://www.cds.caltech.edu/~murray/wiki/images/d/df/02-2007-FundamentalLimits.pdf link]
3. Bowman, Balch, Artaxo, Bond, Carlson, Cochrane, D’Antonio, DeFries, Doyle, et al. Fire in the Earth System, Science, Vol. 324 no. 5926 pp. 481-484 24 April 2009 [https://www.cds.caltech.edu/~murray/wiki/images/b/b9/03ScienceFire.pdf link]
4. Willinger W, Alderson D, and Doyle JC (2009) Mathematics and the internet: A source of enormous confusion and great potential. Notices Amer Math Soc 56:586-599. [https://www.cds.caltech.edu/~murray/wiki/images/b/b3/04AMSNoticesInternet.pdf link]
5. Alderson DL, Doyle JC (2010) Contrasting views of complexity and their implications for network-centric infrastructures. IEEE Trans Systems Man Cybernetics—Part A: Syst Humans 40:839-852.  [https://www.cds.caltech.edu/~murray/wiki/images/3/31/05AldersonDoyle-tsmca-July2010.pdf link]
6. Gayme DF, McKeon BJ, Papachristodoulou P, Bamieh B, Doyle JC (2010) A streamwise constant model of turbulence in plane Couette flow, J Fluid Mech, vol 665, pp 99-119 [https://www.cds.caltech.edu/~murray/wiki/images/3/37/06GaymeJFM2010.pdf link]
7. H. Sandberg, J. C. Delvenne, J. C. Doyle. (2011) On Lossless Approximations, the Fluctuation-Dissipation Theorem, and Limitations of Measurements, IEEE Trans Auto Control, Feb 2011
8. J Lavaei, A Babakhani, A Hajimiri, and JC Doyle (2011), Solving Large-Scale Hybrid Circuit-Antenna Problems, IEEE Transactions on Circuits and Systems I, vol. 58, no. 2, pp. 374-387, Feb. 2011. [https://www.cds.caltech.edu/~murray/wiki/images/0/04/08LavaeiCircuits.pdf link]
9. Chandra F, Buzi G, Doyle JC (2011) Glycolytic oscillations and limits on robust efficiency. Science, Vol 333, pp 187-192. [https://www.cds.caltech.edu/~murray/wiki/images/6/68/09ScienceGlycolyticOscOnlineFinal.pdf link]
10. JC Doyle, ME Csete (2011) Architecture, Constraints, and Behavior, P Natl Acad Sci USA, vol. 108, Sup 3 15624-15630 [https://www.cds.caltech.edu/~murray/wiki/images/4/47/10PNASOnlineFinalSackler2011.pdf link]
11. Gayme DF, McKeon BJ, Bamieh B, Papachristodoulou P, Doyle JC (2011) Amplification and Nonlinear Mechanisms in Plane Couette Flow, Physics of Fluids, V23, Issue 6, 065108 [https://www.cds.caltech.edu/~murray/wiki/images/4/47/11PhysOfFluidsForcedSolutions2011.pdf link]
12. Page, M. T., D. Alderson, and J. Doyle (2011), The magnitude distribution of earthquakes near Southern California faults, J. Geophys. Res., 116, B12309, doi:10.1029/2010JB007933.
13. Namas R, Zamora R, An, G, Doyle, J et al, (2012) Sepsis: Something old, something new, and a systems view, Journal Of Critical Care  Volume: 27  Issue: 3  [https://www.cds.caltech.edu/~murray/wiki/images/a/a6/13SepsisJCritCareNihms300207.pdf link]
14. Chen, L; Ho, T; Chiang, M, Low S; Doyle J,(2012) Congestion Control for Multicast Flows With Network Coding, IEEE Trans On Information Theory  Volume: 58  Issue: 9  Pages: 5908-5921 
[https://www.cds.caltech.edu/~murray/wiki/images/5/55/14ChenEtAlMulticastIEEETIT2012.pdf  link ]

Latest revision as of 03:04, 22 February 2014

CDS 110b: Introduction to Control Theory

Instructors

  • John Doyle, doyle@cds.caltech.edu
  • Lectures: Tu/Th, 9-10:30, 105 ANB
  • Office hours: TBD (please e-mail to schedule)

Teaching Assistants

  • Vanessa Jonsson, Nikolai Matni
  • Contact: cds110-tas@cds.caltech.edu
  • Office hours: TH, 4-5 pm, Ann 213, and upon request

Course Description

An introduction to analysis and design of feedback control systems, including classical control theory in the time and frequency domain. Modeling of physical, biological, and information systems using linear and nonlinear differential equations. Stability and performance of interconnected systems, including use of block diagrams, Bode plots, the Nyquist criterion, and Lyapunov functions. Robustness and uncertainty management in feedback systems through stochastic and deterministic methods. Introductory random processes, Kalman filtering, and norms of signals and systems. The first term of this course is taught concurrently with CDS 101, but includes additional lectures, reading, and homework that is focused on analytical techniques for design and synthesis of control systems

Announcements

  • 8 Jan 2014: web page creation, uploaded lecture 1 material

Tentative Lecture Schedule

Date Topic Reading Homework
7 Jan
9 Jan 		Robustness, fragility, complexity and control I
  • Examples in neuroscience, glycolysis, technology

Inverted pendulum revisited
Discrete time, finite horizon LQR

hw1
14 Jan
16 Jan 		Discrete time stochastic LQR
  • Finite horizon, infinite horizon
 hw2
21 Jan
23 Jan 		Continuous time LQR
  • Pontryagin's maximum principle
  • Costate equations

SDPs, duality and LQR

  • Relationship to Riccati solutions
28 Jan
30 Jan 		State estimation

Kalman Filters

hw3
4 Feb
6 Feb 		Discrete time output feedback LQG
  • Connections with H2 optimal control
11 Feb
13 Feb 		Modeling, Robustness/efficiency tradeoffs
  • Heart rate variability
18 Feb
20 Feb
25 Feb
27 Feb
4 Mar
6 Mar
11 Mar

Course Text and References

The main course text is

You may find the following texts useful as well:

Selected Papers

1. M Chiang, SH Low, AR Calderbank, JC. Doyle (2007) Layering As Optimization Decomposition, PROCEEDINGS OF THE IEEE, Volume: 95 Issue: 1 Jan 2007 link

2. Martins NC, Dahleh MA, Doyle JC (2007) Fundamental Limitations of Disturbance Attenuation in the Presence of Side Information, IEEE Trans Auto Control, Feb 2007 link

3. Bowman, Balch, Artaxo, Bond, Carlson, Cochrane, D’Antonio, DeFries, Doyle, et al. Fire in the Earth System, Science, Vol. 324 no. 5926 pp. 481-484 24 April 2009 link

4. Willinger W, Alderson D, and Doyle JC (2009) Mathematics and the internet: A source of enormous confusion and great potential. Notices Amer Math Soc 56:586-599. link

5. Alderson DL, Doyle JC (2010) Contrasting views of complexity and their implications for network-centric infrastructures. IEEE Trans Systems Man Cybernetics—Part A: Syst Humans 40:839-852. link

6. Gayme DF, McKeon BJ, Papachristodoulou P, Bamieh B, Doyle JC (2010) A streamwise constant model of turbulence in plane Couette flow, J Fluid Mech, vol 665, pp 99-119 link

7. H. Sandberg, J. C. Delvenne, J. C. Doyle. (2011) On Lossless Approximations, the Fluctuation-Dissipation Theorem, and Limitations of Measurements, IEEE Trans Auto Control, Feb 2011

8. J Lavaei, A Babakhani, A Hajimiri, and JC Doyle (2011), Solving Large-Scale Hybrid Circuit-Antenna Problems, IEEE Transactions on Circuits and Systems I, vol. 58, no. 2, pp. 374-387, Feb. 2011. link

9. Chandra F, Buzi G, Doyle JC (2011) Glycolytic oscillations and limits on robust efficiency. Science, Vol 333, pp 187-192. link

10. JC Doyle, ME Csete (2011) Architecture, Constraints, and Behavior, P Natl Acad Sci USA, vol. 108, Sup 3 15624-15630 link

11. Gayme DF, McKeon BJ, Bamieh B, Papachristodoulou P, Doyle JC (2011) Amplification and Nonlinear Mechanisms in Plane Couette Flow, Physics of Fluids, V23, Issue 6, 065108 link

12. Page, M. T., D. Alderson, and J. Doyle (2011), The magnitude distribution of earthquakes near Southern California faults, J. Geophys. Res., 116, B12309, doi:10.1029/2010JB007933.

13. Namas R, Zamora R, An, G, Doyle, J et al, (2012) Sepsis: Something old, something new, and a systems view, Journal Of Critical Care Volume: 27 Issue: 3 link

14. Chen, L; Ho, T; Chiang, M, Low S; Doyle J,(2012) Congestion Control for Multicast Flows With Network Coding, IEEE Trans On Information Theory Volume: 58 Issue: 9 Pages: 5908-5921 link

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