Difference between revisions of "CDS 212 Fall 2011"

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'''Teaching Assistants'''
 
'''Teaching Assistants'''
−
*[http://www.cds.caltech.edu/~nali/ Na (Lina) Li], nali@cds.caltech.edu
+
*[http://www.cds.caltech.edu/~nali/ Na (Lina) Li], nali@caltech.edu
 +
* Office hours: Wed, 3:00-4:00pm, 230 Annen
 
|}
 
|}
  
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===Announcements ===
 
===Announcements ===
 +
* 1 Dec 2011: Paper: [http://www.cds.caltech.edu/~nali/pub/CDS212/week_10/HRV-3.7.pdf HRV.pdf] [http://www.cds.caltech.edu/~nali/pub/CDS212/week_10/SI.PDF  Supplementary]; Slides: [http://www.cds.caltech.edu/~nali/pub/CDS212/week_10/1_HRV.pptx  1_HRV.pptx] [http://www.cds.caltech.edu/~nali/pub/CDS212/week_10/Dopamine.pptx  Dopamine.pptx] [http://www.cds.caltech.edu/~nali/pub/CDS212/week_10/EvoHumanPhys.pptx　 EvoHumanPhys.pptx]
 +
 +
*29 Nov 2011: Slides: [http://www.cds.caltech.edu/~nali/pub/CDS212/week_10/MandNew.pptx  Mandelbrot.pptx][http://www.cds.caltech.edu/~nali/pub/CDS212/week_10/DenniceLogisticsMandelbrot.pdf  LogisticsMandelbrot.pdf][http://www.cds.caltech.edu/~nali/pub/CDS212/week_10/FinalConnections2006.pdf　 DennisFinalConnections2006.pdf]; Paper:[http://www.cds.caltech.edu/~nali/pub/CDS212/week_10/logFinalCDC2006_1.pdf  LogFinalCDC2006.pdf]
 +
 +
*22 Nov 2011: [http://www.cds.caltech.edu/~nali/pub/CDS212/week_9/PabloSOS.pdf SOS.pdf]
 +
*17 Nov 2011:
 +
Reading materials: http://www.cds.caltech.edu/~nali/pub/CDS212/week_8/
 +
 +
Please read [http://www.cds.caltech.edu/~nali/pub/CDS212/week_8/Megretskich8.pdf Megretskich8] and [http://www.cds.caltech.edu/~nali/pub/CDS212/week_8/rantzerKYP.pdf RantzerKYP]; others are more adavanced
 +
*1st Nov 2011: Reading: [http://www.cds.caltech.edu/~nali/pub/CDS212/week_6/SDP_LMI.pdf SDP Duality and LTI] [http://www.stanford.edu/class/ee364a/lectures/duality.pdf Duality]
 +
*25 Oct 2011: Notes from lecture: [http://www.cds.caltech.edu/~nali/pub/CDS212/week_5/ slides]
 +
*19 Oct 2011: Notes from lecture: [http://www.cds.caltech.edu/~nali/pub/CDS212/week_4/slides/ slides]
 +
Other materials: [http://www.cds.caltech.edu/~nali/pub/CDS212/week_4/others/ A Fundamental Limit on the Robustness of Complex Systems]
 +
*13 Oct 2011: Notes from lecture: [http://www.cds.caltech.edu/~nali/pub/CDS212/week_3/Chap4Slides.pdf Chapter 4] [http://www.cds.caltech.edu/~nali/pub/CDS212/week_3/chap6.pdf Chapter 6]
 +
* 6 Oct 2011: Today's class: 2:00pm-3:00pm, 107 Annen
 +
Reading materials: [http://www.math.rutgers.edu/~sontag/Keyword/INTERNAL-MODEL-PRINCIPLE.html Internal model principle]
 +
* 5 Oct 2011: Doodle for class on Thu (7th Oct) and Tue (11 Oct): http://doodle.com/dgei34wxabpfx466
 +
* 27 Sep 2011: Notes from Lecture 1: [http://www.cds.caltech.edu/~nali/pub/CDS212/week_1/Lecture1BioBodePlusPlus.pptx Lecture1BioBodePlusPlus.pptx]; [http://www.cds.caltech.edu/~nali/pub/CDS212/week_1/Lecture1Extras.pptx Lecture1Extras.pptx] <br> Paper to read: [http://www.cds.caltech.edu/~nali/pub/CDS212/week_1/CorrectedScienceGlycolyticOscOnlineFinal.pdf Glycolytic Oscillations and Limits on Robust Efficiency](Supporting materials can be founded [http://www.sciencemag.org/content/suppl/2011/07/06/333.6039.187.DC1.html here]); [http://www.cds.caltech.edu/~nali/pub/CDS212/week_1/OnlineFinalPNASSackler.pdf Architecture, constraints, and behavior]
 +
 
* 22 Sep 2011: created homepage; [http://www.cds.caltech.edu/~murray/wiki/index.php/CDS_212_Fall_2010 2010 home page]
 
* 22 Sep 2011: created homepage; [http://www.cds.caltech.edu/~murray/wiki/index.php/CDS_212_Fall_2010 2010 home page]
−
 
−
* 27 Sep 2011: Notes from Lecture 1: [http://www.cds.caltech.edu/~nali/pub/CDS212/week_1/Lecture1BioBodePlusPlus.pptx Lecture1BioBodePlusPlus.pptx] [http://www.cds.caltech.edu/~nali/pub/CDS212/week_1/Lecture1Extras.pptx Lecture1Extras.pptx]
 
−
              Paper to read: [http://www.cds.caltech.edu/~nali/pub/CDS212/week_1/CorrectedScienceGlycolyticOscOnlineFinal.pdf Glycolytic Oscillations and Limits on Robust Efficiency] [http://www.cds.caltech.edu/~nali/pub/CDS212/week_1/OnlineFinalPNASSackler.pdf Architecture, constraints, and behavior]
 
  
 
=== Textbook ===
 
=== Textbook ===
Line 65: Line 82:
 
* 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)
 
| {{DFT}} Ch 3 <br> ({{FBS}}&nbsp;9.1-9.3) <br> ({{FBS}}&nbsp;11.1-11.2)
−
| [[CDS 212, Homework 2, Fall 2011|HW 2]]
+
| [http://www.cds.caltech.edu/~nali/pub/CDS212/homework_2.pdf HW2]
 
|- valign=top
 
|- valign=top
 
| 3
 
| 3
Line 72: Line 89:
 
* Uncertainty and robustness
 
* Uncertainty and robustness
 
| {{DFT}} Ch 4 <br> ({{FBS}}&nbsp;12.1&#8209;12.3)
 
| {{DFT}} Ch 4 <br> ({{FBS}}&nbsp;12.1&#8209;12.3)
−
| [[CDS 212, Homework 3, Fall 2011|HW 3]]
+
| [http://www.cds.caltech.edu/~nali/pub/CDS212/homework_3.pdf HW3]
 
|- valign=top  
 
|- valign=top  
 
| style="border-bottom:3px solid gray;" | 4
 
| style="border-bottom:3px solid gray;" | 4
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| style="border-bottom:3px solid gray;" |  
 
| style="border-bottom:3px solid gray;" |  
 
*Fundamental limits
 
*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;" | {{DFT}} Ch 6 <br> ({{FBS}}&nbsp;11.4,&nbsp;12.4)
−
| style="border-bottom:3px solid gray;" | [[CDS 212, Homework 4, Fall 2011|HW 4]]
+
| style="border-bottom:3px solid gray;" | [http://www.cds.caltech.edu/~nali/pub/CDS212/homework_4.pdf HW4]
 
|- valign=top
 
|- valign=top
 
| 5
 
| 5
 
| 25 Oct <br> 27 Oct
 
| 25 Oct <br> 27 Oct
 
|  
 
|  
 +
*Fundamental limits in control and information theory
 +
*Realization theory, controllability, observability
 
* Lyapunov equation and stability conditions
 
* Lyapunov equation and stability conditions
−
* LMIs
+
| DP Ch 2 ,4 <br>  
−
| DP Ch 4 <br> [http://www.stanford.edu/~boyd/lmibook/lmibook.pdf LMIs] Ch 2
+
|  [http://www.cds.caltech.edu/~nali/pub/CDS212/homework_5.pdf HW5] <br> [http://www.cds.caltech.edu/~nali/pub/CDS212/week_5/analytic_function.pdf analytic_function.pdf]
−
| [[CDS 212, Homework 5, Fall 2011|HW 5]]
 
 
|- valign=top
 
|- valign=top
 
| style="border-bottom:3px solid gray;" | 6
 
| style="border-bottom:3px solid gray;" | 6
 
| style="border-bottom:3px solid gray;" | 1 Nov <br> 3 Nov
 
| style="border-bottom:3px solid gray;" | 1 Nov <br> 3 Nov
 
| style="border-bottom:3px solid gray;" |
 
| style="border-bottom:3px solid gray;" |
−
* KYP lemma
+
* LMIs
 
* Model reduction
 
* 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;" | DP Ch 2,4 <br>[http://www.stanford.edu/class/ee364a/lectures/duality.pdf Duality] <br>[http://www.cds.caltech.edu/~nali/pub/CDS212/week_6/SDP_LMI.pdf SDP Duality and LTI] <br> [http://www.stanford.edu/~boyd/lmibook/lmibook.pdf LMIs] Ch 2  
−
| style="border-bottom:3px solid gray;" | [[CDS 212, Homework 6, Fall 2011|HW 6]]
+
| style="border-bottom:3px solid gray;" | NO HW
 
|- valign=top
 
|- valign=top
 
| 7
 
| 7
 
| 8 Nov <br> 10 Nov
 
| 8 Nov <br> 10 Nov
 
|  
 
|  
−
* Uncertain systems
+
* SDP duality for LTI
−
* MIMO robust control, Convex optimization
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* H2 optimal control
−
| 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]
+
| DP Ch 5, 6 <br> [http://www.cds.caltech.edu/~nali/pub/CDS212/week_6/SDP_LMI.pdf SDP Duality and LTI]
−
| [[CDS 212, Homework 7, Fall 2010|HW 7]]
+
| [http://www.cds.caltech.edu/~nali/pub/CDS212/homework_6.pdf HW6]
−
|- valign=top
 
−
| 8
 
−
| 15 Nov <br> 17 Nov
 
−
| rowspan=2 style="border-bottom:3px solid gray;" |
 
−
* Stability of nonlinear systems
 
−
* Sum-of-squares
 
−
| 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]]
 
 
|- valign=top
 
|- valign=top
−
| style="border-bottom:3px solid gray;" | 9
+
| 8 <br> <br> 9
−
| style="border-bottom:3px solid gray;" | 22&nbsp;Nov
+
| 15 Nov <br> 17 Nov <br> 22 Nov
 +
|
 +
* H2 synthesis by SDP
 +
* KYP Lemma
 +
* MIMO
 +
* Model Uncertainty
 +
* SOS
 +
| DP Ch 6, 7 , 8<br> [http://www.cds.caltech.edu/~nali/pub/CDS212/week_8/Megretskich8.pdf Megretskich8] <br>[http://www.cds.caltech.edu/~nali/pub/CDS212/week_8/rantzerKYP.pdf RantzerKYP] <br> [http://www.cds.caltech.edu/~nali/pub/CDS212/week_8/MIMO.pdf MIMO] <br> [http://www.cds.caltech.edu/~nali/pub/CDS212/week_9/PabloSOS.pdf SOS]
 +
|[http://www.cds.caltech.edu/~nali/pub/CDS212/homework_7.pdf HW7]
 
|- valign=top
 
|- valign=top
 
| style="border-bottom:3px solid gray;" | 10
 
| style="border-bottom:3px solid gray;" | 10
 
| style="border-bottom:3px solid gray;" | 29 Nov <br> 1 Dec
 
| style="border-bottom:3px solid gray;" | 29 Nov <br> 1 Dec
 
| style="border-bottom:3px solid gray;" |  
 
| style="border-bottom:3px solid gray;" |  
−
* Links with information theory and statistical mechanics
+
* Studying the Logistic Map and the Mandelbrot Set using SOS Methods
 +
* System identification
 +
* Heart rate variability
 
| rowspan=2 style="border-bottom:3px solid gray;" |  
 
| rowspan=2 style="border-bottom:3px solid gray;" |  
−
| rowspan=2 style="border-bottom:3px solid gray;" | [[CDS 212, Homework 9, Fall 2010|HW 9]]  
+
| rowspan=2 style="border-bottom:3px solid gray;" | []  
 
|}
 
|}
  
 
=== Grading ===
 
=== Grading ===
−
The final grade will be based on homework and a final exam:
+
The final grade will be based on homework:
−
* 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).
+
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.
 
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.
Line 135: Line 154:
 
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.  
 
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)===
 
=== Additional References (Optional)===
  
 
[[Category:Courses]]
 
[[Category:Courses]]

Latest revision as of 05:20, 4 December 2011

Feedback Control Theory

http://www.cds.caltech.edu/wiki/index.php/CDS_212_Fall_2011

Instructor

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

Teaching Assistants

  • Na (Lina) Li, nali@caltech.edu
  • Office hours: Wed, 3:00-4:00pm, 230 Annen

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

Reading materials: http://www.cds.caltech.edu/~nali/pub/CDS212/week_8/

Please read Megretskich8 and RantzerKYP; others are more adavanced

Other materials: A Fundamental Limit on the Robustness of Complex Systems

  • 13 Oct 2011: Notes from lecture: Chapter 4 Chapter 6
  • 6 Oct 2011: Today's class: 2:00pm-3:00pm, 107 Annen

Reading materials: Internal model principle

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
1 27 Sep 
29 Sep
  • Norms for signals and systems
 DFT Ch 1, 2 
DP Ch 3 		HW1
2 4 Oct
6 Oct
  • Feedback, stability and performance
 DFT Ch 3
(FBS 9.1-9.3)
(FBS 11.1-11.2) 		HW2
3 11 Oct
13 Oct
  • Uncertainty and robustness
 DFT Ch 4
(FBS 12.1‑12.3) 		HW3
4 18 Oct
20 Oct
  • Fundamental limits
 DFT Ch 6
(FBS 11.4, 12.4) 		HW4
5 25 Oct
27 Oct
  • Fundamental limits in control and information theory
  • Realization theory, controllability, observability
  • Lyapunov equation and stability conditions
 DP Ch 2 ,4
HW5
analytic_function.pdf
6 1 Nov
3 Nov
  • LMIs
  • Model reduction
 DP Ch 2,4
Duality
SDP Duality and LTI
LMIs Ch 2 		NO HW
7 8 Nov
10 Nov
  • SDP duality for LTI
  • H2 optimal control
 DP Ch 5, 6
SDP Duality and LTI 		HW6
8

9 		15 Nov
17 Nov
22 Nov
  • H2 synthesis by SDP
  • KYP Lemma
  • MIMO
  • Model Uncertainty
  • SOS
 DP Ch 6, 7 , 8
Megretskich8
RantzerKYP
MIMO
SOS 		HW7
10 29 Nov
1 Dec
  • Studying the Logistic Map and the Mandelbrot Set using SOS Methods
  • System identification
  • Heart rate variability
 []

Grading

The final grade will be based on homework: 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).

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.


Additional References (Optional)

Retrieved from "https://www.cds.caltech.edu/wiki/index.php?title=CDS_212_Fall_2011&oldid=266"