CDS 110b, Winter 2010 - Course Schedule

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| 1 Feb (M)
 
| 1 Feb (M)
| Random processes ({{cds101 lectures|L5_stochastic.pdf|L5-1}})
+
| Random processes ({{cds110 lectures|L5_stochastic.pdf|L5-1}})
 
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 4.1-4.3]
 
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 4.1-4.3]
 
| rowspan=2 align=center | {{cds110 exam|Midterm|MT}}
 
| rowspan=2 align=center | {{cds110 exam|Midterm|MT}}
 
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|-
 
| 3 Feb (W)
 
| 3 Feb (W)
| Frequency-domain interpretation ({{cds101 lectures|L5-2.pdf|L5-2}})
+
| Frequency-domain interpretation ({{cds110 lectures|L5-2.pdf|L5-2}})
 
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 4.4-4.5]
 
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 4.4-4.5]
 
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| 8 Feb (M)
 
| 8 Feb (M)
| Covariance propagation ({{cds101 lectures|L6-1.pdf|L6-1}})
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| Covariance propagation ({{cds110 lectures|L6-1.pdf|L6-1}})
 
|  
 
|  
 
| rowspan=2 align=center | {{cds110 homework|5}}
 
| rowspan=2 align=center | {{cds110 homework|5}}
 
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|-
 
| 10 Feb (W)
 
| 10 Feb (W)
| Kalman filter ({{cds101 lectures|L6-2.pdf|L6-2}})
+
| Kalman filter ({{cds110 lectures|L6-2.pdf|L6-2}})
 
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 6.1]
 
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 6.1]
 
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|-
 
| 17 Feb (W)
 
| 17 Feb (W)
| Kalman filtering and LQG ({{cds101 lectures|L7-2.pdf|L7-2}})
+
| Kalman filtering and LQG ({{cds110 lectures|L7-2.pdf|L7-2}})
 
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 5.1-5.x]
 
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 5.1-5.x]
 
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| 22 Feb (M)
 
| 22 Feb (M)
| Norms ({{cds101 lectures|L8-1.pdf|L8-1}})
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| Norms ({{cds110 lectures|L8-1.pdf|L8-1}})
 
| TBD (DFT)
 
| TBD (DFT)
 
| rowspan=2 align=center | {{cds110 homework|7}}
 
| rowspan=2 align=center | {{cds110 homework|7}}
 
|-
 
|-
 
| 24 Feb (W)
 
| 24 Feb (W)
| Robustness ({{cds101 lectures|L8-2.pdf|L8-2}})
+
| Robustness ({{cds110 lectures|L8-2.pdf|L8-2}})
 
| TBD (DFT)
 
| TBD (DFT)
 
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| 1 Mar (M)
 
| 1 Mar (M)
| topic ({{cds101 lectures|L9-1.pdf|L9-1}})
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| topic ({{cds110 lectures|L9-1.pdf|L9-1}})
 
| TBD (DFT)
 
| TBD (DFT)
 
| rowspan=2 align=center | {{cds110 homework|8}}
 
| rowspan=2 align=center | {{cds110 homework|8}}
 
|-
 
|-
 
| 3 Mar (W)
 
| 3 Mar (W)
| topic ({{cds101 lectures|L9-2.pdf|L9-2}})
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| topic ({{cds110 lectures|L9-2.pdf|L9-2}})
 
| TBD (DFT)
 
| TBD (DFT)
 
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| 8 Mar (M)
 
| 8 Mar (M)
| Discrete-time ({{cds101 lectures|L10-1.pdf|L10-1}})
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| Discrete-time ({{cds110 lectures|L10-1.pdf|L10-1}})
 
|  
 
|  
 
| rowspan=3 align=center | {{cds101 exam|Final|final-rules}}
 
| rowspan=3 align=center | {{cds101 exam|Final|final-rules}}
 
|-
 
|-
 
| 10 Mar (W)
 
| 10 Mar (W)
| implementation ({{cds101 lectures|L10-2.pdf|L10-2}})
+
| implementation ({{cds110 lectures|L10-2.pdf|L10-2}})
 
|  
 
|  
 
|-  
 
|-  
 
| 12 Mar (F)*
 
| 12 Mar (F)*
| Final review ({{cds101 lectures|L10-3_review.pdf|L10-3}})
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| Final review ({{cds110 lectures|L10-3_review.pdf|L10-3}})
 
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Revision as of 04:07, 1 February 2010

CDS 110b Schedule Course text

This page contains the course schedule for CDS 110b. Lecture notes will be posted some time before class (usually on the same day).

Week Date Topic Reading Homework
1
Introduction and Optimal Control
4 Jan (M) Course overview, review of optimization (L1-1, MP3) OBC Ch 2.1 HW #1

solns

6 Jan (W) Optimal Control (L1-2, MP3) OBC Ch 2.2, 2.3
2
Linear Quadratic Regulators
11 Jan (M) LQR Derivation (L2-1, MP3) OBC Ch 2.4 HW #2

solns

13 Jan (W) Choosing LQR weights (L2-2, MP3) OBC Ch 2.5
3
Receding Horizon Control
18 Jan (M) Institute Holiday (MLK) HW #3

solns

20 Jan (W) Receding Horizon Control (L3-2, MP3, L3-2a) Carson Ch 2, OBC Ch 3.1-3.2
4
Dynamic Programming
25 Jan (M) Trajectory generation, intro to D.P. (L4-1, MP3) OBC Ch 1.3 HW #4

solns

27 Jan (W)* Dynamic Programming and LQR (L4-2, MP3) TBD
5
Stochastic Systems
1 Feb (M) Random processes (L5-1, MP3) OBC Ch 4.1-4.3 Midterm

solns

3 Feb (W) Frequency-domain interpretation (L5-2, MP3) OBC Ch 4.4-4.5
6
Discrete-time Kalman Filter
8 Feb (M) Covariance propagation (L6-1, MP3) HW #5

solns

10 Feb (W) Kalman filter (L6-2, MP3) OBC Ch 6.1
7
Kalman filtering
15 Feb (M) Institute Holiday (President's day) HW #6

solns

17 Feb (W) Kalman filtering and LQG (L7-2, MP3) OBC Ch 5.1-5.x
8
Uncertainty
22 Feb (M) Norms (L8-1, MP3) TBD (DFT) HW #7

solns

24 Feb (W) Robustness (L8-2, MP3) TBD (DFT)
9
Loop Shaping Revisited
1 Mar (M) topic (L9-1, MP3) TBD (DFT) HW #8

solns

3 Mar (W) topic (L9-2, MP3) TBD (DFT)
10
Implementation
8 Mar (M) Discrete-time (L10-1, MP3) Final
10 Mar (W) implementation (L10-2, MP3)
12 Mar (F)* Final review (L10-3, MP3)
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