CDS 110b, Winter 2010 - Course Schedule

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===== {{cds110 topic|6|Discrete-time Kalman Filter}} =====
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===== {{cds110 topic|6|Continuous-time Kalman Filter}} =====
 
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| 8 Feb (M)
 
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| 10 Feb (W)
 
| 10 Feb (W)
 
| Kalman filter ({{cds110 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]
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| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 5.1-5.x]
 
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===== {{cds110 topic|7|Kalman filtering}} =====
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===== {{cds110 topic|7|Discrete-time Kalman filtering}} =====
 
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| 15 Feb (M)
 
| 15 Feb (M)
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| 17 Feb (W)
 
| 17 Feb (W)
| Kalman filtering and LQG ({{cds110 lectures|L7-2.pdf|L7-2}})
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| Kalman filter & sensor fusion ({{cds110 lectures|L7-2.pdf|L7-2}})
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 5.1-5.x]
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| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 6.1]
 
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===== {{cds110 topic|8|Uncertainty}} =====
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===== {{cds110 topic|8|LQG}} =====
 
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| 22 Feb (M)
 
| 22 Feb (M)
| Norms ({{cds110 lectures|L8-1.pdf|L8-1}})
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| Linear Quadratic Gaussian control ({{cds110 lectures|L8-1.pdf|L8-1}})
| TBD (DFT)
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| TBD
 
| rowspan=2 align=center | {{cds110 homework|7}}
 
| rowspan=2 align=center | {{cds110 homework|7}}
 
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| 24 Feb (W)
 
| 24 Feb (W)
| Robustness ({{cds110 lectures|L8-2.pdf|L8-2}})
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| Optimization (guest lecture) ({{cds110 lectures|L8-2.pdf|L8-2}})
| TBD (DFT)
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|  
 
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Revision as of 23:16, 16 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
Continuous-time Kalman Filter
8 Feb (M) Covariance propagation (L6-1, MP3) HW #5

solns

10 Feb (W) Kalman filter (L6-2, MP3) OBC Ch 5.1-5.x
7
Discrete-time Kalman filtering
15 Feb (M) Institute Holiday (President's day) HW #6

solns

17 Feb (W) Kalman filter & sensor fusion (L7-2, MP3) OBC Ch 6.1
8
LQG
22 Feb (M) Linear Quadratic Gaussian control (L8-1, MP3) TBD HW #7

solns

24 Feb (W) Optimization (guest lecture) (L8-2, MP3)
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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