CDS 110b, Winter 2010 - Course Schedule

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| align=center width=25% | [[CDS 110b, Winter 2010|CDS 110b]]
 
| align=center width=25% | [[CDS 110b, Winter 2010|CDS 110b]]
 
| align=center width=25% | [[CDS 110b, Winter 2010 - Course Schedule|Schedule]]
 
| align=center width=25% | [[CDS 110b, Winter 2010 - Course Schedule|Schedule]]
| align=center width=25% | [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control|Course text]
+
| align=center width=25% | [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_Optimization-Based_Control Course text]
 
|}
 
|}
 
  __NOTOC__
 
  __NOTOC__
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|-
 
|-
 
| 11 Jan (M)
 
| 11 Jan (M)
| topic ({{cds110 lectures|L2-1_stability.pdf|L2-1}})
+
| LQR Derivation ({{cds110 lectures|L2-1_LQR.pdf|L2-1}})
 
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
 
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.4]
 
| rowspan=2 align=center | {{cds110 homework|2}}
 
| rowspan=2 align=center | {{cds110 homework|2}}
 
|-
 
|-
 
| 13 Jan (W)
 
| 13 Jan (W)
| Stability Analysis ({{cds110 lectures|L2-2_lyapunov.pdf|L2-2}})
+
| Choosing LQR weights ({{cds110 lectures|L2-2.pdf|L2-2}})
 
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
 
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 2.5]
 
|-
 
|-
Line 49: Line 49:
 
|-
 
|-
 
| 20 Jan (W)
 
| 20 Jan (W)
| Receding Horizon Control ({{cds110 lectures|L3-2_linsys.pdf|L3-2}})
+
| Receding Horizon Control ({{cds110 lectures|L3_RHC.pdf|L3-2}}, [http://www.cds.caltech.edu/~macmardg/courses/cds110b/wi10/mp3/L3-2a.m4a L3-2a])
| TBD
+
| [http://www.cds.caltech.edu/~macmardg/courses/cds110b/Carson_thesis_MPC.pdf Carson Ch 2], [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 3.1-3.2]
 
|-
 
|-
 
| align=center rowspan=3 | 4
 
| align=center rowspan=3 | 4
 
| colspan=4 |
 
| colspan=4 |
  
===== {{cds110 topic|4|Stochastic Systems}} =====
+
===== {{cds110 topic|4|Dynamic Programming}} =====
 
|-
 
|-
 
| 25 Jan (M)
 
| 25 Jan (M)
| topic ({{cds101 lectures|L4-1_statefbk.pdf|L4-1}})
+
| Trajectory generation, intro to D.P. ({{cds110 lectures|L4-1_DiffFlat.pdf|L4-1}})
| [http://www.cds.caltech.edu/~murray/amwiki/Main_Page AM 6.1-6.3]
+
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 1.3]
 
| rowspan=2 align=center | {{cds110 homework|4}}
 
| rowspan=2 align=center | {{cds110 homework|4}}
 
|-
 
|-
 
| 27 Jan (W)*
 
| 27 Jan (W)*
| topic ({{cds101 lectures|L4-2_statefbk.pdf|L4-2}})
+
| Dynamic Programming and LQR ({{cds110 lectures|L4-2_DynProg.pdf|L4-2}})
| [http://www.cds.caltech.edu/~murray/amwiki/Main_Page AM 6.4-6.5]
+
| TBD
 
|-
 
|-
 
| align=center rowspan=3 | 5
 
| align=center rowspan=3 | 5
 
| colspan=4 |
 
| colspan=4 |
  
===== {{cds110 topic|5|Discrete-time Kalman Filter}} =====
+
===== {{cds110 topic|5|Stochastic Systems}} =====
 
|-
 
|-
 
| 1 Feb (M)
 
| 1 Feb (M)
| Covariance propagation ({{cds101 lectures|5-1_estimators.pdf|L5-1}})
+
| Random processes ({{cds110 lectures|L5_stochastic.pdf|L5-1}})
| [http://www.cds.caltech.edu/~murray/amwiki/Main_Page AM 7.1--7.3]
+
| [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}}
 
|-
 
|-
 
| 3 Feb (W)
 
| 3 Feb (W)
| Kalman filter ({{cds101 lectures|L5-2_demo.pdf|L5-2}})
+
| Frequency-domain interpretation ({{cds110 lectures|L5-2.pdf|L5-2}})
| [http://www.cds.caltech.edu/~murray/amwiki/Main_Page AM 7.3]
+
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 4.4-4.5]
 
|-
 
|-
 
| align=center rowspan=3 | 6
 
| align=center rowspan=3 | 6
 
| colspan=4 |
 
| colspan=4 |
  
===== {{cds110 topic|6|Kalman filtering}} =====
+
===== {{cds110 topic|6|Continuous-time Kalman Filter}} =====
 
|-
 
|-
 
| 8 Feb (M)
 
| 8 Feb (M)
| Topic ({{cds101 lectures|L6-1_xferfcns.pdf|L6-1}})
+
| Covariance propagation ({{cds110 lectures|L6-1.pdf|L6-1}})
| [http://www.cds.caltech.edu/~murray/amwiki/Main_Page AM 8.1-8.3]
+
|  
 
| rowspan=2 align=center | {{cds110 homework|5}}
 
| rowspan=2 align=center | {{cds110 homework|5}}
 
|-
 
|-
 
| 10 Feb (W)
 
| 10 Feb (W)
| topic ({{cds101 lectures|L6-2_bode.pdf|L6-2}})
+
| Kalman filter ({{cds110 lectures|L6-2.pdf|L6-2}})
| [http://www.cds.caltech.edu/~murray/amwiki/Main_Page AM 8.6]
+
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 5.1-5.x]
 
|-
 
|-
 
| align=center rowspan=3 | 7
 
| align=center rowspan=3 | 7
 
| colspan=4 |
 
| colspan=4 |
  
===== {{cds110 topic|7|Uncertainty}} =====
+
===== {{cds110 topic|7|Discrete-time Kalman filtering}} =====
 
|-
 
|-
 
| 15 Feb (M)
 
| 15 Feb (M)
| Institute Holiday ?
+
| Institute Holiday (President's day)
| [http://www.cds.caltech.edu/~murray/amwiki/Main_Page AM 9.1-9.2]
+
|  
 
| rowspan=2 align=center | {{cds110 homework|6}}
 
| rowspan=2 align=center | {{cds110 homework|6}}
 
|-
 
|-
 
| 17 Feb (W)
 
| 17 Feb (W)
| topic ({{cds101 lectures|L7-2_example.pdf|L7-2}})
+
| Kalman filter & sensor fusion ({{cds110 lectures|L7-2.pdf|L7-2}})
| [http://www.cds.caltech.edu/~murray/amwiki/Main_Page AM 9.3-9.4]
+
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 6.1]
 
|-
 
|-
 
| align=center rowspan=3 | 8
 
| align=center rowspan=3 | 8
 
| colspan=4 |
 
| colspan=4 |
  
===== {{cds110 topic|8|Loop Shaping Revisited}} =====
+
===== {{cds110 topic|8|LQG}} =====
 
|-
 
|-
 
| 22 Feb (M)
 
| 22 Feb (M)
| topic ({{cds101 lectures|L8-1_loopsyn.pdf|L8-1}})
+
| Linear Quadratic Gaussian control ({{cds110 lectures|L8-1.pdf|L8-1}})
| [http://www.cds.caltech.edu/~murray/amwiki/Main_Page AM 11.1-11.3]
+
| TBD
 
| rowspan=2 align=center | {{cds110 homework|7}}
 
| rowspan=2 align=center | {{cds110 homework|7}}
 
|-
 
|-
 
| 24 Feb (W)
 
| 24 Feb (W)
| Limits of Performance ({{cds101 lectures|L8-2_limits.pdf|L8-2}})
+
| Optimization (guest lecture) ({{cds110 lectures|L8-2.pdf|L8-2}})
| [http://www.cds.caltech.edu/~murray/amwiki/Main_Page AM 11.4]
+
|  
 
|-
 
|-
 
| align=center rowspan=3 | 9
 
| align=center rowspan=3 | 9
 
| colspan=4 |
 
| colspan=4 |
  
===== {{cds110 topic|9|TBD}} =====
+
===== {{cds110 topic|9|Robust Control}} =====
 
|-
 
|-
 
| 1 Mar (M)
 
| 1 Mar (M)
| topic ({{cds101 lectures|L9-1_pid.pdf|L9-1}})
+
| Uncertainty & small gain theorem ({{cds110 lectures|L9-1.pdf|L9-1}})
| [http://www.cds.caltech.edu/~murray/amwiki/Main_Page AM 10.1-10.2]
+
| AM 9.5, [http://www.cds.caltech.edu/~macmardg/courses/cds110b/dft/dft92-ch4.pdf DFT Ch 4]
 
| 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_pid.pdf|L9-2}})
+
| Robust Stability ({{cds110 lectures|L9-2.pdf|L9-2}})
| [http://www.cds.caltech.edu/~murray/amwiki/Main_Page AM 10.3, 10.5]
+
| DFT Ch 4
 
|-
 
|-
 
| align=center rowspan=4 | 10
 
| align=center rowspan=4 | 10
 
| colspan=4 |
 
| colspan=4 |
  
===== {{cds110 topic|10|Implementation}} =====
+
===== {{cds110 topic|10|Uncertainty}} =====
 
|-
 
|-
 
| 8 Mar (M)
 
| 8 Mar (M)
| Discrete-time ({{cds101 lectures|L10-1.pdf|L10-1}})
+
| Robust Performance ({{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}})
+
| Example and H-infinity optimization ({{cds110 lectures|L10-2.pdf|L10-2}})
| [http://www.cds.caltech.edu/~murray/amwiki/Main_Page AM 11.6] (Examples 2.9, 11.6, 11.12)
+
|  
|-
+
| 12 Mar (F)*
+
| Final review ({{cds101 lectures|L10-3_review.pdf|L10-3}})
+
 
|
 
|
 
|}
 
|}

Latest revision as of 01:06, 11 March 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
[edit] 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
[edit] 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
[edit] 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
[edit] 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
[edit] 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
[edit] 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
[edit] 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
[edit] 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
[edit] Robust Control
1 Mar (M) Uncertainty & small gain theorem (L9-1, MP3) AM 9.5, DFT Ch 4 HW #8

solns

3 Mar (W) Robust Stability (L9-2, MP3) DFT Ch 4
10
[edit] Uncertainty
8 Mar (M) Robust Performance (L10-1, MP3) Final
10 Mar (W) Example and H-infinity optimization (L10-2, MP3)
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