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 | + | | 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) | ||
− | | LQR Derivation ({{cds110 lectures|L2- | + | | 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) | ||
− | | Choosing LQR weights ({{cds110 lectures|L2- | + | | 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] | ||
|- | |- | ||
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|- | |- | ||
| 20 Jan (W) | | 20 Jan (W) | ||
− | | Receding Horizon Control ({{cds110 lectures| | + | | 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]) |
− | | [http://www.cds.caltech.edu/~macmardg/cds110b/Carson_thesis_MPC.pdf Carson Ch 2] | + | | [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| | + | ===== {{cds110 topic|4|Dynamic Programming}} ===== |
|- | |- | ||
| 25 Jan (M) | | 25 Jan (M) | ||
− | | Trajectory generation ({{ | + | | Trajectory generation, intro to D.P. ({{cds110 lectures|L4-1_DiffFlat.pdf|L4-1}}) |
| [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch 1.3] | | [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)* | ||
− | | Dynamic Programming ({{ | + | | Dynamic Programming and LQR ({{cds110 lectures|L4-2_DynProg.pdf|L4-2}}) |
| TBD | | TBD | ||
|- | |- | ||
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|- | |- | ||
| 1 Feb (M) | | 1 Feb (M) | ||
− | | Random processes ({{ | + | | 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}} | ||
|- | |- | ||
| 3 Feb (W) | | 3 Feb (W) | ||
− | | Frequency-domain interpretation ({{ | + | | 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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| colspan=4 | | | colspan=4 | | ||
− | ===== {{cds110 topic|6| | + | ===== {{cds110 topic|6|Continuous-time Kalman Filter}} ===== |
|- | |- | ||
| 8 Feb (M) | | 8 Feb (M) | ||
− | | Covariance propagation ({{ | + | | Covariance propagation ({{cds110 lectures|L6-1.pdf|L6-1}}) |
| | | | ||
| rowspan=2 align=center | {{cds110 homework|5}} | | rowspan=2 align=center | {{cds110 homework|5}} | ||
|- | |- | ||
| 10 Feb (W) | | 10 Feb (W) | ||
− | | Kalman filter ({{ | + | | Kalman filter ({{cds110 lectures|L6-2.pdf|L6-2}}) |
− | | [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch | + | | [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|Kalman filtering}} ===== | + | ===== {{cds110 topic|7|Discrete-time Kalman filtering}} ===== |
|- | |- | ||
| 15 Feb (M) | | 15 Feb (M) | ||
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|- | |- | ||
| 17 Feb (W) | | 17 Feb (W) | ||
− | | Kalman | + | | Kalman filter & sensor fusion ({{cds110 lectures|L7-2.pdf|L7-2}}) |
− | | [http://www.cds.caltech.edu/~murray/amwiki/Supplement:_Optimization-Based_Control OBC Ch | + | | [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| | + | ===== {{cds110 topic|8|LQG}} ===== |
|- | |- | ||
| 22 Feb (M) | | 22 Feb (M) | ||
− | | | + | | Linear Quadratic Gaussian control ({{cds110 lectures|L8-1.pdf|L8-1}}) |
− | | TBD | + | | TBD |
| rowspan=2 align=center | {{cds110 homework|7}} | | rowspan=2 align=center | {{cds110 homework|7}} | ||
|- | |- | ||
| 24 Feb (W) | | 24 Feb (W) | ||
− | | | + | | Optimization (guest lecture) ({{cds110 lectures|L8-2.pdf|L8-2}}) |
− | | | + | | |
|- | |- | ||
| align=center rowspan=3 | 9 | | align=center rowspan=3 | 9 | ||
| colspan=4 | | | colspan=4 | | ||
− | ===== {{cds110 topic|9| | + | ===== {{cds110 topic|9|Robust Control}} ===== |
|- | |- | ||
| 1 Mar (M) | | 1 Mar (M) | ||
− | | | + | | Uncertainty & small gain theorem ({{cds110 lectures|L9-1.pdf|L9-1}}) |
− | | | + | | 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) | ||
− | | | + | | Robust Stability ({{cds110 lectures|L9-2.pdf|L9-2}}) |
− | | | + | | DFT Ch 4 |
|- | |- | ||
| align=center rowspan=4 | 10 | | align=center rowspan=4 | 10 | ||
| colspan=4 | | | colspan=4 | | ||
− | ===== {{cds110 topic|10| | + | ===== {{cds110 topic|10|Uncertainty}} ===== |
|- | |- | ||
| 8 Mar (M) | | 8 Mar (M) | ||
− | | | + | | 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) | ||
− | | | + | | Example and H-infinity optimization ({{cds110 lectures|L10-2.pdf|L10-2}}) |
| | | | ||
− | |||
− | |||
− | |||
| | | | ||
|} | |} |
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 | |
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 | |
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 | ||
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 | |
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 | |
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 | ||
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 | ||
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 | |
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 | |
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) |