CDS 110b, Winter 2011 - Course Schedule
From MacMynowski
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). Note that lecture topics beyond a few weeks in advance describe what was covered last year and may not yet have been updated for this year!
Week | Date | Topic | Reading | Homework |
1 |
Introduction and Optimal Control | |||
3 Jan (M) | Course overview, review of optimization (L1-1, MP3) | OBC Ch 2.1 | HW #1 | |
5 Jan (W) | Optimal Control and maximum principle (L1-2, MP3) | OBC Ch 2.2 | ||
7 Jan (W) | Examples (L1-3, MP3) | OBC Ch 2.3 | ||
2 |
Linear Quadratic Regulators | |||
10 Jan (M) | LQR Derivation (L2-1, MP3) | OBC Ch 2.4 | HW #2 | |
12 Jan (W) | LQR Properties (L2-2, MP3) | OBC Ch 2.5 | ||
14 Jan (F) | Choosing LQR weights, examples (L2-3, MP3) | OBC Ch 2.5 | ||
3 |
Dynamic Programming | |||
17 Jan (M) | Institute Holiday (MLK) | HW #3 | ||
19 Jan (W) | Introduction to Dynamic Programming (L3-2, MP3) | |||
21 Jan (W) | Dynamic Programming and LQR (L3-3, MP3) | |||
4 |
Receding Horizon Control | |||
24 Jan (M) | No lecture | HW #4 | ||
26 Jan (W) | Receding Horizon Control (L4-2, MP3 | Carson Ch 2, OBC Ch 3.1-3.2 | ||
28 Jan (F) | Receding Horizon Control & wrap-up of optimization | |||
5 |
Stochastic Systems | |||
31 Jan (M) | Random processes (L5-1, MP3) | OBC Ch 4.1-4.3 | Midterm | |
2 Feb (W) | Frequency-domain interpretation (L5-2, MP3) | OBC Ch 4.4-4.5 | ||
4 Feb (F) | Frequency-domain interpretation (L5-3, MP3) | OBC Ch 4.4-4.5 | ||
6 |
Continuous-time Kalman Filter | |||
7 Feb (M) | Covariance propagation (L6-1, MP3) | HW #5 | ||
9 Feb (W) | Kalman filter (L6-2, MP3) | OBC Ch 5.1-5.x | ||
11 Feb (W) | Kalman filter (L6-3, MP3) | OBC Ch 5.1-5.x | ||
7 |
Discrete-time Kalman filtering | |||
14 Feb (M) | Institute Holiday (President's day) | HW #6 | ||
16 Feb (W) | Kalman filter & sensor fusion (L7-2, MP3) | OBC Ch 6.1 | ||
8 |
KF contd | |||
21 Feb (M) | Linear Quadratic Gaussian control (L8-1, MP3) | TBD | HW #7 | |
23 Feb (W) | Optimization (guest lecture) (L8-2, MP3) | |||
9 |
LQG | |||
28 Feb (M) | ||||
2 Mar (W) | LQG (L9-2, MP3) | |||
10 |
Uncertainty | |||
7 Mar (M) | Uncertainty & small gain theorem (L10-1, MP3) | AM 9.5, DFT Ch 4 | Final | |
9 Mar (W) | Example and H-infinity optimization (L10-2, MP3) |