CDS 110b, Winter 2011 - Course Schedule

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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

solns

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

solns

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

solns

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

solns

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

solns

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

solns

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

solns

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

solns

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)
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