Supplement: Optimization-Based Control

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These notes serve as a supplement to Feedback Systems by Åström and Murray and expand on some of the topics introduced there. Our focus is on the use of optimization-based methods for control, including optimal control theory, receding horizon control and Kalman filtering. Each chapter is intended to be a standalone reference for advanced topics that are introduced in Feedback Systems.

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Summary of Changes

  • 4 Jan 09: Version 2.0b - entered fixes and error corrections through chapters 1-4
  • 1 Jun 08: Version 2.0a - fixes and updates throughout; posting individual chapters as they are done. Significant changes:
    • Changed Section 2.1 (review of optimization) to refer to minimum instead of maximum (more compatible with later usage)
    • Added missing derivations and proofs in Chapter 2
  • 27 Feb 08: Version 1.8a - initial cut at discrete-time/sensor fusion chapter; bare bones derivations
  • 23 Feb 08: Version 1.7b - fixed up the Kalman filtering notes a bit, but they still need more work. Inserted MATLAB code as an example of how to apply everything
  • 21 Feb 08: Version 1.7a - first version of Kalman filtering notes; still pretty rough (bullets instead of paragraphs)
  • 15 Feb 08: Version 1.6d - added references for further reading + summary figure
  • 13 Feb 08: Version 1.6c - use R_V instead of Q_V (consistent with main text)
  • 12 Feb 08: Version 1.6b posted; updated state space computations for stochastic systems
  • 11 Feb 08: Version 1.6a posted; new chapter on stochastic systems
  • 30 Jan 08: Version 1.4a posted; new chapter on receding horizon control
  • 25 Jan 08: fixed up some bad references; expanded the LQR design example (pvtol); added example of abnormal extremal
  • 23 Jan 08: updated Ch 2; more details on LQR
  • 14 Jan 08: updated Ch 1 and posted Ch 2. Fixed a couple of small bugs in Ch 1. Changed uff to ud.
  • 7 Jan 08: first post (Ch 1)
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