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.

Summary of Changes

  • 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 to .
  • 7 Jan 08: first post (Ch 1)