Supplement: Optimization-Based Control
Richard M. Murray (Caltech)
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.
Note: These notes are in draft form and may contain errors. Permission is granted to download and print a copy for individual use, but this material may not be reproduced, in whole or in part, without written consent from the author.
- 15 Feb 10: updated version of Chapter 4 (stochastic systems) is posted; multiple fixes + some new material
- 3 Jan 10: posted updated version of Chapters 1 and 2 (mainly small fixes) + working errata link
- 22 Dec 09: updated versions of all chapters posted; working through small fixes over the next few weeks
- 22 Dec 09: updated supplement main page to a new format
- 4 Jan 09: Version 2.0b posted - fixes and error corrections for chapters 1-4