Cds110b WI14

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CDS 110b: Introduction to Control Theory

Instructors

  • John Doyle, doyle@cds.caltech.edu
  • Lectures: Tu/Th, 9-10:30, 105 ANB
  • Office hours: TBD (please e-mail to schedule)

Teaching Assistants

  • Vanessa Jonsson, Nikolai Matni
  • Contact: cds110-tas@cds.caltech.edu
  • Office hours: TH, 4-5 pm, Ann 213, and upon request

Course Description

An introduction to analysis and design of feedback control systems, including classical control theory in the time and frequency domain. Modeling of physical, biological, and information systems using linear and nonlinear differential equations. Stability and performance of interconnected systems, including use of block diagrams, Bode plots, the Nyquist criterion, and Lyapunov functions. Robustness and uncertainty management in feedback systems through stochastic and deterministic methods. Introductory random processes, Kalman filtering, and norms of signals and systems. The first term of this course is taught concurrently with CDS 101, but includes additional lectures, reading, and homework that is focused on analytical techniques for design and synthesis of control systems

Announcements

  • 8 Jan 2014: web page creation, uploaded lecture 1 material

Tentative Lecture Schedule

Date Topic Reading Homework
7 Jan
9 Jan
Robustness, fragility, complexity and control I
  • Examples in neuroscience, glycolysis, technology

Inverted pendulum revisited
Discrete time, finite horizon LQR

hw1
14 Jan
16 Jan
Discrete time stochastic LQR
  • Finite horizon, infinite horizon
hw2
21 Jan
23 Jan
Continuous time LQR
  • Pontryagin's maximum principle
  • Costate equations

SDPs, duality and LQR

  • Relationship to Riccati solutions
28 Jan
30 Jan
State estimation

Kalman Filters

hw3
4 Feb
6 Feb
Discrete time output feedback LQG
  • Connections with H2 optimal control
11 Feb
13 Feb
Modeling, Robustness/efficiency tradeoffs
  • Heart rate variability
18 Feb
20 Feb
25 Feb
27 Feb
4 Mar
6 Mar
11 Mar

Course Text and References

The main course text is

You may find the following texts useful as well:

  • K. J. Åström and R. M. Murray, ', Princeton University Press, 2008.
  • B. Friedland, Control System Design: An Introduction to State-Space Methods, Dover, 2004.
  • F. L. Lewis and V. L. Syrmos, Optimal Control, Second Edition, Wiley-IEEE, 1995. (Google Books)
  • A. D. Lewis, A Mathematical Approach to Classical Control, 2003.

Selected Papers

1. M Chiang, SH Low, AR Calderbank, JC. Doyle (2007) Layering As Optimization Decomposition, PROCEEDINGS OF THE IEEE, Volume: 95 Issue: 1 Jan 2007 link

2. Martins NC, Dahleh MA, Doyle JC (2007) Fundamental Limitations of Disturbance Attenuation in the Presence of Side Information, IEEE Trans Auto Control, Feb 2007 link

3. Bowman, Balch, Artaxo, Bond, Carlson, Cochrane, D’Antonio, DeFries, Doyle, et al. Fire in the Earth System, Science, Vol. 324 no. 5926 pp. 481-484 24 April 2009 link

4. Willinger W, Alderson D, and Doyle JC (2009) Mathematics and the internet: A source of enormous confusion and great potential. Notices Amer Math Soc 56:586-599. link

5. Alderson DL, Doyle JC (2010) Contrasting views of complexity and their implications for network-centric infrastructures. IEEE Trans Systems Man Cybernetics—Part A: Syst Humans 40:839-852. link

6. Gayme DF, McKeon BJ, Papachristodoulou P, Bamieh B, Doyle JC (2010) A streamwise constant model of turbulence in plane Couette flow, J Fluid Mech, vol 665, pp 99-119 link

7. H. Sandberg, J. C. Delvenne, J. C. Doyle. (2011) On Lossless Approximations, the Fluctuation-Dissipation Theorem, and Limitations of Measurements, IEEE Trans Auto Control, Feb 2011

8. J Lavaei, A Babakhani, A Hajimiri, and JC Doyle (2011), Solving Large-Scale Hybrid Circuit-Antenna Problems, IEEE Transactions on Circuits and Systems I, vol. 58, no. 2, pp. 374-387, Feb. 2011. link

9. Chandra F, Buzi G, Doyle JC (2011) Glycolytic oscillations and limits on robust efficiency. Science, Vol 333, pp 187-192. link

10. JC Doyle, ME Csete (2011) Architecture, Constraints, and Behavior, P Natl Acad Sci USA, vol. 108, Sup 3 15624-15630 link

11. Gayme DF, McKeon BJ, Bamieh B, Papachristodoulou P, Doyle JC (2011) Amplification and Nonlinear Mechanisms in Plane Couette Flow, Physics of Fluids, V23, Issue 6, 065108 link

12. Page, M. T., D. Alderson, and J. Doyle (2011), The magnitude distribution of earthquakes near Southern California faults, J. Geophys. Res., 116, B12309, doi:10.1029/2010JB007933.

13. Namas R, Zamora R, An, G, Doyle, J et al, (2012) Sepsis: Something old, something new, and a systems view, Journal Of Critical Care Volume: 27 Issue: 3 link

14. Chen, L; Ho, T; Chiang, M, Low S; Doyle J,(2012) Congestion Control for Multicast Flows With Network Coding, IEEE Trans On Information Theory Volume: 58 Issue: 9 Pages: 5908-5921 link