Difference between revisions of "Cds110b WI14"
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−  +  <font color='blue' size='+2'>CDS 110b: Introduction to Control Theory</font>__NOTOC__  
−  +   valign=top  
−  +   width=50%   
−  +  '''Instructors'''  
−  +  * John Doyle, doyle@cds.caltech.edu  
−  +  * Lectures: Tu/Th, 910:30, 105 ANB  
−  +  * Office hours: TBD (please email to schedule)  
−  +   width=50%   
−  +  '''Teaching Assistants'''  
−  +  
−  <  +  
−  +  
−  +  
−  '''  +  
−  *  +  
−  * Lectures:  +  
−  * Office hours:TBD  +  
−  +  
−  '''Teaching Assistants'''  +  
* Vanessa Jonsson, Nikolai Matni  * Vanessa Jonsson, Nikolai Matni  
−  * Office hours:  +  * Contact: cds110tas@cds.caltech.edu 
−  +  * Office hours: TH, 45 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  
−  * 8 Jan  +  ===Announcements === 
+  * 8 Jan 2014: web page creation, uploaded lecture 1 material  
+  === Tentative Lecture Schedule ===  
−  ==  +  { class="mwcollapsible " width=100% border=1 cellpadding=5 
−  +    
−  +   '''Date'''  
−  '''  +   '''Topic''' 
−    +   '''Reading''' 
−  +   '''Homework'''  
−  <  +   valign=top 
−  +   valign=top  
−  =  +   7 Jan <br> 9 Jan 
−  +   Robustness, fragility, complexity and control I  
−  <  +  * Examples in neuroscience, glycolysis, technology 
−  +  Inverted pendulum revisited <br>  
−  * '  +  Discrete time, finite horizon LQR 
−  +    
−  *  +  * [https://www.cds.caltech.edu/~murray/wiki/images/b/b5/InvertedPendulum_classnote.pdf notes]<br> 
−  +  * [https://www.cds.caltech.edu/~murray/wiki/images/0/04/CDS110bLect1.pdf slides1], [https://www.cds.caltech.edu/~murray/wiki/images/a/a6/CDS110bLect1.pptx slides2]  
−  +   [https://www.cds.caltech.edu/~murray/wiki/images/0/0f/Cds110bwi14_hw1.pdf hw1]  
−  +   valign=top  
−    +   14 Jan <br> 16 Jan 
−  ==  +   Discrete time stochastic LQR <br> 
−  +  * Finite horizon, infinite horizon  
−  <  +   
−  +  * [https://www.cds.caltech.edu/~murray/wiki/images/c/c5/Ln1.pdf lecnotes1 ]  
−  +  * [https://www.cds.caltech.edu/~murray/wiki/images/8/83/Ln2.pdf lecnotes2]  
−  +  * [http://lall.stanford.edu/svn/engr207b_2012_to_2013_winter/data/matrix_facts_2011_02_07_01.pdf matrixnotes]  
−    +   [https://www.cds.caltech.edu/~murray/wiki/images/d/d9/Cds110bwi14hw2.pdf hw2] 
+   valign=top  
+   21 Jan <br> 23 Jan  
+   Continuous time LQR  
+  * Pontryagin's maximum principle <br>  
+  * Costate equations  
+  SDPs, duality and LQR  
+  * Relationship to Riccati solutions  
+    
+    
+   valign=top  
+   28 Jan <br> 30 Jan  
+   State estimation <br>  
+  Kalman Filters  
+    
+   [https://www.cds.caltech.edu/~murray/wiki/images/4/47/Cds110bwi14_hw3.pdf hw3]  
+   valign=top  
+   4 Feb <br> 6 Feb  
+   Discrete time output feedback LQG  
+  * Connections with H2 optimal control  
+    
+    
+   valign=top  
+   11 Feb <br> 13 Feb  
+   Modeling, Robustness/efficiency tradeoffs <br>  
+  * Heart rate variability  
+    
+  * [https://www.cds.caltech.edu/~murray/wiki/images/c/cb/2HRVdetails.pdf lecslides]  
+  *[https://www.cds.caltech.edu/~murray/wiki/images/4/4b/Main_text.pdf HRVpreprint ] [https://www.cds.caltech.edu/~murray/wiki/images/b/b4/SI.PDF HRVSI]  
+    
+   valign=top  
+   18 Feb <br> 20 Feb <br>  
+    
+    
+    
+   valign=top  
+   valign=top  
+   25 Feb <br> 27 Feb <br>  
+    
+    
+   valign=top  
+   4 Mar <br> 6 Mar <br>  
+    
+    
+    
+   valign=top  
+   11 Mar <br>  
+    
+    
+    
+  }  
=== Course Text and References ===  === Course Text and References ===  
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* F. L. Lewis and V. L. Syrmos, ''Optimal Control'', Second Edition, WileyIEEE, 1995. ([http://books.google.com/books?ie=UTF8&hl=en&vid=ISBN0471033782&id=jkD37elP6NIC Google Books])  * F. L. Lewis and V. L. Syrmos, ''Optimal Control'', Second Edition, WileyIEEE, 1995. ([http://books.google.com/books?ie=UTF8&hl=en&vid=ISBN0471033782&id=jkD37elP6NIC Google Books])  
* A. D. Lewis, ''[http://penelope.mast.queensu.ca/math332/notes.shtml A Mathematical Approach to Classical Control]'', 2003.  * A. D. Lewis, ''[http://penelope.mast.queensu.ca/math332/notes.shtml 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 [https://www.cds.caltech.edu/~murray/wiki/images/6/6d/01IEEEProcNetsLayeringAsOptDecomp.pdf 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 [https://www.cds.caltech.edu/~murray/wiki/images/d/df/022007FundamentalLimits.pdf 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. 481484 24 April 2009 [https://www.cds.caltech.edu/~murray/wiki/images/b/b9/03ScienceFire.pdf 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 56:586599. [https://www.cds.caltech.edu/~murray/wiki/images/b/b3/04AMSNoticesInternet.pdf link]  
+  
+  5. Alderson DL, Doyle JC (2010) Contrasting views of complexity and their implications for networkcentric infrastructures. IEEE Trans Systems Man Cybernetics—Part A: Syst Humans 40:839852. [https://www.cds.caltech.edu/~murray/wiki/images/3/31/05AldersonDoyletsmcaJuly2010.pdf 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 99119 [https://www.cds.caltech.edu/~murray/wiki/images/3/37/06GaymeJFM2010.pdf link]  
+  
+  7. H. Sandberg, J. C. Delvenne, J. C. Doyle. (2011) On Lossless Approximations, the FluctuationDissipation Theorem, and Limitations of Measurements, IEEE Trans Auto Control, Feb 2011  
+  
+  8. J Lavaei, A Babakhani, A Hajimiri, and JC Doyle (2011), Solving LargeScale Hybrid CircuitAntenna Problems, IEEE Transactions on Circuits and Systems I, vol. 58, no. 2, pp. 374387, Feb. 2011. [https://www.cds.caltech.edu/~murray/wiki/images/0/04/08LavaeiCircuits.pdf link]  
+  
+  9. Chandra F, Buzi G, Doyle JC (2011) Glycolytic oscillations and limits on robust efficiency. Science, Vol 333, pp 187192. [https://www.cds.caltech.edu/~murray/wiki/images/6/68/09ScienceGlycolyticOscOnlineFinal.pdf link]  
+  
+  10. JC Doyle, ME Csete (2011) Architecture, Constraints, and Behavior, P Natl Acad Sci USA, vol. 108, Sup 3 1562415630 [https://www.cds.caltech.edu/~murray/wiki/images/4/47/10PNASOnlineFinalSackler2011.pdf 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 [https://www.cds.caltech.edu/~murray/wiki/images/4/47/11PhysOfFluidsForcedSolutions2011.pdf 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 [https://www.cds.caltech.edu/~murray/wiki/images/a/a6/13SepsisJCritCareNihms300207.pdf 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: 59085921  
+  [https://www.cds.caltech.edu/~murray/wiki/images/5/55/14ChenEtAlMulticastIEEETIT2012.pdf link ] 
Latest revision as of 03:04, 22 February 2014
CDS 110b: Introduction to Control Theory  
Instructors

Teaching Assistants

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
Inverted pendulum revisited 
hw1  
14 Jan 16 Jan 
Discrete time stochastic LQR

hw2  
21 Jan 23 Jan 
Continuous time LQR
SDPs, duality and LQR


28 Jan 30 Jan 
State estimation Kalman Filters 
hw3  
4 Feb 6 Feb 
Discrete time output feedback LQG


11 Feb 13 Feb 
Modeling, Robustness/efficiency tradeoffs


18 Feb 20 Feb 

25 Feb 27 Feb 

4 Mar 6 Mar 

11 Mar 
Course Text and References
The main course text is
 J. Doyle, B. Francis, A. Tannenbaum, Feedback Control Theory, Macmillan, 1992.
 R. M. Murray, OptimizationBased Control, Preprint, 2008.
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 StateSpace Methods, Dover, 2004.
 F. L. Lewis and V. L. Syrmos, Optimal Control, Second Edition, WileyIEEE, 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. 481484 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 56:586599. link
5. Alderson DL, Doyle JC (2010) Contrasting views of complexity and their implications for networkcentric infrastructures. IEEE Trans Systems Man Cybernetics—Part A: Syst Humans 40:839852. 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 99119 link
7. H. Sandberg, J. C. Delvenne, J. C. Doyle. (2011) On Lossless Approximations, the FluctuationDissipation Theorem, and Limitations of Measurements, IEEE Trans Auto Control, Feb 2011
8. J Lavaei, A Babakhani, A Hajimiri, and JC Doyle (2011), Solving LargeScale Hybrid CircuitAntenna Problems, IEEE Transactions on Circuits and Systems I, vol. 58, no. 2, pp. 374387, Feb. 2011. link
9. Chandra F, Buzi G, Doyle JC (2011) Glycolytic oscillations and limits on robust efficiency. Science, Vol 333, pp 187192. link
10. JC Doyle, ME Csete (2011) Architecture, Constraints, and Behavior, P Natl Acad Sci USA, vol. 108, Sup 3 1562415630 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: 59085921 link