

Line 121: 
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 '''Course Textbooks'''   '''Course Textbooks''' 
   
 +  * H. Khalil, Nonlinear Systems, Prentice Hall; 3rd edition, 2001. ISBN: 9780130673893 
 * S. Strogatz, Nonlinear Dynamics And Chaos, Westview Press, 1994. ISBN: 9780738204536   * S. Strogatz, Nonlinear Dynamics And Chaos, Westview Press, 1994. ISBN: 9780738204536 
 * L. Perko, Differential Equations and Dynamical Systems (3rd), Springer, 2001. ISBN: 9780387951164   * L. Perko, Differential Equations and Dynamical Systems (3rd), Springer, 2001. ISBN: 9780387951164 
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 '''Additional Sources:'''   '''Additional Sources:''' 
   
−  * H. Khalil, Nonlinear Systems, Prentice Hall; 3rd edition, 2001. ISBN: 9780130673893
 
 * F. Verhulst, Nonlinear Differential Equations and Dynamical Systems, Springer; 2ed Edition, 1996. ISBN: 9783540609346   * F. Verhulst, Nonlinear Differential Equations and Dynamical Systems, Springer; 2ed Edition, 1996. ISBN: 9783540609346 
 * S. Wiggins, Introduction to Applied Nonlinear Dynamical Systems and Chaos, Springer; 2nd edition, 2003. ISBN: 9780387001777   * S. Wiggins, Introduction to Applied Nonlinear Dynamical Systems and Chaos, Springer; 2nd edition, 2003. ISBN: 9780387001777 
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 == Projects: ==   == Projects: == 
− 
 
− 
 
− 
 
−  <table width=100%>
 
−  <tr valign=top>
 
−  <td>
 
−  '''Instructor'''
 
−  * [http://www.cds.caltech.edu/~macmardg/ Doug MacMynowski], macmardg@cds.caltech.edu
 
−  * Lectures: MWF 23 pm, 107 Annenberg
 
−  * Office hours (DGM): Mondays, 1112 am (by appt!)
 
−  * Prior years: [http://www.cds.caltech.edu/~murray/wiki/CDS_110b%2C_Winter_2007 WI07][http://www.cds.caltech.edu/~murray/wiki/CDS_110b%2C_Winter_2008 WI08] [https://www.cds.caltech.edu/help/cms.php?op=wiki&wiki_op=view&id=223 WI09] [http://www.cds.caltech.edu/~macmardg/wiki/index.php?title=CDS_110b%2C_Winter_2010 WI10]
 
−  </td><td>
 
−  '''Teaching Assistants''' (cds110tas@cds)
 
−  * Jerry Cruz, Andy Lamperski
 
−  ** please send email requests to cds110tas@cds, which is read also by Doug.
 
−  * Office hours: Sundays, 46 pm in 114 Steele (CDS library).
 
−  </td></tr>
 
−  </table>
 
− 
 
−  == Announcements ==
 
−  <table align=right border=0>
 
−  <tr>
 
−  <td>
 
−  [[#Old AnnouncementsArchive]]
 
−  </td></tr>
 
−  </table>
 
−  * 16 Mar 11: Final solution: [http://www.cds.caltech.edu/~macmardg/courses/cds110b/wi11/pdf/solns/fnsolnwi11.pdf fnsoln]. Please do not circulate to anyone. Also, if you want to keep any solutions, save them, since I will delete them from the server in a few weeks (to minimize risk of dispersal).
 
−  * 16 Mar 11: Average on final: 43, std 11, but distribution is not at all Gaussian. (Median 40.5)
 
−  * 12 Mar 11: Solution for the LQG question of HW 6 posted on schedule page under link for HW 6. (Note that there is a factor of 2pi occasionally missing in the solutions.)
 
−  * 10 Mar 11: Solution for HW 5 posted on schedule page (the rest of that week isn't updated, but the solution link should work!)
 
−  * 06 Mar 11: Note that the final exam will be handed out on Wednesday and due the following Wed (March 16) at 5pm.
 
−  * 03 Mar. 11: This is the revised and updated version of [[media:Homework6_CDS110b_Winter11.pdf  Homework 6]].
 
−  * 18 Feb 11: A corrected version (Version 2) of the notes handed out in class today: [[media:FixedLagSmootherV2.pdf  Notes on the Fixed Lag Smoother (version 2)]]
 
−  * 17 Feb 11: The derivations in Chapt. 9 of Simon's book have several bugs/typos, and should not be relied upon
 
−  * 16 Feb 11: [[media:Chapt9Simon.pdf  Chapter 9]] (Section 9.3) of the book '''Optimal State Estimation''' by Dan Simon provides a more careful derivation of the fixedlag smoothing results of Section 7.3 of Anderson and Moore.
 
−  * 15 Feb 11: [[media:Homework5_CDS110b_Winter11.pdf  Homework #5]] is due Tuesday Feb. 22.
 
−  * 2 Feb 11: Midterm handed out in class. you can find extra copies in a small cardboard box located between the mail slots in the south side of the Steele Building]
 
−  * 2 Feb 11: Lecture Slides on Estimation Motivation can be found [http://robotics.caltech.edu/~jwb/KalmanIntro.pdf here (in PDF format)]
 
− 
 
− 
 
− 
 
−  = Course Syllabus =
 
−  <table align=right border=1 width=20% cellpadding=6>
 
−  <tr>
 
−  <td>
 
−  <center>'''Contents'''</center>
 
−  <ul>
 
−  <li> [[#GradingGrading]] </li>
 
−  <li> [[#Lectures and RecitationsLectures/Recitations]] </li>
 
−  <li> [[#Collaboration PolicyCollaboration Policy]] </li>
 
−  <li> [[#SoftwareSoftware]] </li>
 
−  <li> [[#Course Text and ReferencesCourse Text]] </li>
 
−  <li> [[#Course_ScheduleCourse Schedule]]</li>
 
−  </ul>
 
−  </td></tr>
 
−  </table>
 
−  CDS 110b focuses on intermediate topics in control theory, including optimal control methods, stochastic systems, state estimation using Kalman filters, and modern control design techniques. Upon completion of the course, students will be able to design and analyze control systems of moderate complexity
 
− 
 
−  === Lectures ===
 
−  The main course lectures are on MWF from 23 pm in 107 Annenberg.
 
− 
 
−  The TA will hold office hours on Sundays, 46 pm in 114 Steele
 
−  (CDS library).
 
− 
 
−  === Grading ===
 
−  The final grade will be based on homework sets, a midterm exam, and a final exam:
 
− 
 
−  *''Homework (50%):'' Homework sets will be handed out weekly and due on Mondays by 5 pm to the box outside of 102 Steele. Students are allowed three grace periods of two days each that can be used at any time (but no more than 1 grace period per homework set). Late homework beyond the grace period will not be accepted without a note from the health center or the Dean. MATLAB code and SIMULINK diagrams are considered part of your solution and should be printed and turned in with the problem set (whether the problem asks for it or not).
 
− 
 
−  * ''Midterm exam (20%):'' A midterm exam will be handed out at the beginning of midterms period (2 Feb) and due at the end of the midterm examination period (8 Feb). The midterm exam will be open book and computers will be allowed (though not required).
 
− 
 
−  * ''Final exam (30%):'' The final exam will be handed out on the last day of class (9 Mar) and due at the end of finals (Wed 16 Mar). It will be an open book exam and computers will be allowed (though not required).
 
− 
 
−  === Collaboration Policy ===
 
− 
 
−  Collaboration on homework assignments is encouraged. You may consult
 
−  outside reference materials, other students, the TA, or the
 
−  instructor, but you cannot consult homework solutions from
 
−  prior years and you must cite any use of material from outside
 
−  references. All solutions that are handed in should be written up
 
−  individually and should reflect your own understanding of the subject
 
−  matter at the time of writing. MATLAB scripts and plots are
 
−  considered part of your writeup and should be done individually (you
 
−  can share ideas, but not code).
 
− 
 
−  No collaboration is allowed on the midterm or final exams.
 
− 
 
−  === Software ===
 
−  Computer exercises will be assigned as part of the regular homeworks. The
 
−  exercises are designed to be done in MATLAB, using the Control Toolbox and
 
−  SIMULINK. Caltech has a site license for this software and it may be obtained
 
−  from [http://software.caltech.edu IMSS] (Caltech students only). An online tutorial is available at
 
−  <center>
 
−  http://www.engin.umich.edu/group/ctm/basic/basic.html
 
−  </center>
 
− 
 
−  === Course Text and References ===
 
− 
 
−  The primary course texts are
 
−  [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=Supplement:_OptimizationBased_Control ''Optimizationbased Control''] by Murray, 2008 (for the first 7 weeks), and [http://www.cds.caltech.edu/~macmardg/courses/cds110b/dft/dft.html ''Feedback Control Theory''] for the final few weeks of the quarter.
 
− 
 
−  In addition to the books above, the textbooks below may also be useful. They are available in the library (nonreserve), from other students, or you can order them online.
 
− 
 
−  * B. Friedland, ''Control System Design: An Introduction to StateSpace Methods'', McGrawHill, 1986.
 
−  * G. F. Franklin, J. D. Powell, and A. EmamiNaeni, ''Feedback Control of Dynamic Systems'', AddisonWesley, 2002.
 
− 
 
−  For the Estimation and Kalman Filtering portion of the class, these free online sources (in PDF format) may be useful:
 
− 
 
−  * [http://users.cecs.anu.edu.au/~john/papers/BOOK/B02.PDF Brian D.O. Anderson and John B. Moore, '''Optimal Filtering''', PrenticeHall, 1979]
 
−  *[http://www.kxcad.net/cae_MATLAB/Matlab_Ebooks/Grewal,%20Andrews.%20Kalman%20filtering..%20theory%20and%20practice%20using%20MATLAB%20(2ed.,%20Wiley,%202001)(410s).pdf M.S. Grewal & A.P. Andrews, '''Kalman Filtering: Theory and Practice Using MATLAB''', 2nd ed., John Wiley & Sons, 2001];
 
−  * [http://www2.elo.utfsm.cl/~ipd481/Papers%20varios/kalman1960.pdf A ''transcribed'' copy of Kalman's original 1960 paper on the discrete time filter];
 
− 
 
−  === Course Schedule ===
 
−  A detailed course schedule is available on the [[CDS 110b, Winter 2011  Course Schedulecourse schedule]] page (also shown on the "menu bar" at the top of each course page).
 
− 
 
−  == Old Announcements ==
 
−  * 24 Jan 11: HW #4 posted; since no lecture covering this topic before Wednesday, I put the due date as next Tuesday (again)
 
−  * 24 Jan 11: NO class today (Monday)
 
−  * 19 Jan 11: HW #3 posted. Cost matrices for use in HW #3, problem 1: (JS and JE are the costs for traveling south or east, respectively). [http://www.cds.caltech.edu/~macmardg/courses/cds110b/wi10/costs.mat costs.mat]
 
−  * 18 Jan 11: HW #1 average 28.7/30
 
−  * 10 Jan 11: HW # 2 posted (if you downloaded it before 5pm you're missing the third problem). Stay tuned for some useful scripts on the third problem, such as: [http://www.cds.caltech.edu/~macmardg/courses/cds110b/wi11/matlab/ltv.m ltv.m], useful with [t1,x1]=ode45(@ltv,[0 T],[1 0],[],A,B,Kt,t); to compute the initialtime response for a system where the gain Kt varies as a function of time t.
 
−  * 10 Jan 11: Note re HW #1, Q2, there is an additional special case not noted in the problem statement in which the velocity may be less than the maximum. You do not need to say anything about this case.
 
−  * 3 Jan 11: HW #1 available under "schedule" section for week 1.
 
− 
 
−  <!
 
−  * 8 Feb 10: Data file for HW #5: [http://www.cds.caltech.edu/~macmardg/courses/cds110b/wi10/GEMdat.mat GEMdat.mat]. Please look at this early; you WILL want to ask questions in office hours.
 
−  * 6 Feb 10: Solution matrices for HW #4, problem 1: (J1 and J2 are the value function (costtogo) from the respective node for cases 1 and 2; D1 and D2 give the optimal direction ("1"=south, "0"=east) at each node). [http://www.cds.caltech.edu/~macmardg/courses/cds110b/wi10/DPsolns.mat DPsolns.mat]
 
−  * 27 Jan 10: Cost matrices for use in HW #4, problem 1: (JS and JE are the costs for traveling south or east, respectively). [http://www.cds.caltech.edu/~macmardg/courses/cds110b/wi10/costs.mat costs.mat]
 
−  * 20 Jan 10: You might also find these notes useful on optimization: [http://www.cds.caltech.edu/~macmardg/courses/cds110b/wi10/pdf/Optimization.pdf Optimization]
 
−  * 11 Jan 10: HW #2 is posted (note "OBC" means "OptimizationBased Control", the text. On HW, that is simply FYI, since the problem is fully reproduced in the HW.)
 
−  !>
 