CDS 140b, Spring 2012
This will be the homepage for CDS 140b for Winter 2012.
Teaching Assistants (cds110-tas@cds)
- 16 Mar 11: Final solution: 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 Homework 6.
- 18 Feb 11: A corrected version (Version 2) of the notes handed out in class today: 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: Chapter 9 (Section 9.3) of the book Optimal State Estimation by Dan Simon provides a more careful derivation of the fixed-lag smoothing results of Section 7.3 of Anderson and Moore.
- 15 Feb 11: 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 here (in PDF format)
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
The main course lectures are on MWF from 2--3 pm in 107 Annenberg.
The TA will hold office hours on Sundays, 4--6 pm in 114 Steele (CDS library).
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 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.
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 IMSS (Caltech students only). An online tutorial is available at
Course Text and References
In addition to the books above, the textbooks below may also be useful. They are available in the library (non-reserve), from other students, or you can order them online.
- B. Friedland, Control System Design: An Introduction to State-Space Methods, McGraw-Hill, 1986.
- G. F. Franklin, J. D. Powell, and A. Emami-Naeni, Feedback Control of Dynamic Systems, Addison-Wesley, 2002.
For the Estimation and Kalman Filtering portion of the class, these free on-line sources (in PDF format) may be useful:
- Brian D.O. Anderson and John B. Moore, Optimal Filtering, Prentice-Hall, 1979
- M.S. Grewal & A.P. Andrews, Kalman Filtering: Theory and Practice Using MATLAB, 2nd ed., John Wiley & Sons, 2001;
- A transcribed copy of Kalman's original 1960 paper on the discrete time filter;
A detailed course schedule is available on the course schedule page (also shown on the "menu bar" at the top of each course page).
- 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). 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: ltv.m, useful with [t1,x1]=ode45(@ltv,[0 T],[1 0],,A,B,Kt,t); to compute the initial-time 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.