Optimal Control - acsl آزمایشگاه سیستم کنترل پیشرفته
Instructor
M. J. Yazdanpanah
Professor of Electrical Engineering
School of Electrical and Computer Eng., University of Tehran, Tehran, Iran
Office: Room #730, 7th floor, ECE Bldg.
Tel: 82084925
Email: yazdan@ut.ac.ir
Professor of Electrical Engineering
School of Electrical and Computer Eng., University of Tehran, Tehran, Iran
Office: Room #730, 7th floor, ECE Bldg.
Tel: 82084925
Email: yazdan@ut.ac.ir
Office hours
Students are welcome to set appointments through email.
Course Outline
● Unconstrained and Constrained Optimization of Functions
● Orthogonal Projection
● Dynamic Programming, and Bellman's Principle of Optimality
● Hamilton-Jacobi-Bellman (HJB) Equation
● Calculus of Variations
● Unconstrained and Constrained Optimization of Functionals
● Constrained Optimal Control, and Pontryagin's Minimum Principle
● Riccati Differential Equation and Hamiltonian system
● Linear Quadratic Regulator (LQR) (finite/infinite horizon)
● Stochastic Regulator (finite/infinite horizon) and its relation to H2 optimal control
● Kalman Filter (finite/infinite horizon)
● Linear Quadratic Gaussian (LQG)
● Feed-Forward and Integral Control
● Robustness of LQG
● Loop Transfer Recovery
● New (applied.theorical) emerging topics will be covered in the final projects
● Orthogonal Projection
● Dynamic Programming, and Bellman's Principle of Optimality
● Hamilton-Jacobi-Bellman (HJB) Equation
● Calculus of Variations
● Unconstrained and Constrained Optimization of Functionals
● Constrained Optimal Control, and Pontryagin's Minimum Principle
● Riccati Differential Equation and Hamiltonian system
● Linear Quadratic Regulator (LQR) (finite/infinite horizon)
● Stochastic Regulator (finite/infinite horizon) and its relation to H2 optimal control
● Kalman Filter (finite/infinite horizon)
● Linear Quadratic Gaussian (LQG)
● Feed-Forward and Integral Control
● Robustness of LQG
● Loop Transfer Recovery
● New (applied.theorical) emerging topics will be covered in the final projects
References
Text book:
Linear and nonlinear programming
Luenberger David. G and Yinyu Ye; Vol. 2. Reading, MA: Addison-wesley, 1984
Linear Optimal Control: H2 and H8 Methods
Jeffrey B. Burl; Prentice Hal, 1999.
Optimal Control Theory
D. E. Kirk; Prentice Hall, 1970.
Other References:
Optimization by vector space methods
Luenberger David. G; John Wiley & Sons, 1969.
Linear Optimal Control Systems
H. Kwakernaak and R. Sivan; Wiley, 1972.
Optimal Control: Linear Quadratic Methods
B.D.O. Anderson and J.B. Moor; Prentice-Hall, 1990
Optimal Control: An Introduction to the Theory and Its Applications
M. Athans and P.L. Falb, Dover,1966 (Reprint 2006)
Applied optimal control: Optimization, Estimation and Control
A.E. Bryson and Yu-Chi Ho, Taylor & Francis, 1975
Optimal Control
F.L. Lewis and V.L. Syrmos, Wiley-IEEE, 1995
Optimum Systems Control
A.P. Sage and C.C. White, Prentice Hall; 2nd edition,1977
Linear and nonlinear programming
Luenberger David. G and Yinyu Ye; Vol. 2. Reading, MA: Addison-wesley, 1984
Linear Optimal Control: H2 and H8 Methods
Jeffrey B. Burl; Prentice Hal, 1999.
Optimal Control Theory
D. E. Kirk; Prentice Hall, 1970.
Other References:
Optimization by vector space methods
Luenberger David. G; John Wiley & Sons, 1969.
Linear Optimal Control Systems
H. Kwakernaak and R. Sivan; Wiley, 1972.
Optimal Control: Linear Quadratic Methods
B.D.O. Anderson and J.B. Moor; Prentice-Hall, 1990
Optimal Control: An Introduction to the Theory and Its Applications
M. Athans and P.L. Falb, Dover,1966 (Reprint 2006)
Applied optimal control: Optimization, Estimation and Control
A.E. Bryson and Yu-Chi Ho, Taylor & Francis, 1975
Optimal Control
F.L. Lewis and V.L. Syrmos, Wiley-IEEE, 1995
Optimum Systems Control
A.P. Sage and C.C. White, Prentice Hall; 2nd edition,1977
Assignments
Homeworks
Course Project
Goals
● To make students familiar with the new (applied/theoretical) emerging topics in the field.
● To improve research, technical reporting, and presentation abilities of students.
Preparation
● Students are supposed to select a topic and prepare a proposal. The proposal should be strictly related to the course syllabus.
● Prepare your proposal based on the specified format. (Use Adobe Acrobat Professional 8.0 or higher to open, fill out, save and print)
● Students should orally present their proposals, each in 5 minutes, at a presentations session (held at the last week of the term).
● Final reports should follow the standard template and are supposed to be submitted within 15 days after the final exam.
● Students should prepare their presentation file according to the standard template and then
present their final results, each in 15 minutes, at a session close to the deadline.
Suggestions
● Start your search for an appropriate topic from the first weeks of the course.
● Be in contact with the instructor about your topic of interest.
Important
● You should hand in a hard copy of your proposal at the presentations session.
● Avoid any kind of Plagiarism! Read IEEE Plagiarism Tutorial IEEE Plagiarism Tutorial carefully to know what plagiarism is and how to avoid it.
● Submission of the results of your research work, to any conference and/or journal, is primarily, subject to instructor's approval.
Evaluation of course project
Course Project
Goals
● To make students familiar with the new (applied/theoretical) emerging topics in the field.
● To improve research, technical reporting, and presentation abilities of students.
Preparation
● Students are supposed to select a topic and prepare a proposal. The proposal should be strictly related to the course syllabus.
● Prepare your proposal based on the specified format. (Use Adobe Acrobat Professional 8.0 or higher to open, fill out, save and print)
● Students should orally present their proposals, each in 5 minutes, at a presentations session (held at the last week of the term).
● Final reports should follow the standard template and are supposed to be submitted within 15 days after the final exam.
● Students should prepare their presentation file according to the standard template and then
present their final results, each in 15 minutes, at a session close to the deadline.
Suggestions
● Start your search for an appropriate topic from the first weeks of the course.
● Be in contact with the instructor about your topic of interest.
Important
● You should hand in a hard copy of your proposal at the presentations session.
● Avoid any kind of Plagiarism! Read IEEE Plagiarism Tutorial IEEE Plagiarism Tutorial carefully to know what plagiarism is and how to avoid it.
● Submission of the results of your research work, to any conference and/or journal, is primarily, subject to instructor's approval.
Evaluation of course project
| Evaluatin of Course Project | Percentage |
|---|---|
| Quality of report structure, format and appearance | 15% |
| Quality of oral presentation | 25% |
| Innovations, contributions, and depth of analysis/synthesis | 60% |
Evaluation
| Evaluatin of the Course | Percentage |
|---|---|
| Homeworks | 25% |
| Midterm Exam | 25% |
| Final Project | 25% |
| Final Exam | 25% |