Cleveland State University

Department of Electrical and Computer Engineering

 

EEC 644 / 744

Optimal Control

Fall 2002

 

Description:    Introduction to the principles and methods of the optimal control approach: performance measures; dynamic programming; calculus of variations; Pontryagin’s Principle; optimal linear regulators; minimum time and minimum fuel problems; steepest descent; quasilinearization methods for determining optimal trajectories.

 

Objective:       This course is intended to introduce optimal control and estimation in a practical enough way that the student can apply the methods to real problems, but with enough theoretical background to justify the techniques and provide a foundation for advanced research. After taking this course, the student should be able to design optimal controllers for both linear and nonlinear systems. In addition, the student should be able to design optimal state estimators (i.e., Kalman filters) for both linear and nonlinear systems.

 

Text:               R. Stengel, Optimal Control and Estimation, Dover Publications, 1994.

References:    F. Hanson and J. Westman, Applied Stochastic Processes and Optimal Control: A Practical Introduction to Modeling with Jump-Diffusion Processes, Analysis and Computation , book proposal with sample chapters, March 2002
D. Kirk, Optimal Control Theory: An Introduction, Prentice Hall, 1970 (out of print)
P. Dorato, C. Abdallah, and V. Cerone, Linear-Quadratic Control: An Introduction, Prentice Hall
A. Bryson and Y. Ho, Applied Optimal Control, Hemisphere/Wiley, 1975 (old but excellent classic)
A. Bryson, Dynamic Optimization, Addison Wesley, 1999
K. Sivan, Linear Optimal Control Systems, John Wiley & Sons, 1972
B. Anderson and J. Moore, Optimal Control, Prentice Hall, 1990 (out of print)
B. Anderson and J. Moore, Optimal Filtering, Prentice Hall, 1979
A. Gelb, Applied Optimal Estimation, MIT Press, 1974

 

Prereqs:          EEC 440 - Control Systems
EEC 510 - Linear Systems

 

Time:              M W 6:00 - 7:50 PM

 

Place:              Stilwell Hall Room 306

 

Instructor:      Dr. Dan Simon

                        Phone:  216-687-5407

                        Web:  http://academic.csuohio.edu/simond/

                        Office:  Stilwell Hall 343
Lab:  Stilwell Hall 308

                        Office Hours:  M W 2:00-4:00

                        Feel free to call or stop by my office or lab any time and I'll be happy to help you if I'm available.

 

Grading:         Quiz                               5 %

                        Midterm Exam              30 %

                        Written Homework       15 %
Matlab Homework       15 %

                        Final Exam                   35 %

 

Homework:     You can work with others on homework, but identical homework assignments will be given a grade of zero.  Late homework will not be accepted.  Homework should be neat and legible, the pages should be stapled, and the problems should be in order.

 

Tests:              Quizzes and Exams will be open book and open notes. No electronic devices (e.g., calculators or computers) are allowed during quizzes or exams. No makeup quizzes or exams will be allowed without the prior permission of the instructor.

 

Course Outline

 

Date

Class Activity

 

Date

Class Activity

Mon. Aug. 26

Section 2.1-2.2 Lecture
Matrix Algebra / Calculus

 

Wed. Aug. 28

Section 2.3 Lecture
Dynamic Systems

Mon. Sep. 2

Holiday

 

Wed. Sep. 4

Section 2.1-2.3 HW
Section 3.1-3.3 Lecture
Parametric Optimization

Mon. Sep. 9

Section 3.4 Lecture
Optimality Conditions

 

Wed. Sep. 11

Section 2.1-2.3 Quiz
Section 3.4 Lecture
Optimality Conditions

Mon. Sep. 16

Section 3.4 Lecture
Optimality Conditions

 

Wed. Sep. 18

Section 3.5 Lecture
Constrained Optimization

Mon. Sep. 23

Section 3.1-3.4 HW

Section 3.5 Lecture
Constrained Optimization

 

Wed. Sep. 25

Section 3.5 Lecture
Constrained Optimization

Mon. Sep. 30

Section 3.6 Lecture
Numerical Optimization

 

Wed. Oct. 2

Section 3.7 Lecture
Neighboring Optimization

Mon. Oct. 7

Section 3.7 Lecture
Linear Quadratic Control

 

Wed. Oct. 9

Section 2.4 Lecture
Random Processes

Mon. Oct. 14

Holiday

 

Wed. Oct. 16

Section 3.5-3.7 HW

Section 4.1 Lecture
Least Squares Estimation

Mon. Oct. 21

Section 4.1 Lecture
Least Squares Estimation

 

Wed. Oct. 23

Section 4.2 Lecture
Propagation of Estimate

Mon. Oct. 28

Midterm Chapter 3

 

Wed. Oct. 30

Section 4.2 Lecture
Propagation of Estimate

Mon. Nov. 4

Section 4.1-4.2 HW

Section 4.3 Lecture
Discrete Kalman Filter

 

Wed. Nov. 6

Section 4.3 Lecture
Discrete Kalman Filter

Mon. Nov. 11

Holiday

 

Wed. Nov. 13

Section 4.3 Lecture
Discrete Kalman Filter

Mon. Nov. 18

Section 4.3 HW

Section 4.4 Lecture
Kalman Filter Extensions

 

Wed. Nov. 20

Section 4.4 Lecture
Kalman Filter Extensions

Mon. Nov. 25

Section 4.5 Lecture
Continuous Kalman Filter

 

Wed. Nov. 27

Chaps. 6-7 Quiz
Section 4.5 Lecture
Continuous Kalman Filter

Mon. Dec. 2

Section 4.6 Lecture
Nonlinear Estimation

 

Wed. Dec. 4

Section 4.4-4.6 HW

Section 4.6 Lecture
Nonlinear Estimation

Mon. Dec. 6

No Class

 

Wed. Dec. 8

Final Exam

 

 

Grading Scale

 

A......................... 93–100

A minus............... 90–92

B plus.................. 87–89

B......................... 83–86

B minus................ 80–82

C plus.................. 77–79

C......................... 70–76

D......................... 60–69

 

Professor Simon's Home Page

Department of Electrical and Computer Engineering

Cleveland State University

Last Revised: August 20, 2002