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,
References: F. Hanson and J.
Westman, Applied
Stochastic Processes and Optimal Control: A Practical Introduction to Modeling
with JumpDiffusion 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, LinearQuadratic 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
Place: Stilwell Hall Room 306
Instructor: Dr. Dan Simon
Phone: 2166875407
Web: http://academic.csuohio.edu/simond/
Office: Stilwell Hall
343
Lab: Stilwell Hall 308
Office Hours: M W
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 2.12.2 Lecture 

Wed. Aug. 28 
Section 2.3 Lecture 
Mon. Sep. 2 


Wed. Sep. 4 
Section 2.12.3 HW

Mon. Sep. 9 
Section 3.4 Lecture 

Wed. Sep. 11 
Section 2.12.3
Quiz 
Mon. Sep. 16 
Section 3.4 Lecture 

Wed. Sep. 18 
Section 3.5 Lecture 
Mon. Sep. 23 
Section 3.13.4 HW
Section 3.5 Lecture 

Wed. Sep. 25 
Section 3.5 Lecture 
Mon. Sep. 30 
Section 3.6 Lecture 

Wed. Oct. 2 
Section 3.7 Lecture 
Mon. Oct. 7 
Section 3.7 Lecture 

Wed. Oct. 9 
Section 2.4 Lecture 
Mon. Oct. 14 


Wed. Oct. 16 
Section 3.53.7 HW Section 4.1 Lecture 
Mon. Oct. 21 
Section 4.1 Lecture 

Wed. Oct. 23 
Section 4.2 Lecture 
Mon. Oct. 28 
Midterm Chapter
3 

Wed. Oct. 30 
Section 4.2 Lecture 
Mon. Nov. 4 
Section 4.14.2 HW Section 4.3 Lecture 

Wed. Nov. 6 
Section 4.3 Lecture 
Mon. Nov. 11 


Wed. Nov. 13 
Section 4.3 Lecture 
Mon. Nov. 18 
Section 4.3 HW Section 4.4 Lecture 

Wed. Nov. 20 
Section 4.4 Lecture 
Mon. Nov. 25 
Section 4.5 Lecture 

Wed. Nov. 27 
Chaps. 67
Quiz 
Mon. Dec. 2 
Section 4.6 Lecture 

Wed. Dec. 4 
Section 4.44.6 HW Section 4.6 Lecture 
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
Department of Electrical and Computer Engineering
Last Revised: