Principles of Optimal Control

Course Info

Course Number/Code: 16.323 (Spring 2008)
Course Title: Principles of Optimal Control
Course Level: Graduate
Offered By: Massachusetts Institute of Technology (MIT)
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Department: Aeronautics and Astronautics
Course Instructor(s): Prof. Jonathan How
Course Introduction:
Syllabus ObjectivesNonlinear optimization – MATLAB implementationOptimization approaches: dynamic programming, Calculus of VariationsLinear quadratic and H∞ compensators – stochastic and deterministicInvestigate key basic control concepts and extend to advanced algorithms (MPC)Will focus on both the technique/approach and the control resultApproximate Number of Lectures per TopicKeywords

LQR = linear-quadratic regulatorLQG = linear-quadratic GaussianMPC = model predictive control

Number of lecture topics.NUMBER OF LECTURESTOPICS2Nonlinear optimization3Dynamic programming2Calculus of variations – general3Calculus of variations – control5LQR/LQG - stochastic optimization3H∞ and robust control2On-line optimization and control (MPC)GradesGrading criteria.ACTIVITIESPERCENTAGESHomework: problem sets every other Thursday due 2 weeks later (usually) at 11 am20%Two midterms: both are in class, and you are allowed 1 sheet of notes (both sides) for the first, 2 sheets for the second25% eachFinal exam30%PrerequisitesCourse assumes a good working knowledge of linear algebra and differential equations. New material will be covered in depth in the class, but a strong background will be necessary.Solid background in control design is best to fully understand this material, but not essential.Course material and homework assume a good working knowledge of MATLAB.PoliciesYou are encouraged to discuss the homework and problem sets. However, your submitted work must be your own.Late homework will not be accepted unless prior approval is obtained from Professor How. Grade on all late homework will be reduced 25% per day. No homework will be accepted for credit after the solutions have been handed out.