This course investigates how dynamical systems should be controlled in the best possible way!
This page: http://users.ece.gatech.edu/~magnus/ece6553.html
Your responsibilities in this class will fall into two main categories:
1. The homework sets (one problem set roughly every third week) = 50%. The credit will be divided between programming assignments and theoretical exercises.
2. The midterm and final exams = 20% + 30% = 50% They will cover all the material presented in the class. They will be closed-book, closed-note, closed-calculator exams.
The objective with the programming assignments is to see how to bridge the gap between what is done in class and how to actually apply it. (The actual programming involved will be very minor.) The assignments will be Matlab-based.
The course textbook is Daniel Liberzon, Calculus of Variations and Optimal Control Theory, Princeton University Press, 2011 (DL). A preliminary version of the book (very close to the actual book) is available for free at http://liberzon.csl.illinois.edu/teaching/cvoc.pdf. Additional, useful sources are Arturo Locatelli, Optimal Control: An Introduction, Birkhauser, 2001 (AL) and Donald E. Kirk, Optimal Control Theory: An Introduction, Dover Publications, 2004 (DK).
TIME AND PLACE
The lectures will be held at 1:30-3:00 Tuesdays and Thursdays in Van Leer C457.
PREREQUISITS Some knowledge of linear algebra, linear control systems, and differential equations will certainly make your life a little easier. ECE6550 is the perfect background for this course.
Although you are encouraged to work together to learn the course material, the exams and homework are expected to be completed individually. All conduct in this course will be governed by the Georgia Tech honor code.
|Jan. 7||Introduction to optimization||1(DL)|
|Jan. 9||Equality constraints||1(DL)|
|Jan. 14||Inequality constraints||1(DL)|
|Jan. 16||Numerical methods 1||6(DK)|
|CALCULUS OF VARIATIONS|
|Jan. 21||Infinite dimensional optimization||1(DL), 4(DK)|
|Jan. 23||Variations||2(DL), 4(DK), HW1 (optimization)|
|Jan. 28||Switch-time optimization|
|Jan. 30||Switching surfaces|
|THE MAXIMUM PRINCIPLE|
|Feb. 4||The Hamiltonian||4(DL), 5(DK), 6(AL)|
|Feb. 6||Terminal constraints||4(DL), 5(DK), 6(AL)|
|Feb. 11||Splines||HW2 (calculus of variations)|
|Feb. 13||Numerical methods 2||6(DK)|
|Feb. 25||Terminal manifolds||4(DL), 5(DK), 6(AL)|
|Feb. 27||Free final times||4(DL), 5(DK), 6(AL)|
|Mar. 4||Min-time and bang-bang control||4(DL), 5(DK), 6(AL)|
|Mar. 6||Pontryagin's maximum principle||4(DL), 5(DK), 6(AL), HW3 (Bolza problems)|
|Mar. 11||Control and state constraints||5(DK), 6(AL)|
|Mar. 13||Model predictive control 1|
|Mar. 18||Spring break - NO CLASS|
|Mar. 20||Spring break - NO CLASS|
|Mar. 25||Dynamic programming||5(DL), 3(DK)|
|Mar. 27||Bellman's equation||5(DL), 3(DK), HW4 (the maximum principle)|
|Apr. 1||LQ||6(DL), 3(AL)|
|Apr. 3||The Riccati equation||6(DL), 3(AL)|
|Apr. 8||Infinite horizon control||6(DL), 4(AL)|
|Apr. 10||Model predictive control 2|
|Apr. 15||Hamilton-Jacobi theory||5(DL), 2(AL)|
|Apr. 17||Global conditions||5(DL), 2(AL), HW5 (LQ)|
|Apr. 22||Numerical methods 3||6(DK)|
|Apr. 29||FINAL EXAM: 2:50-5:40