"ATTENTION: Development of the educational material on this website was supported by the National Science Foundation under Grants No. 1100376, 1151018, 1301851, 1301660, 1538374, 1739990, 1931270, 1935453."
MAE 507: Modern Optimal Control
Textooks:
A Course in Robust Control Theory: A Convex Approach
G. E. Dullerud and F. PaganiniTaught in Spring, 2009; Fall, 2010; Fall, 2011
Syllabus
Introduction: This class considers the basics of modern optimal control theory, with an emphasis on convex optimization and Linear Matrix Inequalities. We cover Mathematical Analysis, State-State Theory, Linear Systems Theory and H-infinity and H-2 optimal control using LMI formulations.
Lectures: Modern Optimal Control
[Lecture 1] - Modern Control Systems
[Lecture 2] - Mathematical Preliminaries
[Lecture 3] - Normed Spaces, Matrix Properties
[Lecture 4] - Back to Matrices
[Lecture 5] - Controllability and Observability
[Lecture 6] - Controllability and Observability
[Lecture 7] - Canonical Forms and Stabilizability
[Lecture 8] - Eigenvalue Assignment
[Lecture 9] - Observability
[Lecture 10] - Linear Systems Theory
[Lecture 11] - Linear Operators
[Lecture 12] - Small Gain Theorem
[Lecture 13] - The joy of Hilbert Space
[Lecture 14] - Operators on Signal Space
[Lecture 15] - Linear Causal Time-Invariant Operators
[Lecture 16] - Summary of Linear Analysis
[Lecture 17] - Grammians
[Lecture 18] - The Optimal Control Framework
[Lecture 19] - Stabilization via LMIs
[Lecture 20] - Optimal Full-State Feedback Control
[Lecture 21] - Optimal Output Feedback Control
[Lecture 22] - H2, LQR and LQG
[Lecture 23] - Introduction to Robust Control