ECE 3650: Optimal
Control (3 Credits, Fall 2009)
Description: This course introduces fundamental mathematics of
optimal control theory and implementation of optimal controllers for practical
applications. Topics to be covered include: static optimization, optimal
control of discrete-time systems, optimal control of
continuous-time systems, dynamic programming, and adaptive dynamic programming.
Prerequisite: Knowledge of linear system theory (ECE 2646, notes available
at http://www.engr.pitt.edu/electrical/faculty-staff/mao/2646/).
Time and Place: Thursday 5:20 pm−7:50 pm, Benedum 1220.
Instructor: Dr. Zhi-Hong Mao, (office) 434 Benedum Hall, (phone)
412-624-9674, (email) maozh@engr.pitt.edu,
(office hours) Tuesday 4:00 pm−6:00 pm.
Text: Frank L. Lewis and Vassilis L. Syrmos, Optimal
Control, Second Edition, John Wiley & Sons, New York, 1995.
Course Evaluation: Homework and class participation 30%, midterm exam
30%, and final exam 40%.
Tentative schedule for
lectures (notes will be available at http://www.engr.pitt.edu/electrical/faculty-staff/mao/3650/
):
|
Date |
Topic |
|
|
September 3 |
Lecture
1: Course organization and introduction to optimal control |
|
|
September 10 |
Lecture
2: Static optimization |
Sections 1.1, 1.2, and A.4 |
|
September 17 |
Lecture
3: Optimal control discrete-time systems (I) |
Section 2.1 |
|
September 24 |
No class due to G-20 summit |
|
|
October 1 |
Lecture
4: Optimal control discrete-time systems (II) |
Section 2.2 |
|
October 8 |
Lecture
5: Optimal control discrete-time systems (III) |
Section 2.3 |
|
October 15 |
Lecture
6: Optimal control continuous-time systems (I) |
Section 3.1 |
|
October 22 |
Midterm |
|
|
October 29 |
Lecture
7: Optimal control continuous-time systems (II) |
Section 3.2 |
|
November 5 |
Lecture
8: Optimal control continuous-time systems (III) |
Section 3.3 |
|
November 12 |
Lecture
9: The tracking problem |
Sections 3.4, 4.1, and 4.4 |
|
November 19 |
Lecture
10: Dynamic programming |
Sections 6.1 and 6.2 |
|
November 26 |
Thanksgiving recess |
|
|
December 3 |
Lecture 11: Adaptive dynamic
programming |
|
|
December 10 |
Review of classes |
|
|
December 17 |
Final exam |
|