EE 653 – Optimal Control Theory
Spring 2017 Course Information
Instructor: Prof. H. Isil Bozma
Prerequisites : Basic control theory, matrix algebra, working knowledge of Matlab & Simulink, Some level of C programming.
Lectures: Mondays 13-15 @ Shannon, Wednesdays 11-12 Shannon
Optimal Control Theory, D. Kirk
Grading will be based on in class participation, projects, one midterm, term project and a final. The weights of each will be roughly.
You are expected to have 70% class attendance and hand in all the projects to be able to enter the final exam.
Grades: Current status. Pls follow this link to access all your grades.
Syllabus: Including readings.
Week 1 (6-10 Feb)
· Chapter 1.1, 1.2 : Introduction – Review
Week 2 ( 13 – 17 Feb )
· Chapter 2.1 4.1: Optimal Control Problem, Calculus of Variations
Week 3 ( 20 – 24 Feb)
· Chapter 4.2-4.4: Extrema of Functionals
Week 4 (27 Feb – 3 March)
· Extrema of Functionals (cont.)
Week 5 (6 – 10 March )
· Chapter 4.5 Constrained Optima
Week 6 (13 – 17 Mar)
· Chapter 6 Numerical Methods
Week 7 (20 – 24 Mar )
· Chapter 5.1 Variational Approach to Optimal Control
Week 8 ( 27 – 31 Mar )
· Chapter 5.2 : Linear Regulator s
Week 9 (3 – 7 April)
· Chapter 5.3: Pontryagin’s Minimum Principle
Week 10 (10 – 14 April )
· Chapter 5.4: Minimum Time Problems
· Term project papers — To be finalized.
Week 11 (17 – 21 April)
· Spring Break
Week 12 (24 – 28 Apr )
· Chapter 3.1-3.3 Principle of Optimality
Week 13 (1 – 5 May)
· Cha 3.4 – 3.9 Dynamic Programming
Week 14 (8 – 12 May)
· Chapter 3.11 Hamilton-Jacobi
Week 15 (15 May)
· Semester wrap-up
You will be required to do a course term project. The project will require the application of optimal control methodologies. You will be doing some paper and book search. The proposal will be maximumtwo pages and should include the following
· Problem Statement
· Related Literature
· Problem Formulation including
o System parameters
o The state variables
o The control variables
o The performance index
o Euler-Lagrange Equations
Finding the optimal control
o Set values for all the parameters
o Initial values for all the variable
o You must present simulation results done in a statistical manner
o You must present a conclusion regarding your work
You will be required to give a 5 minute demo presentation at the end of the semester along with a CD that contains your fully documented source code and a readme file, the project report and the PPT presentation.
You are expected to do some literature survey (papers, etc. not just web sites!) and relate what you are doing to the work described therein. BE SURE TO REFER TO ANY LITERATURE/EXTERNAL CODE you have examined or used.
A separate REFERENCE section must be added to the end of all your reports.
Again, I assume that the projects have not been or are currently being done for other courses, etc. 1.
Your problem statement must clearly all the following items including their mathematical definitions
Dynamic Optimization Routines
The routines from the book “Dynamic Optimization” by A.E. Bryson.