EE653

EE 653 – Optimal Control Theory

Spring 2017  Course Information

Instructor

Instructor: Prof. H. Isil Bozma

Prerequisites : Basic control theory,  matrix algebra, working knowledge of Matlab & Simulink, Some level of C programming.

Class

 Lectures: Mondays 13-15 @  Shannon, Wednesdays  11-12 Shannon

Textbooks

 Optimal Control Theory, D. Kirk

Grading

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.

In-class

Midterm

Projects

Final

0,10

0,20

0,40

0,30

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

  • Midterm

Week 8 ( 27 – 31 Mar )

·         Chapter 5.2 : Linear Regulator s

hw3

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

hw 4

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

Term Project

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        Constraints

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.

 Dynopt — Dynamic Optimization Routines