AERE/EE/ME574: Syllabus
Spring Semester 2019
Reading (lecture notes and textbook reading) should be done after the associated lecture.
| Date | Topic | Assessment |
| Jan. 15 | Introduction | |
| Jan. 17 | Review: Linear Algebra | |
| Jan. 22 | Review: Matrices and Dynamic Systems | Homework 1 |
| Jan. 24 | Review: Classic Control and Optimization | |
| Jan. 29 | Review: Nonlinear Optimization | Homework 2 |
| Jan. 31 | Optimal Control Theory 1 | |
| Feb. 5 | Optimal Control Theory 2 | Homework 3 |
| Feb. 7 | Optimal Control Theory 3 | |
| Feb. 12 | Examples of Optimal Control Problems | Homework 4 |
| Feb. 14 | Precise Necessary Conditions | |
| Feb. 19 | Generalizations of Optimal Control | |
| Feb. 21 | Midterm 1 (In Class) | |
| Feb. 26 | Minimum-Time Problem | |
| Feb. 28 | Minimum-Fuel Problem | Homework 5 |
| Mar. 5 | LQR Problem 1 | |
| Mar. 7 | LQR Problem 2 | |
| Mar. 12 | LQR Problem 3 | Homework 6 |
| Mar. 14 | Midterm 2 (In Class) | |
| Mar. 19 | Spring Break | |
| Mar. 21 | Spring Break | |
| Mar. 26 | Review: Probability and Statistics | Homework 7 |
| Mar. 28 | Propagation of Uncertainty in Dynamic Systems | |
| Apr. 2 | State Estimation (Kalman Filter) for Discrete-Time Systems | |
| Apr. 4 | State Estimation (Kalman-Bucy Filter) for Continuous-Time Systems | |
| Apr. 9 | Nonlinear State Estimation (Extended Kalman Filters) | Homework 8 |
| Apr. 11 | Stochastic Optimal Control 1 | |
| Apr. 16 | Stochastic Optimal Control 2 | |
| Apr. 18 | Linear-Quadratic-Gaussian (LQG) Control | Homework 9 |
| Apr. 23 | Model Predictive Control (MPC) 1 | |
| Apr. 25 | Model Predictive Control (MPC) 2 | Homework 10 |
| Apr. 30 | No Class | |
| May 2 | No Class | Final Exam (Take Home)
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