Lecture Slides for

Optimal Control and Estimation

MAE 546, Spring 2013

Robert F. Stengel

Princeton University
School of Engineering and Applied Science
Department of Mechanical and Aerospace Engineering

Optimal Control and Estimation is a graduate course that presents the theory and application of optimization, probabilistic modeling, and stochastic control to dynamic systems. Particular attention is given to modeling dynamic systems, measuring and controlling their behavior, and developing strategies for future courses of action.

Twenty-four 80-minute lectures were given during the term (see Syllabus). The slides used as lecture materials are presented here. The portable document files may be downloaded for non-commercial, educational use only, with acknowledgment of the source. Several graphics found on the web are included without attribution. Any graphic material that is deemed to infringe on another's copyright will be promptly removed upon formal notification by the copyright holder.

Lecture Slides (pdf)

Principal References

The principal reference is Stengel, R., Optimal Control and Estimation, Dover Publications, NY, 1994.

Other Lecture Slide Sets

Lecture Slides for Aircraft Flight Dynamics, 2012.

Lecture Slides for Robotics and Intelligent Systems, 2013.

Lecture Slides for Space System Design, 2008.

 MAE 546, Optimal Control and Estimation

http://www.princeton.edu/~stengel/MAE546Lectures.html
key words: optimization, optimal control, probability theory, statistics, optimal state estimation, control systems, nonlinear control, adaptive control.
Last updated January 28, 2014, stengel@princeton.edu.
Copyright 2014 by Robert F. Stengel. All rights reserved.