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 1: Overview and Preliminaries
- Lecture 2: Minimization of Static Cost Functions
- Lecture 3: Principles for Optimal Control - 1
- Lecture 4: Principles for Optimal Control - 2
- Lecture 5: Path Constraints and Numerical Optimization
- Lecture 6: Minimum-Time and Minimum-Fuel Trajectory Optimization
- Lecture 7: Neighboring-Optimal Control
- Lecture 8: Stability of Dynamic Systems
- Lecture 9: Linear-Quadratic Regulators
- Lecture 10: Cost Functions and Controller Structures
- Lecture 11: Linear-Quadratic Control System Design
- Lecture 12: Modal Properties of Linear-Quadratic Systems
- Lecture 13: Spectral Properties of Linear-Quadratic Systems
- Lecture 14: Singular-Value Analysis of Linear-Quadratic Systems
- Lecture 15: Probability and Statistics
- Lecture 16: Least-Squares Estimation
- Lecture 17: Propagation of Uncertainty in Dynamic Systems
- Lecture 18: Linear-Optimal Estimation for Discrete-Time Systems
- Lecture 19: Linear-Optimal Estimation for Continuous-Time Systems
- Lecture 20: Nonlinear State Estimation - 1
- Lecture 21: Nonlinear State Estimation - 2
- Lecture 22: Adaptive State Estimation
- Lecture 23: Stochastic Optimal Control
- Lecture 24: Linear-Quadratic-Gaussian Controllers

Lecture Slides for Robotics and Intelligent Systems, 2013.

Lecture Slides for Space System Design, 2008.

**MAE 546, Optimal Control and Estimation**

Last updated January 28, 2014, stengel@princeton.edu.

Copyright 2014 by Robert F. Stengel. All rights reserved.