Syllabus
Optimal Control and Estimation
MAE 546

Robert Stengel

Princeton University

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

Spring 2013, Tuesday and Thursday, 3-4:20 pm
J-201, Engineering Quadrangle


Week    Tuesday                         Thursday
====    =======                         ========

1	Overview and Preliminaries	Minimization of Static Cost Functions

2 	Principles for Optimal Control	Principles for Optimal Control,
	of Dynamic Systems, Part 1 	Part 2
					[Assignment #1 due]

3 	Path Constraints and 		Minimum-Time and Minimum-Fuel	
	Numerical Optimization		Trajectory Optimization	
					
4	Neighboring-Optimal Control	Dynamic System Stability 

5	Linear-Quadratic Regulators	Cost Functions and 		 
					Controller Structures		

6	Linear-Quadratic Control	Modal Properties of		
	System Design			LQ Systems			
					[Assignment #2 due]

	MID-TERM BREAK
	==============
	
7	Spectral Properties 		Singular-Value Analysis of LQ Systems
	of LQ Systems 			[Assignment #3 due]
								
8	Probability and Statistics	Least-Squares Estimation	  	
					for Static Systems			 
	
9       Propagation of Uncertainty in	State Estimation (Kalman Filter)	 		 	
	Dynamic Systems			for Discrete-Time Systems
				        [Assignment #4 due]	
									
10	State Estimation		Nonlinear State Estimation	
	(Kalman-Bucy Filter) for	(Extended Kalman Filters)	
	Continuous-Time Systems

11	Nonlinear State Estimation	Adaptive State Estimation		
	(Sigma-Points Filters)		[Assignment #5 due]	

12	Stochastic Optimal Control	Linear-Quadratic-Gaussian (LQG) Control	

	=============

	READING PERIOD
	==============
	
	[Final Paper due on "Dean's Date"]

Lecture Slides for Optimal Control and Estimation (2012)

 Optimal Control and Estimation, MAE 546

http://www.princeton.edu/~stengel/MAE546out.html
key words: optimization, optimal control, probability theory, statistics, optimal state estimation, control systems, nonlinear control, adaptive control.
last updated January 19, 2013.
Copyright 2013 by Robert F. Stengel. All rights reserved.