School of Engineering and Applied Science
Princeton University
Week Tuesday Thursday
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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
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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
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READING PERIOD
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[Final Paper due on "Dean's Date"]
Optimal Control and Estimation, MAE 546