Syllabus
Optimal Control and Estimation
MAE 546

Robert Stengel

Princeton University

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

Spring 2018, Tuesday and Thursday, 3-4:20 pm
306 Friend Center (Engineering Library)

• Week 1
  • Overview and Preliminaries
  • Minimization of Static Cost Functions
• Week 2
  • Optimal Control of Dynamic Systems: Necessary & Sufficient Conditions, Euler-Lagrange Equations
  • More Principles for Optimal Control: Minimum Principle, Dynamic Programming, Terminal Contraint
• Week 3
  • Path Constraints and Numerical Optimization
  • Minimum-Time and Minimum-Fuel Trajectory Optimization
• Week 4
  • Neighboring-Optimal Control
  • Dynamic System Stability
• Week 5
  • Linear-Quadratic Regulators
  • Cost Functions and Controller Structures
• Week 6
  • Linear-Quadratic (LQ) Control System Design
  • Modal Properties of LQ Systems
• Week 7
  • Spectral Properties of LQ Systems
  • Singular-Value Analysis of LQ Systems
• Week 8
  • Probability and Statistics
  • Least-Squares Estimation for Static Systems
• Week 9
  • Propagation of Uncertainty in Dynamic Systems
  • State Estimation (Kalman Filter) for Discrete-Time Systems
• Week 10
  • State Estimation (Kalman-Bucy Filter) for Continuous-Time Systems
  • Nonlinear State Estimation (Extended Kalman Filters)
• Week 11
  • Nonlinear State Estimation (Sigma-Points and Particle Filters)
  • Adaptive State Estimation
• Week 12
  • Stochastic Optimal Control
  • Linear-Quadratic-Gaussian (LQG) Control
• Term Paper, due on "Dean's Date"

Seminar Slides for Optimal Control and Estimation

Optimal Control and Estimation, MAE 546