EE 653 – Optimal Control Theory
Spring 2020 Course Information
Instructor: Prof. H. Isil Bozma
Prerequisites : Basic control theory, matrix algebra, working knowledge of Matlab & Simulink, Some level of C programming.
Class: Lectures: Mondays 9-11 @ KB Dag Ozay, Wednesdays 11-12 Shannon
Textbooks: Optimal Control Theory, D. Kirk
Grading: All grades are available.
Grading will be based on in class participation, projects, two midterms, and a term project.
Midterm 1 20%, Midterm 2 30 %, Projects 50%
Grades: Pls follow this link to access all your grades.
Syllabus and Tentative Schedule: Including readings.
Week 2 (10-14 Feb)
Chapter 1.1, 1.2 : Introduction and review
Review.pdf
Week 3 ( 187- 21 Feb )
Chapter 2.1 4.1: Optimal Control Problem,
Fundamental concepts
Week 4 ( 24 – 28 Feb )
Chapter 4.2-4.4: Extrema of Functionals,
hw1
Week 5 (2 – 6 March)
Extrema of Functionals (cont.)
Week 6 (9 – 13 March )
Chapter 4.5 Constrained Optima
Constrained extrema
hw2
Week 7 (16 – 20 Mar -> 6 – 10 Apr)
Chapter 6 Numerical Methods
Runge Kutta, Matlab code
Week 8 (23 – 27 Mar -> 13 – 17 Apr)
Chapter 5.1 Variational Approach to Optimal Control
Week 9 ( 31 Mar – 3 Apr -> 20 – 24 Apr)
Chapter 5.2 : Linear Regulator s
Week 10 (6 – 10 April -> 27 Apr – 1 May)
Chapter 5.3: Pontryagin’s Minimum Principle
Week 11 (13 – 17 April -> 4 – 8 May)
Chapter 5.4: Minimum Time Problems
Matlab sims
Week 12 (20 – 24 April -> 11 – 15 May )
Chapter 3.1-3.3 Principle of Optimality
Term project papers — To be finalized.
Week 13 (27 Apr – 1 May -> 18 – 22 May )
Cha 3.4 – 3.9 Dynamic Programming
Week 14 (4 – 9 May -> 25 – 29 May)
Chapter 3.11 Hamilton-Jacobi
Midterm 2
Term Project
You will be required to do a course term project. The project will require the application of optimal control methodologies. You will be doing some paper and book search. The proposal will be maximumtwo pages and should include the following
· Problem Statement
· Related Literature
· Problem Formulation including
o System parameters
o The state variables
o The control variables
o The performance index
o Constraints
o Euler-Lagrange Equations
Finding the optimal control
o Set values for all the parameters
o Initial values for all the variable
o You must present simulation results done in a statistical manner
o You must present a conclusion regarding your work
You will be required to give a 5 minute demo presentation at the end of the semester along with a rar file that contains your fully documented source code and a readme file, the project report and the PPT presentation.
You are expected to do some literature survey (papers, etc. not just web sites!) and relate what you are doing to the work described therein. BE SURE TO REFER TO ANY LITERATURE/EXTERNAL CODE you have examined or used.
A separate REFERENCE section must be added to the end of all your reports.
Again, I assume that the projects have not been or are currently being done for other courses, etc. 1.
Your problem statement must clearly all the following items including their mathematical definitions
Dynamic Optimization Routines
The routines from the book “Dynamic Optimization” by A.E. Bryson.
Dynopt — Dynamic Optimization Routines