EEM762 Advanced Control Systems

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lecture notes from: Advanced Control Engineering, Laurent Lessard

weekly schedule

week part topic
1 linear algebra and basic optimization introduction and math review; least squares
2 linear algebra and basic optimization least norm optimization; multi-objective optimization
3 linear algebra and basic optimization singular value decomposition (SVD); properties of the SVD; uncertainty ellipsoids
4 optimal estimation and control random variables and vectors; marginal and conditional distributions; joint distribution and estimation
5 optimal estimation and control Kalman filter; steady-state Kalman filter
6 optimal estimation and control linear quadratic regulator (LQR), stochastic LQR
7   review and preparation for the exam (midterm)
8   midterm exam
9 optimal estimation and control balanced realization, linear quadratic Gaussian (LQG) control
10 constrained optimization convex optimization, bounding and duality
11 constrained optimization Karush-Kuhn-Tucker (KKT) conditions
12 constrained and robust control model predictive control
13 constrained and robust control Lyapunov stability theory
14 constrained and robust control H2 and Hinf norms; risk-sensitive control; the S-procedure
15   review and preparation for the exam (final)

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