| 1 |
|
introduction; math review |
| 2 |
linear algebra and basic optimization |
least norm optimization; multi-objective optimization |
| 3 |
linear algebra and basic optimization |
singular value decomposition; uncertainty ellipsoids |
| 4 |
optimal estimation and control |
random variables; marginal and conditional distributions |
| 5 |
optimal estimation and control |
Kalman filter; steady-state Kalman filter |
| 6 |
optimal estimation and control |
linear quadratic regulator (LQR), stochastic LQR |
| 7 |
optimal estimation and control |
balanced realization, linear quadratic Gaussian control |
| 8 |
|
midterm exam |
| 9 |
constrained optimization |
convex optimization, duality |
| 10 |
constrained optimization |
Karush-Kuhn-Tucker conditions |
| 11 |
constrained and robust control |
model predictive control |
| 12 |
constrained and robust control |
Lyapunov stability theory |
| 13 |
constrained and robust control |
H2 and Hinf norms |
| 14 |
constrained and robust control |
risk-averse control |
| 15 |
constrained and robust control |
S-procedure |
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