• EEME E6610x Optimal control theory 3 pts. Lect: 3. Prerequisites: ELEN E6201 or EEME E6601. Objectives of optimal control. Continuous and discrete control problems. Calculus of variations: Mayer and Bolza; Pontryagin's maximum principle. Bang-bang and singular controls. Existence of optimal control. Hamilton-Jacobi theory and dynamic programming. Numerical methods. Optimal feedback control regulatory problems. Linear-quadratic-Gaussian estimation. Applications.

  • EEME E6610y Optimal control theory 3 pts. Lect: 3.Not offered in 2014-2015. Prerequisites: EEME E6601 or EEME E4601 or instructor's permission. Covers topics in calculus of variations, Pontryagin maximum principle, quadratic cost optimal control, predictive control, dynamic programming for optimal control, Kalman filtering, numerical methods for solution. Some applications discussed include: minimum energy subway operation (our solution saved 11% in tests on the Flushing Line, and the method was adopted by the transit authority, saving many millions of dollars per year), minimum time robot optimal control allowing one to run assembly lines faster for increased productivity.