13M051OUS - Optimal Control Systems

Course specification
Course title Optimal Control Systems
Acronym 13M051OUS
Study programme Electrical Engineering and Computing
Module
Type of study master academic studies
Lecturer (for classes)
Lecturer/Associate (for practice)
Lecturer/Associate (for OTC)
ESPB 6.0 Status elective
Condition none
The goal The objective of the course is to demonstrate the basic methods of optimal system control. A significant part of the course will be dedicated to the techniques for designing the optimization criterion, the areas of application of such optimization techniques, and the awareness of the importance of optimality as an omnipresent code of conduct in the biological and social environment.
The outcome Ability to formulate criteria for the optimal behavior of the control system without constraints, as well as in the presence of linear and nonlinear constraints, followed by the selection and design of appropriate optimal control strategies for a wide class of continuous and discrete systems, in accordance with their representation and the desired performances.
Contents
Contents of lectures Optimization methods with and without constraints in problems of optimal control. Mathematical programming and numerical solving methods of optimization problems in the presence of constraints (linear, quadratic and nonlinear programming). Calculus of variations in optimal control. Pontryagin's maximum principle. Dynamic programming and discrete LQR. Introduction to stochastic optimal control.
Contents of exercises Students will be required to implement the optimal control strategy for a specific system, using MATLAB.
Literature
1. L. Evans, An Introduction to Mathematical Optimal Control Theory, University of California, Berkley, 2005
2. D. Bertsekas, Dynamic Programming and Optimal Control, Belmont, MA: Athena scientific, 2017.
3. B. Anderson, J. Moore, Linear Optimal Control, Prentice Hall, 1971.
4. Daniel Tabak, Benjamin C. Kuo, Optimal control by mathematical programming, Prentice Hall, 1971
Number of hours per week during the semester/trimester/year
Lectures Exercises OTC Study and Research Other classes
3 1
Methods of teaching Lectures (45), auditory exercises (15) + computer exercises (15)
Knowledge score (maximum points 100)
Pre obligations Points Final exam Points
Activites during lectures 0 Test paper 70
Practical lessons 30 Oral examination 0
Projects
Colloquia 0
Seminars 0