Optimal Control and Estimation

Interactive classroom course. Pick a section from the sidebar, or open one below.

31 sections

Chapter 1 — Introduction: Framework, Modeling, and Objectives
Chapter 2 (a) — Scalars, Vectors, Matrices, and Constrained Minima
Chapter 2 (b) — Matrix Properties and Operations
Chapter 2 (c) — Dynamic System Models and Solutions
Chapter 2 (d) — Random Variables, Sequences, and Processes
Chapter 2 (e) — Correlation, Covariance, and Spectral Analysis
Chapter 2 (f) — Properties of Dynamic Systems: Sensitivity and Transition Behavior
Chapter 2 (g) — Controllability, Observability, Stabilizability, Detectability
Chapter 2 (h) — Frequency-Domain Modeling and Analysis
Chapter 3 (a) — Optimal Trajectories: Problem Statement, Costs, and Parametric Optimization
Chapter 3 (b) — Conditions for Optimality: Euler-Lagrange, Hamiltonian, Costate
Chapter 3 (c) — Constraints: Terminal and Equality
Chapter 3 (d) — Inequality Constraints and Singular Control
Chapter 3 (e) — Numerical Optimization of Trajectories
Chapter 3 (f) — Neighboring-Optimal Solutions
Chapter 3 (g) — Worked Problems on Optimal Trajectories
Chapter 4 (a) — Least-Squares Estimates of Constant Vectors
Chapter 4 (b) — Propagation of the State Estimate and Its Uncertainty
Chapter 4 (c) — Discrete-Time Optimal Filters and Predictors
Chapter 4 (d) — Continuous-Time Filters and Nonlinear Estimation
Chapter 4 (e) — Adaptive Filtering
Chapter 5 (a) — Stochastic Systems: Perfect and Imperfect Measurements
Chapter 5 (b) — Certainty Equivalence and LQG Setup
Chapter 5 (c) — LQ Gaussian Regulators: Examples and Problems
Chapter 6 (a) — Solving the Algebraic Riccati Equation; Response to Commands
Chapter 6 (b) — Cost Functions and Controller Structures
Chapter 6 (c) — Modal Properties of Optimal Control Systems
Chapter 6 (d) — Robustness of LQ Regulators: Single-Input Margins
Chapter 6 (e) — Multivariable LQ Margins and the Discrete-Time Case
Chapter 6 (f) — Robustness of Stochastic-Optimal Regulators
Chapter 6 (g) — Footnote on Adaptive Control and Epilogue

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