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Course number and title: EE240B Linear Optimal Control
Credits: 4
Instructor(s)-in-charge: Not offered in 2011-12
Course type: Lecture
Required or Elective: A Signals and Systems course.
Course Schedule:
Lecture: 4hrs/week.
Outside Study: 4hrs/week.
Office Hours: 2hrs/week.
Course Assessment:
Homework: Several assignments.
Design: 1 design.
Grading Policy: Discussed during first lecture.
Course Prerequisites: EE141 and EEM240A.
Catalog Description: Introduction to optimal control, with emphasis on detailed study of LQR, or linear regulators with quadratic cost criteria. Relationships to classical control system design.  
Textbook and any related course material:
N. Levan, Linear Systems and Control: The State Space Approach.
Course Website
Topics covered in the course:
Review of scalar product space and state space theory, including Controllability, Observability; Stability, Dissipativity and Generalized Lyapunov Equation..
Finite-Time LQR Problems: Open-Loop and Closed-Loop Solutions. Two-Point Boundary Problems.
Matrix Riccati Differential Equation. Free-End Problems, Fixed-End Problems and Tracking Problems. Hamiltonian matrix.
Infinite-Time LQR Control: The SSRE, Stability of Feedback matrix.
Infinite Time LQR Problems: Closed-Loop Optimal Control, existence and uniqueness. Hamiltonian matrix and SSRE. Limiting solutions and Gain Margin. Connections to classical feedback control.
Applications of LQR: Students' presentations.
Will this course involve computer assignments? NO Will this course have TA(s) when it is offered? NO

:: Last modified: September 2011 by C. Chiuco ::

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