Course number and title: 
EE240B Linear Optimal Control 
Credits: 
4 
Instructor(s)incharge: 
Not offered in 201112 

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.. 

  

¤ 
FiniteTime LQR Problems: OpenLoop and ClosedLoop Solutions. TwoPoint Boundary Problems. 

  

¤ 
Matrix Riccati Differential Equation. FreeEnd Problems, FixedEnd Problems and Tracking Problems. Hamiltonian matrix. 

  

¤ 
InfiniteTime LQR Control: The SSRE, Stability of Feedback matrix. 

  

¤ 
Infinite Time LQR Problems: ClosedLoop 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 