Difference between revisions of "Supplement: Optimization-Based Control"

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'''Note:''' These notes are in draft form and may contain errors.  Permission is granted to download and print a copy for individual use, but this material may not be reproduced, in whole or in part, without written consent from the author.
 
'''Note:''' These notes are in draft form and may contain errors.  Permission is granted to download and print a copy for individual use, but this material may not be reproduced, in whole or in part, without written consent from the author.
  
===== News ([[OBC:Archived news|archive]]) =====
+
===== News ([[OBC: Archived news|archive]]) =====
* 15 Feb 10: updated version of Chapter 4 (stochastic systems) is posted; multiple fixes + some new material
+
* Jan-Feb 2022: updated versions of Chapters 2-7 (version 2.2d) posted roughly every week
* 3 Jan 10: posted updated version of Chapters 1 and 2 (mainly small fixes) + working errata link
+
* 21 Dec 2021: added new Chapter 1 (introduction) and starting to post updates for v2.2
* 22 Dec 09: updated versions of all chapters posted; working through small fixes over the next few weeks
+
* 15 Feb 2010: updated version of Chapter 4 (stochastic systems) is posted; multiple fixes + some new material
* 22 Dec 09: updated supplement main page to a new format
+
* 3 Jan 2010: posted updated version of Chapters 1 and 2 (mainly small fixes) + working errata link
* 4 Jan 09: Version 2.0b posted - fixes and error corrections for chapters 1-4
+
* 22 Dec 2009: updated versions of all chapters posted; working through small fixes over the next few weeks
 
<p>
 
<p>
  
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|- valign=top
 
|- valign=top
 
| width=50% |
 
| width=50% |
* {{OBC pdf|Contents and Preface|obc-frontmatter|03Jan10}}
+
* {{OBC pdf|Contents and Preface|obc-frontmatter|29Dec2021}}
* {{OBC pdf|Ch 1 - Trajectory Generation and Tracking|obc-trajgen|03Jan10}}
+
* {{OBC pdf|Ch 1 - Introduction|obc-intro|29Dec2021}}
 +
** System and Control Design
 +
** The Control System “Standard Model”
 +
** Layered Control Systems
 +
** The Python Control Systems Library (python-control)
 +
* {{OBC pdf|Ch 2 - Trajectory Generation and Tracking|obc-trajgen|08Jan2022}}
 
** Two Degree of Freedom Design
 
** Two Degree of Freedom Design
 
** Trajectory Tracking and Gain Scheduling
 
** Trajectory Tracking and Gain Scheduling
 
** Trajectory Generation and Differential Flatness
 
** Trajectory Generation and Differential Flatness
* {{OBC pdf|Ch 2 - Optimal Control|obc-optimal|27Oct18}}
+
* {{OBC pdf|Ch 3 - Optimal Control|obc-optimal|19Jan2022}}
 
** Review: Optimization
 
** Review: Optimization
 
** Optimal Control of Systems
 
** Optimal Control of Systems
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** Choosing LQR Weights
 
** Choosing LQR Weights
 
** Advanced Topics
 
** Advanced Topics
* {{OBC pdf|Ch 3 - Receding Horizon Control|obc-rhc|22Dec09}}
+
* {{OBC pdf|Ch 4 - Receding Horizon Control|obc-rhc|31Jan2022}}
 
** Optimization-Based Control
 
** Optimization-Based Control
 
** Receding Horizon Control with CLF Terminal Cost
 
** Receding Horizon Control with CLF Terminal Cost
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** Implementation on the Caltech Ducted Fan
 
** Implementation on the Caltech Ducted Fan
 
| width=50% |
 
| width=50% |
* {{OBC pdf|Ch 4 - Stochastic Systems|obc-stochastic|15Feb10}}
+
* {{OBC pdf|Ch 5 - Stochastic Systems|obc-stochastic|07Feb2022}}
 
** Review of Random Variables
 
** Review of Random Variables
 
** Introduction to Random Processes
 
** Introduction to Random Processes
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** Linear Stochastic Systems
 
** Linear Stochastic Systems
 
** Random Processes in the Frequency Domain
 
** Random Processes in the Frequency Domain
* {{OBC pdf|Ch 5 - Kalman Filtering|obc-kalman|22Dec09}}
+
* {{OBC pdf|Ch 6 - Kalman Filtering|obc-kalman|13Feb2022}}
 
** Linear Quadratic Estimators
 
** Linear Quadratic Estimators
 
** Extensions of the Kalman Filter
 
** Extensions of the Kalman Filter
 
** LQG Control
 
** LQG Control
 
** Application to a Vectored Thrust Aircraft
 
** Application to a Vectored Thrust Aircraft
* {{OBC pdf|Ch 6 - Sensor Fusion|obc-fusion|22Dec09}}
+
* {{OBC pdf|Ch 7 - Sensor Fusion|obc-fusion|23Feb2022}}
 
** Discrete-Time Stochastic Systems
 
** Discrete-Time Stochastic Systems
 
** Kalman Filters in Discrete Time
 
** Kalman Filters in Discrete Time

Revision as of 19:51, 23 February 2022

Quick Links

Richard M. Murray

These notes serve as a supplement to Feedback Systems by Åström and Murray and expand on some of the topics introduced there. Our focus is on the use of optimization-based methods for control, including optimal control theory, receding horizon control and Kalman filtering. Each chapter is intended to be a standalone reference for advanced topics that are introduced in Feedback Systems.

Note: These notes are in draft form and may contain errors. Permission is granted to download and print a copy for individual use, but this material may not be reproduced, in whole or in part, without written consent from the author.

News (archive)
  • Jan-Feb 2022: updated versions of Chapters 2-7 (version 2.2d) posted roughly every week
  • 21 Dec 2021: added new Chapter 1 (introduction) and starting to post updates for v2.2
  • 15 Feb 2010: updated version of Chapter 4 (stochastic systems) is posted; multiple fixes + some new material
  • 3 Jan 2010: posted updated version of Chapters 1 and 2 (mainly small fixes) + working errata link
  • 22 Dec 2009: updated versions of all chapters posted; working through small fixes over the next few weeks

Contents

  • Contents and Preface (PDF, 29 Dec 2021)
  • Ch 1 - Introduction (PDF, 29 Dec 2021)
    • System and Control Design
    • The Control System “Standard Model”
    • Layered Control Systems
    • The Python Control Systems Library (python-control)
  • Ch 2 - Trajectory Generation and Tracking (PDF, 08 Jan 2022)
    • Two Degree of Freedom Design
    • Trajectory Tracking and Gain Scheduling
    • Trajectory Generation and Differential Flatness
  • Ch 3 - Optimal Control (PDF, 19 Jan 2022)
    • Review: Optimization
    • Optimal Control of Systems
    • Examples
    • Linear Quadratic Regulators
    • Choosing LQR Weights
    • Advanced Topics
  • Ch 4 - Receding Horizon Control (PDF, 31 Jan 2022)
    • Optimization-Based Control
    • Receding Horizon Control with CLF Terminal Cost
    • Receding Horizon Control Using Differential Flatness
    • Implementation on the Caltech Ducted Fan
  • Ch 5 - Stochastic Systems (PDF, 07 Feb 2022)
    • Review of Random Variables
    • Introduction to Random Processes
    • Continuous-Time, Vector-Valued Random Processes
    • Linear Stochastic Systems
    • Random Processes in the Frequency Domain
  • Ch 6 - Kalman Filtering (PDF, 13 Feb 2022)
    • Linear Quadratic Estimators
    • Extensions of the Kalman Filter
    • LQG Control
    • Application to a Vectored Thrust Aircraft
  • Ch 7 - Sensor Fusion (PDF, 23 Feb 2022)
    • Discrete-Time Stochastic Systems
    • Kalman Filters in Discrete Time
    • Predictor-Corrector Form
    • Sensor Fusion
    • Information Filters
    • Additional Topics
  • Bibliography and Index (PDF, 15 Feb 2010)