Optimal Control (ETF AEO OU 4860) |
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General information |
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Module title | Optimal Control |
Module code | ETF AEO OU 4860 |
Study | ETF-B |
Department | Control and Electronics |
Year | 1 |
Semester | 2 |
Module type | Mandatory |
ECTS | 6 |
Hours | 60 |
Lectures | 36 |
Exercises | 14 |
Tutorials | 10 |
Module goal - Knowledge and skill to be achieved by students |
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| Course objective is to give students knowledge that refer to concepts and methods of solving optimization problems, with accent to solving problems in control of dynamic systems. Students will acquire skills to identify the optimization problem in a practical control problem, and to solve it using corresponding method. <br> |
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Syllabus |
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| 1. Introduction: The problem of optimization, Formal model of search for solution, Classification of problems of search for solution. <br> 2. Static optimization: Single variable and multi-variable optimization with and without constraints, Gradient and nongradient search methods, Least square method, Convex optimization, Linear programming, Integer programming, Numeric methods. <br> 3. Dynamic optimization: Variational approach, Minima/Maxima principle, Dynamic programming. <br> 4. Search methods: Methods for systematic search, Random search methods with and without use of additional information. <br> 5. Optimal estimation: Estimation of system parameters, System state estimation. <br> 6. Applications: Control, Design of controllers and filters, Planning. <br> |
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Literature |
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| Recommended | 1. Lecture notes and slides (will be available at the Web site) <br> 2. Donald A. Pierre: "Optimization Theory with Applications", Dover Publications Inc. 1986 <br> 3. D. Kirk: "Optimal Control Theory: An Introduction", Dover Publications Inc., 2004 <br> |
| Additional | 1. W. Brogan: "Modern Control Theory", Quantum Publishers Inc., 1974 <br> 2. Charles S. Beightler, Don. T. Phillips, Douglas J. Wilde: Foundations of Optimization, Prentice-Hall Inc. 1979 <br> 3. F. Lewis, V. Syrmos: "Optimal Control", Willey Interscience, 2nd edition, 2007 <br> 4. R. Stengel: "Optimal Control and Estimation", Dover Publications Inc, 1994 <br> |
Didactic methods |
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| Lectures. Individual and team work on project assignments in laboratory: by use of knowledge acquired through lectures and advanced development environments students gain experiences necessary for solving optimization problems. Through seminar work students develop capability and skills of individual solving of given problems. <br> |
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Exams |
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| Through the course, student gains points by following system: <br> 1. Attendance to lectures and laboratory: 10 points; <br> 2. Homework: 10 points; <br> 3. First partial exam: 20 points; <br> 4. Second partial exam: 20 points; <br> 5. Final exam: 40 points. <br> |
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Aditional notes |
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