Optimal and Robust Control
BE3M35ORR + B3M35ORR + BE3M35ORC
This course is part of an already archived semester and is therefore read-only.
Section outline
-
Continuous-time optimal control – indirect approach via calculus of variations, LQ-optimal control
- Introduction to calculus of variations
- Functional, variation of a functional
- Finite-interval fixed- and free end problems
- Euler-Lagrange equation as a first-order necessary condition of optimality
- General continuous-time optimal control problem
- Control Hamiltonian
- State, costate and stationarity equations (aka control Hamiltonian canonical equations) and boundary conditions as the necessary condition of optimality.
- Continuous-time LQ-optimal control problem
- State, costate and stationarity equations and boundary conditions as the necessary conditions of optimality
- Free final state case – differential Riccati equation
- Infinite time-horizon continuous-time LQ optimal control
- Algebraic Riccati equation (ARE)
- Introduction to calculus of variations