System Identification and Optimal Control

 

 

System Identification and Optimal Control 2016/2017

Prof. Stefano Battilotti (coordinator) and Prof.Daniela Iacoviello 

Information

The course, which gives 12 ECTS credits, is organized in the following 2 modules:

Module 1 (September - December  2017), Optimal Control (Prof. Daniela Iacoviello)

Module 2 (February  - May, 2018): System Identification and Filtering (Prof. Stefano Battilotti).

 

For additional details and material, access the webpage of the individual modules by following the above links

 

============================================================

2017-2018

==========

Information Module 1 (Optimal control)

SCHEDULE

SEPTEMBER 25 2017 - December  (4ECTS)

Tuersday 11:00-13:00 (Room A6)

Wednesday 10:00-12:00 (Room A2)

THESE SLIDES ARE NOT SUFFICIENT FOR THE EXAM: 

YOU MUST STUDY ON THE BOOKS

Lecture 1 (September 26, 2017 and September 27) 

Lecture 2  (September 27, October 3, 4)

Lecture 2-example (October 10)

Lecture 3 (October 10, 11)

Lecture 4 (October 24, 25) 

Lecture 4-example (October 24, 25)  

Lecture 5 (October 31) 

Lecture 6 (November 7,8....)

 Lecture 14 November: Example (November 14)

Lecture 7 (November 15,....)

 

The Lectures of October 17 and 18  2017 will not be held; 

next Lecture:   October 24 2017 .

=============================================================================================================

 

 2016-17

 

=============================================

 

 Lectures 2016-2017

 THESE SLIDES ARE NOT SUFFICIENT FOR THE EXAM: 

 YOU MUST STUDY ON THE BOOKS

 

Part of the slides has been taken from the References indicated below

 

 Lecture 1 (10-4-16)

 Lecture 2 (10-5-16)

 Lecture 3 (10-11-16 and 10-12-16)

 Lecture 4 (10-18-16)

 Lecture 5 and some exercises (10-19-16)

 Lecture 6 (10-25-16)

 Lecture 7 (10-25-16 and 10-26-16)

 Lecture 8 (11-02-16)

 Lecture 9 (11-15-16)

 Lecture 10 - 11 -12 (11-16-16; 11-22-16 and 11-23-16)

 Lecture 13

 The Lecture of November 16 will not be held; 

 next Lectures:   November 22  2016 :  12:00-13:30 (A6)

                            November 23 2016 : 10:15- 11:45 AND 14:00-15:30 (A6)

 ======================================================================

  Reference material

 Textbooks available in the DIAG library

 B.D.O.Anderson, J.B.Moore, Linear Optimal Control, Prentice Hall, 2000

 C. Bruni, G. Di Pillo, "Metodi variazionali per il controllo ottimo", Aracne, 2007

 L. Evans, An Introduction to Mathematical Optimal control Theory, Berkeley, 1983

 How, Jonathan. 16.323  Principles of Optimal Control, Spring 2008. 

 (MIT OpenCourseWare: Massachusetts Institute of Technology). License: Creative Commons BY-NC-SA.

 D. E. Kirk, "Optimal Control Theory: An Introduction, New York, NY: Dover, 2004 

 D. Liberzon, "Calculus of Variations and Optimal Control Theory: A Concise Introduction", Princeton University Press, 2011

 A. Locatelli, "Optimal Control: An Introduction", Birkhäuser, 2001Sc

 ============================================================

 Some projects discussed in 2014-15 and 2015-16

 

Application Of Optimal Control To Malaria: Strategies And Simulations

 Performance Compare Between Lqr And Pid Control Of Dc Motor

 Optimal Low-thrust Leo (Low-earth Orbit) To Geo (Geosynchronous-earth Orbit)

 Circular Orbit Transfer

 Controllo Ottimo Di Una Turbina Eolica A VelocitĂ  Variabile Attraverso Il Metodo

 dell'inseguimento Ottimo A Regime Permanente

 Optimalcontrol In Dielectrophoresis

 On The Design Of P.I.D. Controllers Using Optimal Linear Regulator Theory

 Rocket Railroad Car

 Optimal Control Of Quadrotor Altitude Using Linear Quadratic Regulator

 Optimal Control Of An Inverted Pendulum

 Glucose Optimal Control System In Diabetes Treatment 

 Optimal Control Of Shell And Tube Heat Exchanger

 Optimal Control Analysis Of A Mathematical Model For Unemployment

 Time optimal control of an automatic Cableway

 Optimal Control Of An Inverted Pendulum

 Glucose Optimal Control System In Diabetes Treatment

 Optimal Control Of Shell And Tube Heat Exchanger

 Optimal Control Analysis Of A Mathematical Model For Unemployment

 Time Optimal Control Of An Automatic Cableway

 Optimal Control Project On Arduino Managed Module For Automatic Ventilation Of

 Vehicle Interiors

 Optimal Control For A Suspension Of A Quarter Car Model

 

============================================================

PROGRAM  2015-2016 and 2016-2017

Introduction to optimal Control and motivations

Definitions: local minimum, strict local minimum, global minimum.

Unconstrained optimization: first order necessary conditions; second order conditions

Weierstrass theorem

Constrained optimization; the Lagrangian; first order necessary conditions,

second order sufficient conditions; convexity hypothesis.

Calculus of variations; the Lagrange problem; the Euler equation; the augmented lagrangian;

necessary conditions; necessary and sufficient conditions

Calculus of variations and optimal control; the Hamiltonian function

The Pontryagin minimum principle; necessary conditions; necessary and sufficient conditions

The Hamilton –Jacobi – Bellman equation

The principle of optimality

The regulator problem: the optimal regulator problem on finite time interval; the optimal regulator problem

on infinite time interval; the steady state linear optimal regulator problem; the optimal tracking problem;

the optimal regulator problem with null final error; the optimal regulator problem with limited control

The minimum time problem; the minimum time problem for steady state system

Singular solutions

The armonic oscillator ; the double integrator

=============================================

 2015-16

=============================================

 

LECTURES

 

THESE SLIDES ARE NOT SUFFICIENT FOR THE EXAM: 

 

 

YOU MUST STUDY ON THE BOOKS


Part of the slides has been taken from the References indicated below


Lecture 1 (10/13/2015)

 

Lecture 2 (10/14/2015) 

 

 Homework -1 

  

 Lecture 3 (10/20/2015 and 10/21/2015)

 Some exercises with solutions 

(From C.Bruni, D.Iacoviello, Metodi Variazionali per il Controllo Ottimo.

Complementi ed Esercizi. Euroma- La Goliardica, Roma, 2005, ISBN: 88-8066-243-0 in the Library,

http://www.dis.uniroma1.it/~bibdis/)

Lecture 4 (10/27/15 and 10/28/15)

Lecture 5 (11-03-15 ; 11-04-15; 11/10/15)

Lecture 6 (11-04-15) 

Lecture 7 (11-10-15 and 11-11-15)  

Lecture 8 (11-24-15)

Lecture 9 (11-25-15)

 Lecture 10 (12-1-15) Some examples

Project and Exam

 

 

Ultimo aggiornamento Lunedì 20 Novembre 2017 12:02
 
© 2017 DanielaIacoviello
Joomla! is Free Software released under the GNU General Public License.