Course Content (Syllabus)
The optimal control problem basic mathematical notion from the variational calculus - minimization of functionals - Euler-Lagrance equation - minimization of functional under constraints - optimal control of continuous or discrete time systems with or without state/input constraints - the minimum principle of Pontryagin - the linear quadratic (LQ) regulation and tracking problem - Riccati equation - bang-bang control - Hamilton-Jacobi-Bellman theory - dynamic programming - the linear quadratic Gaussian (LQG) problem - applications in Matlab.
Additional bibliography for study
1. Burl J.B. (1998). Linear Optimal Control: H2 and H Methods. Addison-Wesley.
2. Lewis F.L. (1995). Optimal Control. 2nd edition. John Wi¬ley and Sons; New York.
3. Donald E. Kirk (1970), Optimal Control Theory : An Introduction, Prentice Hall.
4. D. S. Naidu, (2003), Optimal Control Systems, CRC Press.
5. A. Shina, 2007, Linear systems : optimal and robust control, CRC Press
6. V.M. Tikhomirov, 1999, Ιστορίες για μέγιστα και ελάχιστα, Εκδόσεις Κάτο-πτρο.
7. Καραμπετάκης Ν., (2009), Βέλτιστος Έλεγχος Συστημάτων, Εκδόσεις Ζήτη.
8. Κυβεντίδης Θ., (1994). Λογισμός μεταβολών, Εκδόσεις Ζήτη.