Syllabus (Core): M.Tech

Optimal Control

Code: EE 553 | L-T-P-C : 3-0-0

Course Contents:

Mathematical preliminaries, Static optimization, Calculus of variations, Solution of general continuous time optimal control problem, Continuous time Linear Quadratic Regulator design - Riccati equation, Optimal tracking problem, Free final time problems, Minimum time problem, Constrained input control and Pontryagin’s maximum principle, Bang-Bang control, Principle of optimality, Dynamic Programming, Discrete LQR using Dynamic Programming, Continuous control and Hamilton-Bellman-Jacobi Equation.

Textbooks / References:

1. D. E. Kirk, Optimal Control Theory: An Introduction, Prentice-Hall, 2004.
2. B.D.O. Anderson and J.B. Moore, Optimal Control: Linear Quadratic Methods, Dover Publications, 2014.
3. F.L. Lewis, D. Vrabie and V.L. Syrmos, Optimal Control, 3rd edition, Wiley & Sons, 2012