Principles of optimal control
Master
In Maynard (USA)
Description
-
Type
Master
-
Location
Maynard (USA)
-
Start date
Different dates available
This course studies basic optimization and the principles of optimal control. It considers deterministic and stochastic problems for both discrete and continuous systems. The course covers solution methods including numerical search algorithms, model predictive control, dynamic programming, variational calculus, and approaches based on Pontryagin's maximum principle, and it includes many examples and applications of the theory.
Facilities
Location
Start date
Start date
Reviews
Subjects
- Design
- Systems
- Engineering
- On-Air
Course programme
Lectures: 2 sessions / week, 1.5 hours / session
LQR = linear-quadratic regulator
LQG = linear-quadratic Gaussian
MPC = model predictive control
Don't show me this again
This is one of over 2,200 courses on OCW. Find materials for this course in the pages linked along the left.
MIT OpenCourseWare is a free & open publication of material from thousands of MIT courses, covering the entire MIT curriculum.
No enrollment or registration. Freely browse and use OCW materials at your own pace. There's no signup, and no start or end dates.
Knowledge is your reward. Use OCW to guide your own life-long learning, or to teach others. We don't offer credit or certification for using OCW.
Made for sharing. Download files for later. Send to friends and colleagues. Modify, remix, and reuse (just remember to cite OCW as the source.)
Learn more at Get Started with MIT OpenCourseWare
Principles of optimal control