Filtering and optimal control -Module I
Organization
Lessons
Exams NEWS
Program and References
Material
up to 2020
Embedded Files
Office hours:
https://uniroma1.zoom.us/j/83948979185?pwd=aXpsclhQMGs5VHNXV3Nva0VBdkY3Zz09
ID riunione: 839 4897 9185
Passcode: 746533
ORGANIZATION
All the official information: https://corsidilaurea.uniroma1.it/user/13070
Academic year 2024-2025
The course, which gives 12 ECTS, is organized in the following 2 modules:
Module 1 (September 24 2024- December 2024), 6 ECTS:
Optimal Control (Prof. Daniela Iacoviello)
Module 2 (February - May, 2025), 6 ECTS:
Filtering and Optimal Control - Module II (Prof. Stefano Battilotti).
LESSONS
Lesson times
http://www.diag.uniroma1.it/automatica/?p=didattica/orari/2020-21&l=it
Lessons are in attendance
Office hours
Send me an e-mail ( daniela.iacoviello@uniroma1.it)
For online meeting:
Filtering and optimal control -Module I
https://uniroma1.zoom.us/j/83948979185?pwd=aXpsclhQMGs5VHNXV3Nva0VBdkY3Zz09
ID riunione: 839 4897 9185
Passcode: 746533
Classroom 2024-2025 (for being included in the mailing list and to share paper and useful documents)
https://classroom.google.com/c/NzEzNDg1MjYwMTg0?cjc=5a4awmm
PROGRAM and references
Academic year 2024-2025
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
Singular solutions
The minimum time problem; the minimum time problem for steady state system
The armonic oscillator ; the double integrator
The LQG problem
REFERENCES
Textbooks available in the DIAG library or on the web
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
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MATERIAL
LECTURES
THESE SLIDES ARE NOT SUFFICIENT FOR THE EXAM
YOU MUST STUDY ON THE BOOKS
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EXAMS
On INFOSTUD you find the dates of the exam Filtering and Optimal Control with Prof. Battilotti (MODULE 2).
If you have attended Module 1 "Optimal Control" before 2023 you must send me an email; you will do the exam according to the rules of the year in which you attended the course.
To do the exam for the Module 1 you must fill the form that will be uploaded
To do the exam with prof. Battilotti (Module 2) you must register on INFOSTUD.
Exam Module 1
October 17 2024 (EXTRAORDINARY EXAM SESSION https://www.uniroma1.it/it/content/esami-di-profitto )
room A7 15:00 (written exam for the Students that attended the course up to 2023): send an email to daniela.iacoviello@uniroma1.it no later than October 12
The Students of a.a. 2023-24 (that can do the exam according to the rules in https://www.uniroma1.it/it/content/esami-di-profitto) must send me an email before October 15.
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