Optimal Estimation and Control
3 ECTS
Aim:The objectives of these lectures are twofold: first, to give a better comprehension of the emerging dynamics induced by systems’ interconnections (limitations, “trade-offs”, etc.), and second to introduce necessary tools to optimize the dynamic behavior of discrete/continuous linear systems in the presence of uncertainty and/or of various constraints on the dynamics. Different problems such as optimal estimation and observation and optimal/robust control will illustrate the theoretical part. The lectures will end with basic notions and tools in robust control as well as with various discussions on the methods to be used in constructing appropriate controllers. Various examples (networked control systems, synchronization movement over networks) will complete the presentation.
Content:
- Interconnections and dynamics. Case studies and discussions
- Nonlinear optimization: constrained nonlinear optimization, Lagrange multipliers
- Dynamic programming: principle of optimality, dynamic programming, discrete/continuous LQR
- Optimal estimation/observation of linear (discrete/continuous) systems
- Robust control and controller construction