CDS 212

Optimal Control and Estimation

9 units (3-0-6)    |  third term
Prerequisites: CDS 110 (or equivalent) and CDS 131.

Advanced topics in optimization-based design of control, optimal control, and estimation/filtering. Optimal control theory using calculus of variations, Hamilton-Jacobi-Bellman equation, Pontryagin's maximum principle, and optimal control applications including reinforcement learning and model predictive control. Kalman filtering, Bayesian filtering, and nonlinear filtering methods for autonomous systems.

Instructor: Chung