Systems Theory and Automatic Control

Optimal Control


Lecturer

Prof. Dr.-Ing. Rolf Findeisen
Room G07-202
Tel: 0391 67 18708

Assistants

M.Sc. Hoang Hai Nguyen
Room G07-209
Tel: 0391 67 58928

M.Sc. Mohamed Soliman
Room G07-205
Tel: 0391 67 57121

M.Sc. Felix Häusser
Room G07-209
Tel: 0391 67 58776

Time and Place

Monday, 13:00-15:00 online Lecture/Exercise
Wednesday, 09:00-11:00 online Lecture/Exercise

This course takes place in the winter semester.

Due to the current corona situation and regulations, this course will take place as a virtual lecture with interactive consultation sessions. Both exercise and lecture can include synchonous (e.g. interactive consultation appointments) and asynchronous (e.g. online posting of teaching material and videos) appointsments. Information will be provided after registration in the LSF via the e-learning portal of the university.

Requirements

Students attending the course are recommended to have attended lectures on static optimization and fundamentals of control theory.

Program of the Course

The following topic will be covered:

  • Application examples from various fields such as chemical engineering, economics, aeronautics and robotics.
  • Dynamic programming, principle of optimality, Hamilton-Jacobi-Bellman equation, variational calculus, Pontryagin maximum principle.
  • Infinite and finite horizon optimal control, LQ optimal control
  • Numerical algorithms for the solution of optimal control problems.
  • Model predictive control.
  • Embedded Optimization.

Exam Information

The exam will be written. The questions will be in English, although students are allowed to write either in English or German. 4 pages (2 sheets) of own handwritten formular are allowed. NO electronic tools admitted (no calculators, no smartphones etc.) .

Additional Information

Recommended bibliography: Check the slides of the first lecture.

MATLAB for Exercises

For some exercises, you will need to use the scientific computation software MATLAB to apply the material you learned in class. If you have never used Matlab before, you should get familiar with it prior to the first computer exercise.

Every student of the Otto von Guericke University is eligible to use a free university license of MATLAB even on their private computer. You can register (with your @ovgu.de email address) at the MathWorks-OvGU Website and download MATLAB for your computer from there.

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