Lecture Plan for ORC SoSe-2022

Week Date Day Time Place Lectures Exercises

Week 1 6.04.2022 Wed 08:00-09:30 M 1.582 Lecture 1

Outline, motivation, part I: finite-time-horizon LQ regulator problem and its solution, solving
the RDE, Hamiltonian
08.04.2022 Fri 11:35-13:05 M 1.582 Lecture 2
Solving the RDE by decoupling, the infinte-time horizon regulator problem and the ARE,
existence, stability and uniqueness of solutions to the ARE, illustrative examples, Kalman's
identity
8.04.2022 Fri 15:00-16:30 M 1.582 Exercise 1 - Problems 4.1 - 4.4
Matrix Riccati equation, Schur complement, Completing
squares, Riccati differential equation
Week 2 13.04.2022 Wed 08:00-09:30 H 0.08 Lecture 3
Properties of optimal regulators, Kalman’s inequality, 60 degrees phase margin, spectral
factorization, symmetric root locus, spectral factorization, cheap and expensive control, optimal
state estimation
15.04.2022 Holiday: No exercise class this week

Week 3 22.04.2022 Fri 11:35-13:05 N 0.08 Lecture 4

Optimal state estimation, deterministic-stochastic dualism, FARE, LQG problem, separation
principle
22.04.2022 Fri 15:00-16:30 M 1.582 Exercise 2 - Problems 5.1 - 6.2
Hamiltonian system, Penalty on final state, Pareto curve,
Augmented state feedback
Week 4 29.04.2022 Fri 11:35-13:05 N 0.08 Lecture 5
Deterministic-stochastic dualism, FARE, LQG problem, separation principle
29.04.2022 Fri 15:00-16:30 M 1.582 Exercise 3 - Problems 6.3 - 7.3
Infinite horizon LQR, High and low cost of control, Spectral
factorization, Optimal state feedback
Week 5 06.05.2022 Fri 11:35-13:05 N 0.08 Lecture 6
Part II: generalized plant, LQG control as H2 problem, constructing the generalized plant,
vector-p-norms, signal-p-norms
06.05.2022 Fri 15:00-16:30 M 1.582 Exercise 4- Problems 7.4 - 9.3
Inverted pendulum and optimal root loci, Lyapunov
equation, LQG design, Input disturbance feedback in LQG
design
Week 6 13.05.2022 Fri 11:35-13:05 N 0.08 Lecture 7
Signal norms, induced norms, properties of positive semidefinite matrices, eigenvalues and
singular values, H-infinity norm (SISO)
13.05.2022 Fri 15:00-16:30 M 1.582 Exercise 5 - Problems 11.1 - 13.2
SVD of matrices, Robust rank determination via SVD
Week 7 20.05.2022 Fri 11:35-13:05 N 0.08 Lecture 8
H2‐norm (SISO), H-infinity norm (MIMO), sigma plots, H2-norm (MIMO), Computing the
H2 and H-infinity norm, feedback loops: sensitivity and complementary sensitivity, mixed-
sensitivity design, shaping filters
20.05.2022 Fri 15:00-16:30 M 1.582 Exercise 5 - Problems 11.1 - 13.2
SVD of matrices, Robust rank determination via SVD
Week 8 Pentacost Holiday: No Lecture this week Pentacost Holiday: No Exercise this week

Week 9 01.06.2022 Wed 08:00-09:30 H 0.08 Lecture 9

Mixed-sensitivity design, LF and HF shaping, closed-loop H‐infinity norm and performance,
extension to MIMO systems, case study flight control
03.06.2022 Fri 11:35-13:05 N 0.08 Lecture 10
Mixed-sensitivity design, LF and HF shaping, closed-loop H‐infinity norm and performance,
extension to MIMO systems, case study flight control
03.06.2022 Fri 15:00-16:30 M 1.582 Exercise 6 - Problems 13.3 - 15.1
Image compression via SVD, System theoretic interpretation
of SVD, H2 and H∞ norm computation
Week 10 American Control Conference: No Lecture this week American Control Conference: No Exercise class this week
ACC week
Week 11 15.06.2022 Wed 08:00-09:30 H 0.08 Lecture 11
Case study: design scenarios, parameterization of shaping filters, tracking, input disturbance
and pole zero cancellations
17.06.2022 Fri 11:35-13:05 N 0.08 Exercise 7 - Problems 15.2 - 15.4
Aircraft model LQG design, H2 norm for aircraft model
LQG design, H∞ norm for aircraft model LQG design
17.06.2022 Fri 15:00-16:30 M 1.582 Exercise 8 - Problems 16.1 - 16.3
H∞ norm-based mixed sensitivity approximation error, Best
and worst input directions, Sensitivity analysis
Week 12 24.06.2022 Fri 11:35-13:05 N 0.08 Lecture 12
Linear matrix inequalities, background, Lyapunov stability and Lyapunov inequality, pole
region constraints, constraints on H2-norm
20.06.2022 Mon 13:00-14:30 M 1.582 Exercise 9 - Problems 17.1 - 18.1
Mixed sensitivity design example with input disturbance,
Mixed sensitivity design example for the aircraft model
24.06.2022 Fri 15:00-16:30 M 1.582 Exercise 10 - Problems 18.2 - 19.1
H2 and H∞ norm computation via LMIs, Aircraft model
LQG design as an H2 norm opt. Problem
Week 13 01.07.2022 Fri 11:35-13:05 N 0.08 Lecture 13
Constraints on H-infinity norm, bounded real lemma, from analysis to synthesis, linearizing
change of variables for state feedback, output feedback (result only)
01.07.2022 Fri 15:00-16:30 M 1.582 Exercise 11 - Problems 18.2 - 19.1

Week 14 08.07.2022 Fri 09:40-11:10 N 0.08 Lecture 14

Uncertain plant, design example: PSS, family of plants, LFT representation of uncertainty,
small gain theorem, constructing the uncertainty model via projection
08.07.2022 Fri 11:35-13:05 N 0.08 Exercise 12 - Problems 19.2 - 21.1
H∞ norm-based design with pole placement, ACC
Benchmark problem
08.07.2022 Fri 15:00-16:30 M 1.582 Exercise 12 - Buffer

Week 15 European Control Conference: No Lecture this week European Control Conference: No Exercise this week
ECC Week