EE363: Lecture Slides

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  1. Linear quadratic regulator: Discrete-time finite horizon

  2. LQR via Lagrange multipliers

  3. Infinite horizon LQR

  4. Continuous-time LQR

  5. Linear quadratic stochastic control

  6. Invariant subspaces

  7. Estimation

  8. The Kalman filter

  9. Approximate nonlinear filtering

  10. Linear quadratic stochastic control with partially observed states

  11. Conservation and dissipation

  12. Basic Lyapunov theory

  13. Linear quadratic Lyapunov theory

  14. Lyapunov theory with inputs and outputs

  15. Linear matrix inequalities and the S-procedure

  16. Analysis of systems with sector nonlinearities

  17. Perron-Frobenius theory