


To provide an introductory account
of the theory of optimal control and its applications
which will provide the students with the background
necessary for sound understanding of these advances
and their implications. 


¤ýÀüÄÄ 564 Linear System Theory 


¤ýText book: Donald Kirk, "Optimal Control
Theory An Introduction", Prentice Hall Inc.,
Cnglewood Cliffs, New Jersey,1997 


1. References: Brian D. Anderson, John B. Moore,
"Optimal Control, Linear quadratic methods",
PrenticeHall Inc., Englewood Cliffs, New Jersey,
1989.
2. Arther Bryson, Jr., Yuchi Ho, "Applied
Optimal Control Publishin Corp., New York, 1975.
3. Andrew P. Sage, Chelsea C. White, lll, "Optimum
systems Control", Prentice Hall Inc., Englewood
Cliffes, New Jersey, 1977.
4. Mochael Athans, Peter Falb, "Optimal Control
An Introduction to the Theory and Its Applications",
McGrawHill Book Co., New York, 1966. 


Topics:
1. Introductiion.
2. Dynamic Programming.
3. The Calculus of Variations.
4. Ponatryagin's Minimum Principle.
5. Parameter Optimization.
6. The Linear Quadratic Gaussian Problem.
7. Numerical Techniques. 


Exams: exams will be closed book tests and strongly
based on the topocis covered in the class 


