Week 1 : Introduction and Performance Index
Basic Concept of calculus of variation
The basic variational problem
Fixed end point problem
Free end point problem
Week 2 : Free end point problem (Continued)
Free end point problem (Continued)
Free end point problem (Continued)
Optimum of a function with conditions
Optimum of Functions with Conditions
(Lagrange Multiplier Method)
Week 3 : Optimum of a functional with conditions
Variational Approach to Optimal Control Systems
Variational Approach to Optimal Control Systems (continued)
Linear Quadratic Optimal Control Systems
Linear Quadratic Optimal Control Systems (Contnued)
Week 4 : Linear Quadratic Optimal Control Systems (Contnued)
Linear Quadratic Optimal Control Systems (Contnued)
Linear Quadratic Optimal Control Systems (Contnued)
Linear Quadratic Optimal Control Systems
(Optimal Value of Performance Index)
Infinite Horizon Regulator Problem
Week 5 : Infinite Horizon Regulator Problem (Continued)
Analytical Solution of Matrix Differential Riccati Equation (State Transition Matrix Approach)
Analytical Solution of Matrix Differential Riccati Equation (Similarity Transformation Approach)
Analytical Solution of Matrix Differential Riccati Equation (Similarity Transformation Approach) (Continued)
Frequency Domain Interpretation of LQR
(Linear Time Invariant System)
Week 6 : Frequency Domain Interpretation of LQR
(Linear Time Invariant System) (Continued)
LQR with a Specified Degree of Stability
Inverse Matrix Riccati Equation
Linear Quadratic Tracking System
Discrete-Time Optimal Control Systems
Week 7 : Discrete-Time Optimal Control Systems (Continued)
Discrete-Time Optimal Control Systems (Continued)
Matrix Discrete Riccati Equation
Analytical Solution of Matrix Difference Riccati Equation
Analytical Solution of Matrix Difference Riccati Equation (Continued)
Week 8 : Optimal Control Using Dynamic Programming
The Hamilton-Jacobi-Bellman (HJB) Equation
LQR System Using H-J-B Equation
Time Optimal Control System
(Constrained Input)
Time Optimal Control System(Continued)
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