Learn · Optimal Control, Guidance and Estimation
Lecture 33 of 40Linear Quadratic Guassian Design
LQG Design; Neighboring Optimal Control & Sufficiency Condition
Dr. Radhakant Padhi · IISc Bangalore
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- Optimal Control, Guidance and Estimation, IISc Bangalore (at NPTEL)
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All the lectures
- Introduction, Motivation and Overview
- Overview of SS Approach and Matrix Theory
- Review of Numerical Methods
- An Overview of Static Optimization – I
- An Overview of Static Optimization – II
- Review of Calculus of Variations – I
- Review of Calculus of Variations – II
- Optimal Control Formulation Using Calculus of Variations
- Classical Numerical Methods to Solve Optimal Control Problems
- Linear Quadratic Regulator (LQR) – I
- Linear Quadratic Regulator (LQR) – II
- Linear Quadratic Regulator (LQR) – III
- Linear Quadratic Regulator (LQR) – III
- Discrete-time Optimal Control
- Overview of Flight Dynamics – I
- Overview of Flight Dynamics – II
- Overview of Flight Dynamics – III
- Linear Optimal Missile Guidance using LQR
- SDRE and θ - D Designs
- Dynamic Programming
- Approximate Dynamic Programming (ADP), Adaptive Critic (AC) and Single Network Adaptive Critic (SNAC) Design
- Transcription Method to Solve Optimal Control Problems
- Model Predictive Static Programming (MPSP) and Optimal Guidance of Aerospace Vehicles
- MPSP for Optimal Missile Guidance
- Model Predictive Spread Control (MPSC) and Generalized MPSP (G-MPSP) Designs
- Linear Quadratic Observer & An Overview of State Estimation
- Review of Probability Theory and Random Variables
- Kalman Filter Design – I
- Kalman Filter Design – II
- Kalman Filter Design – III
- Integrated Estimation, Guidance & Control – I
- Integrated Estimation, Guidance & Control – II
- LQG Design; Neighboring Optimal Control & Sufficiency Condition
- Constrained Optimal Control – I
- Constrained Optimal Control – II
- Constrained Optimal Control – III
- Optimal Control of Distributed Parameter Systems – I
- Optimal Control of Distributed Parameter Systems – II
- Take Home Material: Summary – I
- Take Home Material: Summary – II