Suchergebnis: Katalogdaten im Frühjahrssemester 2018

Rechnergestützte Wissenschaften Master Information
Systems and Control
227-0216-00LControl Systems II Information W6 KP4GR. Smith
KurzbeschreibungIntroduction to basic and advanced concepts of modern feedback control.
LernzielIntroduction to basic and advanced concepts of modern feedback control.
InhaltThis course is designed as a direct continuation of the course "Regelsysteme" (Control Systems). The primary goal is to further familiarize students with various dynamic phenomena and their implications for the analysis and design of feedback controllers. Simplifying assumptions on the underlying plant that were made in the course "Regelsysteme" are relaxed, and advanced concepts and techniques that allow the treatment of typical industrial control problems are presented. Topics include control of systems with multiple inputs and outputs, control of uncertain systems (robustness issues), limits of achievable performance, and controller implementation issues.
SkriptThe slides of the lecture are available to download.
LiteraturSkogestad, Postlethwaite: Multivariable Feedback Control - Analysis and Design. Second Edition. John Wiley, 2005.
Voraussetzungen / BesonderesPrerequisites:
Control Systems or equivalent
227-0224-00LStochastic Systems Information W4 KP2V + 1UF. Herzog
KurzbeschreibungProbability. Stochastic processes. Stochastic differential equations. Ito. Kalman filters. St Stochastic optimal control. Applications in financial engineering.
LernzielStochastic dynamic systems. Optimal control and filtering of stochastic systems. Examples in technology and finance.
Inhalt- Stochastic processes
- Stochastic calculus (Ito)
- Stochastic differential equations
- Discrete time stochastic difference equations
- Stochastic processes AR, MA, ARMA, ARMAX, GARCH
- Kalman filter
- Stochastic optimal control
- Applications in finance and engineering
SkriptH. P. Geering et al., Stochastic Systems, Measurement and Control Laboratory, 2007 and handouts
227-0207-00LNonlinear Systems and Control Information
Voraussetzung: Control Systems (227-0103-00L)
W6 KP4GE. Gallestey Alvarez, P. F. Al Hokayem
KurzbeschreibungIntroduce students to the area of nonlinear systems and their control. Familiarize them with tools for modelling and analysis of nonlinear systems. Provide an overview of the various nonlinear controller design methods.
LernzielOn completion of the course, students understand the difference between linear and nonlinear systems, know the the mathematical techniques for modeling and analysing these systems, and have learnt various methods for designing controllers for these systems.
Course puts the student in the position to deploy nonlinear control techniques in real applications. Theory and exercises are combined for better understanding of virtues and drawbacks in the different methods.
InhaltVirtually all practical control problems are of nonlinear nature. In some cases the application of linear control methods will lead to satisfying controller performance. In many other cases however, only application of nonlinear analysis and synthesis methods will guarantee achievement of the desired objectives. During the past decades a number of mature nonlinear controller design methods have been developed and have proven themselves in applications. After an introduction of the basic methods for modelling and analysing nonlinear systems, these methods will be introduced together with a critical discussion of their pros and cons, and the students will be familiarized with the basic concepts of nonlinear control theory.

This course is designed as an introduction to the nonlinear control field and thus no prior knowledge of this area is required. The course builds, however, on a good knowledge of the basic concepts of linear control.
SkriptAn english manuscript will be made available on the course homepage during the course.
LiteraturH.K. Khalil: Nonlinear Systems, Prentice Hall, 2001.
Voraussetzungen / BesonderesPrerequisites: Linear Control Systems, or equivalent.
401-4938-14LStochastic Optimal Control Information
Findet dieses Semester nicht statt.
W4 KP2VM. Soner
KurzbeschreibungDynamic programming approach to stochastic optimal control problems will be developed. In addition to the general theory, detailed analysis of several important control problems will be given.
LernzielGoals are to achieve a deep understanding of

1. Dynamic programming approach to optimal control;
2. Several classes of important optimal control problems and their solutions.
3. To be able to use this models in engineering and economic modeling.
InhaltIn this course, we develop the dynamic programming approach for the stochastic optimal control problems. The general approach will be described and several subclasses of problems will also be discussed in including:
1. Standard exit time problems;
2. Finite and infinite horizon problems;
3. Optimal stoping problems;
4. Singular problems;
5. Impulse control problems.

After the general theory is developed, it will be applied to several classical problems including:
1. Linear quadratic regulator;
2. Merton problem for optimal investment and consumption;
3. Optimal dividend problem of (Jeanblanc and Shiryayev);
4. Finite fuel problem;
5. Utility maximization with transaction costs;
6. A deterministic differential game related to geometric flows.

Textbook will be

Controlled Markov Processes and Viscosity Solutions, 2nd edition, (W.H. Fleming and H.M. Soner) Springer-Verlag, (2005).

And lecture notes will be provided.
LiteraturControlled Markov Processes and Viscosity Solutions, 2nd edition, (W.H. Fleming and H.M. Soner) Springer-Verlag, (2005).

And lecture notes will be provided.
Voraussetzungen / BesonderesBasic knowledge of Brownian motion, stochastic differential equations and probability theory is needed.
401-5850-00LSeminar in Systems and Control for CSEW4 KP2SJ. Lygeros
KurzbeschreibungCourse based on individual study. Short projects involving literature review, possibly simple research tasks.
LernzielIntroduce students to state of the art research in systems and control.
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