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These lecture slides are still changing, so don’t print them yet.
Linear quadratic regulator: Discrete-time
finite horizon
LQR via Lagrange multipliers
Infinite horizon LQR
Continuous-time LQR
Linear quadratic stochastic control
Invariant subspaces
Estimation
The Kalman filter
Approximate nonlinear filtering
Linear quadratic stochastic control with
partially observed states
Conservation and dissipation
Basic Lyapunov theory
Linear quadratic Lyapunov theory
Lyapunov theory with inputs and
outputs
Linear matrix inequalities and the
S-procedure
Analysis of systems with sector
nonlinearities
Perron-Frobenius theory
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