Lecture 1 - Introduction and Performance Index
Lecture 2 - Basic Concepts of Calculus of Variation
Lecture 3 - The Basic Variational Problem
Lecture 4 - Fixed End Point Problem
Lecture 5 - Free End Point Problem
Lecture 6 - Free End Point Problem (Continued...)
Lecture 7 - Free End Point Problem (Continued...)
Lecture 8 - Free End Point Problem (Continued...)
Lecture 9 - Optimum of Functions with Conditions
Lecture 10 - Optimum of Functions with Conditions (Lagrange Multiplier Method)
Lecture 11 - Optimum of Functional with Conditions
Lecture 12 - Variational Approach to Optimal Control Systems
Lecture 13 - Variational Approach to Optimal Control Systems (Continued...)
Lecture 14 - Linear Quadratic Optimal Control Systems
Lecture 15 - Linear Quadratic Optimal Control Systems (Continued...)
Lecture 16 - Linear Quadratic Optimal Control Systems (Continued...)
Lecture 17 - Linear Quadratic Optimal Control Systems (Continued...)
Lecture 18 - Linear Quadratic Optimal Control Systems (Continued...)
Lecture 19 - Linear Quadratic Optimal Control Systems (Optimal Value of Performance Index)
Lecture 20 - Infinite Horizon Regulator Problem
Lecture 21 - Infinite Horizon Regulator Problem (Continued...)
Lecture 22 - Analytical Solution of MDRE - State Transition Matrix Approach
Lecture 23 - Analytical Solution of MDRE - Similarity Transformation Approach
Lecture 24 - Analytical Solution of MDRE - Similarity Transformation Approach (Continued...)
Lecture 25 - Frequency Domain Interpretation of LQR - Linear Time Invariant System
Lecture 26 - Frequency Domain Interpretation of LQR - Linear Time Invariant System (Continued...)
Lecture 27 - LQR with a Specified Degree of Stability
Lecture 28 - Inverse Matrix Riccati Equation
Lecture 29 - Linear Quadratic Tracking System
Lecture 30 - Discrete-Time Optimal Control Systems
Lecture 31 - Discrete-Time Optimal Control Systems (Continued...)
Lecture 32 - Discrete-Time Optimal Control Systems (Continued...)
Lecture 33 - Matrix Discrete Riccati Equation
Lecture 34 - Analytical Solution of Matrix Difference Riccati Equation
Lecture 35 - Analytical Solution of Matrix Difference Riccati Equation (Continued...)
Lecture 36 - Optimal Control using Dynamic Programming
Lecture 37 - The Hamilton-Jacobi-Bellman (HJB) Equation
Lecture 38 - LQR System Using HJB Equation
Lecture 39 - Time Optimal Control System - Constrained Input
Lecture 40 - Time Optimal Control System (Continued...)