CODE | SCE5206 | ||||||||||||||||||||
TITLE | System Optimisation and Control | ||||||||||||||||||||
UM LEVEL | 05 - Postgraduate Modular Diploma or Degree Course | ||||||||||||||||||||
ECTS CREDITS | 5 | ||||||||||||||||||||
DEPARTMENT | Systems and Control Engineering | ||||||||||||||||||||
DESCRIPTION | This study-unit presents the fundamentals of optimisation algorithms for static problems and optimal estimation and control methods for linear deterministic and stochastic systems. It is shown that solutions to these problems can be obtained by maximising or minimising a mathematically-defined criterion. This provides a unified approach to various optimization techniques for estimation and control of both deterministic and stochastic dynamic systems. Both theoretical and practical issues will be considered. Study-Unit Aims The aims of this study-unit are to explore and explain: - the various cost functions used for optimization, with special attention to quadratic cost functions; - analytical and heuristic optimization methods for constrained and unconstrained problems, including Dynamic Programming, Linear Programming and various heuristic and metaheuristic methods such as simulated annealing, genetic algorithms and variable neighbourhood search algorithms; - optimal filtering for stationary processes - the Wiener filter; - optimal filtering for dynamic processes - the Kalman filter and its derivatives such as the EKF; - linear Quadratic Regulation (LQR) for optimal control of deterministic linear dynamic systems; - linear Quadratic Gaussian (LQG) control for optimal control of stochastic linear dynamic systems; - the fundamentals of the Model Predictive Control (MPC) methodology. Learning Outcomes: 1. Knowledge & Understanding: By the end of the study-unit the student will be able to: - differentiate between static and dynamic optimisation problems and the methods used for their solutions; - differentiate between constrained and unconstrained optimization problems, and the various cost functions used for optimization; - differentiate between various methods available for optimization; - select and apply suitable optimisation techniques; - comprehend the issues involved in non-linear optimization; - differentiate between the different methods for estimation of dynamic system states; - comprehend the behaviour of Wiener filtering, Kalman filtering, prediction and smoothing; - understand the behaviour and analyze the performance of LQR, LQG and MPC controllers. 2. Skills: By the end of the study-unit the student will be able to: - choose the appropriate cost function for a given optimization problem; - design and implement simple metaheuristic solutions for static problems; - design and implement optimal solutions for dynamic systems; - select an appropriate optimal estimator for a given problem; - design, implement, test and analyze the behaviour of these estimators; - design, implement, test and analyze the behaviour of LQR, LQG and MPC controllers. Main Text/s and any supplementary readings: Main Texts: - R. F. Stengel, 1994. Optimal Control and Estimation, Dover Publications. - Astrom K.J., B. Wittenmark, 2011. Computer Controlled Systems: theory and design (3rd Ed), Dover Publications. Supplementary Readings: - E.F Camacho and C. Bordons, 2004. Model Predictive Control, Springer. |
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ADDITIONAL NOTES | Pre-requisite Study-unit: SCE5109 | ||||||||||||||||||||
STUDY-UNIT TYPE | Ind. Study, Lect, Practicum, Project, Tutorial, On | ||||||||||||||||||||
METHOD OF ASSESSMENT |
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LECTURER/S | Kenneth M. Scerri |
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The University makes every effort to ensure that the published Courses Plans, Programmes of Study and Study-Unit information are complete and up-to-date at the time of publication. The University reserves the right to make changes in case errors are detected after publication.
The availability of optional units may be subject to timetabling constraints. Units not attracting a sufficient number of registrations may be withdrawn without notice. It should be noted that all the information in the description above applies to study-units available during the academic year 2025/6. It may be subject to change in subsequent years. |