Modules 
Topics 
1. 
Introduction and Review of Basic Concepts 

01.Introduction, Motivation and Overview
02.Overview of SS Approach and Matrix Theory
03.Review of Numerical Methods 
2. 
Static Optimization 

04.An Overview of Static Optimization – I
05.An Overview of Static Optimization – II 
3. 
Optimal Control through Calculus of Variation 

06.Review of Calculus of Variations – I
07.Review of Calculus of Variations – II
08.Optimal Control Formulation Using Calculus of Variations 
4. 
Classical Numerical Techniques for Optimal Control 

09.Classical Numerical Methods to Solve Optimal Control Problems 
5. 
Linear Quadratic Regulator (LQR) Theory 

10.Linear Quadratic Regulator (LQR) – I
11.Linear Quadratic Regulator (LQR) – II
12.Linear Quadratic Regulator (LQR) – III
13.Linear Quadratic Regulator (LQR) – III 
6. 
Discretetime Optimal Control 

14.Discretetime Optimal Control 
7. 
Overview of Flight Dynamics 

15.Overview of Flight Dynamics – I
16.Overview of Flight Dynamics – II
17.Overview of Flight Dynamics – III 
8. 
Optimal Missile Guidance 

18.Linear Optimal Missile Guidance using LQR 
9. 
State Dependent Riccati Equation and θ – D Designs 

19.SDRE and θ  D Designs 
10. 
Dynamic Programming and Adaptive Critic Design 

20.Dynamic Programming
21.Approximate Dynamic Programming (ADP), Adaptive Critic (AC) and Single
Network Adaptive Critic (SNAC) Design 
11. 
Advanced Numerical Techniques for Optimal Control 

22.Transcription Method to Solve Optimal Control Problems
23.Model Predictive Static Programming (MPSP) and Optimal Guidance of Aerospace Vehicles
24.MPSP for Optimal Missile Guidance
25.Model Predictive Spread Control (MPSC) and Generalized MPSP (GMPSP) Designs 
12. 
LQ Observer and Kalman Filter Design 

26.Linear Quadratic Observer & An Overview of State Estimation
27.Review of Probability Theory and Random Variables
28.Kalman Filter Design – I
29.Kalman Filter Design – II
30.Kalman Filter Design – III 
13. 
Integrated Estimation, Guidance and Control 

31.Integrated Estimation, Guidance & Control – I
32.Integrated Estimation, Guidance & Control – II 
14 
Linear Quadratic Guassian Design 

33.LQG Design; Neighboring Optimal Control& Sufficiency Condition 
15 
Constrained Optimal Control 

34.Constrained Optimal Control – I
35.Constrained Optimal Control – II
36.Constrained Optimal Control – III 
16. 
Optimal Control of Distributed Parameter Systems 

37.Optimal Control of Distributed Parameter Systems – I
38.Optimal Control of Distributed Parameter Systems – II 
17. 
Review and Summary 

39.Take Home Material: Summary – I
40.Take Home Material: Summary – II 