Welcome to Optimal Control
Description:
Optimal control is the problem of finding control strategies for a dynamic system such that a certain performance function is minimized (or maximized). The subject stems from the calculus of variations and was developed into an independent discipline during the early 1950's mainly due to two discoveries: the maximum principle by L.S. Pontryagin and dynamic programming by R. Bellman. Optimal control finds its application in a variety of areas including engineering, economics, biology and logistics.
The course will be conducted as a (traditionally) lecture series with physical attendance. Course evaluation will be done through attendance and homework assignment. It has two main parts, which in headlines are: (1) Foundation of optimal control, and (2) Special topics, including a discussion on numerical implementation.
In the first part of the course, we will concentrate on the foundation of optimal control. We will discuss necessary and sufficient condition for optimality, and various types of constraints. We will address the question of existence of optimal strategies. We cover two main results in optimal control theory, the Hamilton-Jacobi-Bellman (HJB) equation and the (Pontryagin) maximum principle. We show how the dynamic programming principle works for an optimal control problem by using the HJB equation to solve linear quadratic control problems. Moreover, we apply the maximum principle to linear quadratic control problems. We end this part by introducing the notion of viscosity solution to the HJB equation.
In the second part of the course we will give an introduction to two areas of optimal control: singular optimal control where higher order conditions such as the generalized Legendre–Clebsch condition is used to obtain sufficient condition for local optimality, and optimal control of Markov processes where the state variables are not known with certainty (they are the outcome of stochastic differential equations). Finally, we will discuss software solutions for optimal control problems.
Prerequisites:
A basic knowledge of mathematics as obtained through undergraduate engineering studies.
Learning objectives:
Existence of optimal strategies
Hamilton-Jacobi-Bellman equation
Pontryagin's maximum principle
Linear quadratic optimal control problems
Viscosity solution
Singular optimal control
Generalized Legendre–Clebsch condition
Optimal control of Markov processes
Numerical solutions to optimal control problems
Organizer:
John Leth
Lecturers:
John Leth
ECTS: 2
Time: August
Place: Aalborg University
Zip code: 9220
City: Aalborg
Maximal number of participants: 30
Deadline: TBA
Important information concerning PhD courses:
There is a no-show fee of DKK 3,000 for each course where the student does not show up. Cancellations are accepted no later than 2 weeks before the start of the course. Registered illness is of course an acceptable reason for not showing up on those days. Furthermore, all courses open for registration approximately four months before start of the course.
We cannot ensure any seats before the deadline for enrolment, all participants will be informed after the deadline, approximately 3 weeks before the start of the course.
To attend courses at the Doctoral School in Medicine, Biomedical Science and Technology you must be enrolled as a PhD student.
For inquiries regarding registration, cancellation or waiting list, please contact the PhD administration at aauphd@adm.aau.dk When contacting us please state the course title and course period. Thank you.
- Teacher: John-Josef Leth
Welcome to Advanced Spectral Estimation (2025)
Description: Spectral analysis is a fundamenal tool in a broad range of scientific disciplines, including telecommunications, chemistry, power electronics, and speech and audio processing. The course gives an overview of modern methods for spectral analysis for both stochastic and deterministic signals, including both parametric and non-parametric methods. More specifically, a number of methods based on different principles will be discussed, namely classical methods based on the Fourier transform, methods based on concepts from linear algebra such as shift-invariance and subspaces, optimal distortion-less filtering methods, and sparsity-based methods based on convex optimization and statistical principles. The properties of these methods will be analyzed and their application to real signal will be discussed.
Prerequisites: Basic probability theory, linear algebra, signal processing, and experience with MATLAB and/or Python programming.
Learning objectives:
1. Develop a deep understanding of the theoretical foundations of spectral analysis, including the distinction between stochastic and deterministic signals.
2. Gain proficiency in both classical methods based on the Fourier transform and modern techniques that leverage linear algebra, such as shift-invariance and subspace methods.
3. Differentiate between parametric and non-parametric methods for spectral analysis, and assess the advantages and limitations of each approach in various scientific applications.
4. Master the principles and applications of optimal distortion-less filtering methods in spectral analysis, and understand their significance in reducing noise and enhancing signal clarity.
5. Learn and apply sparsity-based methods, grounded in convex optimization and statistical principles, to effectively analyze sparse signals.
6. Critically evaluate the performance of different spectral analysis techniques, considering factors such as accuracy, computational efficiency, and robustness.
7. Develop the ability to apply various spectral analysis methods to real signals within the students problem domain.
8. Keep abreast of the latest advancements in spectral analysis methods and their applications, fostering the ability to adapt to emerging challenges and innovations in the field.
9. Prepare to conduct independent research in the field of spectral analysis, contributing to the development of new methods or the novel application of existing techniques to solve complex scientific problems.
Organizer: Jesper Rindom Jensen
Lecturers: TBA
ECTS: 3.0
Time: 25, 26, 27, 28, 29 August 2025
Place: Aalborg University (Room: TBA)
Zip code: 9220
City: Aalborg
Maximal number of participants: 15
Deadline: 4 August 2025
Important information concerning PhD courses:
There is a no-show fee of DKK 3,000 for each course where the student does not show up. Cancellations are accepted no later than 2 weeks before the start of the course. Registered illness is of course an acceptable reason for not showing up on those days. Furthermore, all courses open for registration approximately four months before start of the course.
We cannot ensure any seats before the deadline for enrolment, all participants will be informed after the deadline, approximately 3 weeks before the start of the course.
To attend courses at the Doctoral School in Medicine, Biomedical Science and Technology you must be enrolled as a PhD student.
For inquiries regarding registration, cancellation or waiting list, please contact the PhD administration at aauphd@adm.aau.dk When contacting us please state the course title and course period. Thank you.
- Teacher: Jesper Rindom Jensen
Welcome to Nonlinear Control Theory
Description:
Virtually all physical systems are nonlinear in nature. Sometimes, however, it is possible to describe the operation of a physical system by a linear model e.g., as a set of ordinary linear differential equations. This is the case, for example, if the mode of operation of the physical system does not deviate too much form the nominal set of operating conditions i.e., one can linearize the system. Thus the analysis of linear systems occupies an important place in system theory. But in analyzing the behavior of a physical system, one often encounters situations where the linear (or linearized) model is inadequate or inaccurate e.g., when the states or inputs of the system is constrained; that is the time when concepts of this course may prove very useful.
The course comprises an introduction to nonlinear control systems. It discusses the notions of stability such as stability in Lyapunov sense, asymptotic, and exponential stability. It puts forward tests for checking if a system is stable based on behaviour of a so-called Lyapunov function. Nonlinear control methods such as passivity-based control and sliding mode control will be introduced. We extend the notion of Lyapunov stability to systems with input i.e., input-to-state stability, and show how Lyapunov stability is related to input-output stability. If time permits we will look at frequency domain analysis of feedback system represented by a feedback connection between a linear dynamical system and a nonlinear dynamical system e.g., a linear time-invariant system with saturation.
Prerequisites:
A basic knowledge of mathematics as obtained through undergraduate engineering studies.
Organizer:
John Leth
Lecturers:
John Leth and Jan Dimon Bendtsen
ECTS: 2
Time: 26, 27, 28 May & 2, 3, 4 June
Place: Aalborg University
Zip code: 9220
City: Aalborg
Maximal number of participants: 30
Deadline: 5 May
Important information concerning PhD courses:
There is a no-show fee of DKK 3,000 for each course where the student does not show up. Cancellations are accepted no later than 2 weeks before the start of the course. Registered illness is of course an acceptable reason for not showing up on those days. Furthermore, all courses open for registration approximately four months before start of the course.
We cannot ensure any seats before the deadline for enrolment, all participants will be informed after the deadline, approximately 3 weeks before the start of the course.
To attend courses at the Doctoral School in Medicine, Biomedical Science and Technology you must be enrolled as a PhD student.
For inquiries regarding registration, cancellation or waiting list, please contact the PhD administration at aauphd@adm.aau.dk When contacting us please state the course title and course period. Thank you.
- Teacher: Jan Dimon Bendtsen
- Teacher: John-Josef Leth
Cancelled!
Welcome to Introduction to Information Theory in Neuroscience (2025)
Description: In this course, we introduce information theoretic notions that are applicable to several neuroscience systems. Our focus will be on directed information measures, which are useful for establishing statistical relationships between time series data such as EEG. We will also introduce non-directed measures such as phase synchrony.
You will learn about concepts such as mutual information, transfer entropy, redundant and synergistic information, connectivity matrices and coupling strengths between time series. These concepts will be demonstrated on EEG data and you will be able to apply the tools on your own real-world physiological data.
Prerequisites: Basic courses on statistics and probability theory
Learning objectives: You will learn about concepts such as mutual information, transfer entropy, redundant and synergistic information, connectivity matrices and coupling strengths between time series. These concepts will be demonstrated on EEG data and you will be able to apply the tools on your own real-world physiological data.
Organizer: Jan Østergaard
Lecturers: Jan Østergaard
ECTS: 2.0
Time: 7, 8, 9 April 2025
Place: Aalborg University
Zip code: 9220
City: Aalborg
Maximal number of participants: 30
Deadline: 17 March 2025
Important information concerning PhD courses:
There is a no-show fee of DKK 3,000 for each course where the student does not show up. Cancellations are accepted no later than 2 weeks before the start of the course. Registered illness is of course an acceptable reason for not showing up on those days. Furthermore, all courses open for registration approximately four months before start of the course.
We cannot ensure any seats before the deadline for enrolment, all participants will be informed after the deadline, approximately 3 weeks before the start of the course.
To attend courses at the Doctoral School in Medicine, Biomedical Science and Technology you must be enrolled as a PhD student.
For inquiries regarding registration, cancellation or waiting list, please contact the PhD administration at aauphd@adm.aau.dk When contacting us please state the course title and course period. Thank you.
- Teacher: Jan Østergaard
Welcome to Methods for data collection with human subjects
Description:
Much of technical scientific research has as an ultimate goal to develop technological devices that will be used by people. Either as services, or products that may end up being an integral part of peoples’ lives. In order to investigate if a given technology can be used in a given context, experiments with human subjects are indispensable. These types of experiments can be time consuming and expensive and if not properly designed and executed the results may not be reliable.
This course takes both a theoretical and practical approach to data collection from human subjects, in order to avoid mistakes and common pitfalls while improving the reliability of the results. From an understanding of cognitive and perceptual processes of human interaction with the environment, we will investigate implications of these processes in different data collection scenarios.
The scenarios presented will be based on research activities such as: Evaluation of sound environments and interactive control, hearing aid aided performance ratings, listening effort, etc.
The course consist of lectures and practical work, where you will design and participate in experiments. The course is organized in to four sessions, 2 days in March and 2 days in April.
Prerequisites:
Knowledge of basic data analysis models, such as CHI-square, T-tests, ANOVA is an advantage, but not strictly required. Programming in any language capable of making simple user interfaces and data analysis, such as Python or Matlab.
The course is intended for for participants that are planning to run a data collection experiments with human subjects during their PhD work.
Learning objectives:
Understand ethical and practical implications of using humans as test subjects.
Understand and learn to work with rules and regulations for personal data (GDPR).
Understand how to avoid common mistakes in the experimental design.
Understand and know the importance of familiarisation and training.
Understand and learn to apply methods for balancing levels of independent variables.
Understand and be able to work with variability in subjective responses.
Be able to implement methods for data collection that can minimise subject bias.
Be able to implement and work with difference judgements, rating scales and forced choice methods.
Be able to derive scales of perception based on human responses.
Organizer:
Rodrigo Ordoñez
Lecturers:
Rodrigo Ordoñez, Nik Kharlamov and others
ECTS: 3
Time:
20 - 21 March, 24 - 25 April 2025
Place: Aalborg University
Zip code: 9220
City: Aalborg
Maximal number of participants: 30
Deadline: 27 February 2025
Important information concerning PhD courses:
There is a no-show fee of DKK 3,000 for each course where the student does not show up. Cancellations are accepted no later than 2 weeks before the start of the course. Registered illness is of course an acceptable reason for not showing up on those days. Furthermore, all courses open for registration approximately four months before start of the course.
We cannot ensure any seats before the deadline for enrolment, all participants will be informed after the deadline, approximately 3 weeks before the start of the course.
To attend courses at the Doctoral School in Medicine, Biomedical Science and Technology you must be enrolled as a PhD student.
For inquiries regarding registration, cancellation or waiting list, please contact the PhD administration at aauphd@adm.aau.dk When contacting us please state the course title and course period. Thank you.
- Teacher: Nik Kharlamov
- Teacher: Rodrigo Ordoñez
- Teacher: Christian Sejer Pedersen
Welcome to Reinforcement Learning (2025)
Description: An intelligent system is expected to generate policies autonomously to achieve a goal, which is mostly to maximize a given reward function or minimize a given cost function.
Reinforcement learning is a set of methods in machine learning that can produce such policies. To learn optimal actions in an environment that is not fully comprehensible to itself, an intelligent system can use reinforcement algorithms to leverage its experience to figure out optimal policies. Nowadays, reinforcement learning techniques are successfully applied in various engineering fields, including robotics (DeepMind’s walking robot) and computers playing games (AlphaGo and TD-Gammon).
Developed independently from reinforcement learning, dynamic programming is a set of algorithms in optimal control theory that generate policies assuming that the environment is fully comprehensible to the intelligent system. Therefore, dynamic programming provides an essential base to learn reinforcement learning. The course aims at building a fundamental understanding of both methods based on their relations to each other and on their applications to similar problems.
The course consists of the following topics:
Markov decision processes, dynamic programming for infinite time and stopping time, reinforcement learning, and verification tools for reinforcement learning.
Prerequisites: Basic knowledge of mathematics: calculus and probability
Learning objectives:
- General Introduction to machine learning herein Reinforcement Learning
- Markov Decision Processes and Dynamic Programming
- Reinforcement Learning with Temporal-Difference Learning
- Policy prediction with approximation
- Verification tool UPPAAL for model-based reinforcement learning
Key literature: TBA
Organizer: Rafal Wisniewski
Lecturers: Kim Guldstrand Larsen, Zheng-Hua Tan, Rafal Wisniewski, Marius Mikucionis, Abhijit Mazumdar
ECTS: 2.0
Time: 31 March to 4th April 2025
Place: Aalborg University
From March 31st to April 2nd: Fredrik Bajers Vej 7, C3-204
April 3rd: Kroghstræde 3, room 3.136
April 4th: Fredrik Bajers Vej 7, C3-204
Maximal number of participants: 40
Deadline: 10 March 2025
Important information concerning PhD courses:
There is a no-show fee of DKK 3,000 for each course where the student does not show up. Cancellations are accepted no later than 2 weeks before the start of the course. Registered illness is of course an acceptable reason for not showing up on those days. Furthermore, all courses open for registration approximately four months before start of the course.
We cannot ensure any seats before the deadline for enrolment, all participants will be informed after the deadline, approximately 3 weeks before the start of the course.
To attend courses at the Doctoral School in Medicine, Biomedical Science and Technology you must be enrolled as a PhD student.
For inquiries regarding registration, cancellation or waiting list, please contact the PhD administration at aauphd@adm.aau.dk When contacting us please state the course title and course period. Thank you.
- Teacher: Kim Guldstrand Larsen
- Teacher: Abhijit Mazumdar
- Teacher: Marius Mikučionis
- Teacher: Rahul Misra
- Teacher: Zheng-Hua Tan
- Teacher: Rafal Wisniewski