The class is intended to provide a comprehensive overview of the theory of linear dynamical systems, their use in control, filtering, and estimation and their applications to areas ranging from avionics to systems biology.
By the end of the class students should be comfortable with the fundamental results in linear system theory and the mathematical tools used to derive them.
- Rings, fields and linear spaces, normed linear spaces and inner product spaces. - Ordinary differential equations, existence and uniqueness of solutions. - Continuous and discrete time, time varying linear systems. Time domain solutions. Time invariant systems treated as a special case. - Controllability and observability, canonical forms, Kalman decomposition. Time invariant systems treated as a special case. - Stability and stabilization, observers, state and output feedback, separation principle. - Realization theory.
F.M. Callier and C.A. Desoer, "Linear System Theory", Springer-Verlag, 1991.
Prerequisites / Notice
Prerequisites: Control Systems I (227-0103-00) or equivalent and sufficient mathematical maturity.
Performance assessment information (valid until the course unit is held again)