L. Giarr´e 2017-2018
Systems and Control Theory Lecture Notes
Laura Giarr´ e
Course Objectives
The course addresses dynamic systems, i.e., systems that evolve with time.
It is of interest to understand how the input is related to the output and how to introduce the notion of state.
We will concentrate on LTI systems, deterministic and stochastic.
We will analyze the main properties such as stability or interconnection and minimality.
We will learn how to design systems that ensure desirable properties, and how to identify parameters from collected data.
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Outline & Goal
Introduction
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Outline & Goal
Introduction
Analysis of Deterministic and Stochastic Systems
L. Giarr´e- Systems and Control Theory 2017-2018 - 3
Outline & Goal
Introduction
Analysis of Deterministic and Stochastic Systems
State space and Time series modeling
L. Giarr´e- Systems and Control Theory 2017-2018 - 3
Outline & Goal
Introduction
Analysis of Deterministic and Stochastic Systems
State space and Time series modeling
Properties (Stability, Structural)
L. Giarr´e- Systems and Control Theory 2017-2018 - 3
Outline & Goal
Introduction
Analysis of Deterministic and Stochastic Systems
State space and Time series modeling
Properties (Stability, Structural)
Filtering and Controlling
L. Giarr´e- Systems and Control Theory 2017-2018 - 3
Outline & Goal
Introduction
Analysis of Deterministic and Stochastic Systems
State space and Time series modeling
Properties (Stability, Structural)
Filtering and Controlling
Identification and estimation from data
L. Giarr´e- Systems and Control Theory 2017-2018 - 3
Tests and Grading
Tests There will be one exam divided into two parts: Midterm Exam A (Nov 3, 2017)
Midterm Exam B (Dec 20, 2017) or one Final Exam (A+B)
+ One test in Matlab (Home).
L. Giarr´e- Systems and Control Theory 2017-2018 - 4
Tests and Grading
Tests There will be one exam divided into two parts: Midterm Exam A (Nov 3, 2017)
Midterm Exam B (Dec 20, 2017) or one Final Exam (A+B)
+ One test in Matlab (Home).
Grading 2 midterm tests (40%+ 40%)+Matlab test (20%) or 1 final exam (80%)+ Matlab test (20%).
The oral test is not mandatory, but upon student request (maximum it will allow +/- 10% of final grading).
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Materials
Material You can download slides and material (lecture notes) at https://giarre.wordpress.com/sc/
(credits: Prof. Dahleh, Frazzoli (MIT), Prof. Zappa, Basso (UniFi), Prof. Garulli (UniSi))
Books
Dynamic Systems and ControlM. Dahleh M. A. Dahleh G. Verghese https://ocw.mit.edu/courses/electrical-engineering-and- computer-science/6-241j-dynamic-systems-and-control-spring-2011/readings/
Luenberger, David. Introduction to Dynamic Systems: Theory, Models, and Applications. Wiley, 1979. ISBN: 9780471025948.
Kailath, Thomas. Linear Systems. Prentice Hall, 1980. ISBN: 9780135369616.
System Identification
M. A. Dahleh https://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-435- system-identification-spring-2005/lecture-notes/
Ljung, Lennart. System Identification: A Theory for the User. 2nd ed Prentice Hall, 1998. ISBN:
0136566952.
T. S. Soderstrom, P. G. Stoica. System Identification, 1989.
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Tentative Schedule
LEC DATES TOPICS
1 (2) 18/09 Introduction to dynamic systems and control 2 (2) 20/09 Least squares error solutions
3 (2) 21/09 Matrix norms and SVD 4 (2) 25/09 Dynamical Models
5 (2) 28/09 State-space models - Linearization 6 (2) 2/10 Response of LTI systems
7 (2) 4/10 Response in the Transform domain 8 (2) 5/10 Similarity Transformation
Solution in Modal Coordinates 9 (2) 9/10 Stochastic Processes and systems
10(2) 11/10 Stochastic and Deterministic Dynamical System AR, MA, ARMA
11(4) 16/10 Stability, Lyapunov methods 12(2) 18/10 External I/O stability
13 (2) 23/10 Response of stochastic systems
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Tentative Schedule
LEC DATES TOPICS
14 (2) 13/11 Reachability 15 (2) 15/11 Modal Aspects 16 (2) 16/11 Observability
17 (4) 20/11 Model Based Controller 18 (2) 22/11 Minimal State realization 19 (4) 27-29/11 Estimation (LS,BLUE,RLS) 20 (4) 30/11 4/12 Kalman Filtering
21 (2) 5/12 Identification
22 (2) 6/12 Identification in practice Model Validation
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