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This is a course on linear systems Introduction to Mathematical Systems Theory 1. Course information 2. What is mathematical systems theory? 3. Course topics Gives preparation for SF2842 Geometric systems theory SF2852 Optimal control theory Advanced topics in control theory and signal processing Advanced control tasks in industry (ABB, Saab, Volvo, De Laval, Process industries, Ericsson, Finance, e.t.c.)

Introduction 1

SF2832

Introduction 1

SF2832

Teachers

Course Material

An Introduction to Mathematical Systems Theory, Lindquist & Sand. Xiaoming Hu (Email: hu@kth.se) Johan Karlsson (Email: johan.karlsson@math.kth.se) Exercises in Mathematical Systems Theory, Enqvist. Complementary material will be handed out. It will also be posted on the course homepage.

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SF2832

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SF2832

Homework

Computer Exercise

Three optional homework sets W1 Chapter 1 - chapter 3. Deadline on Tuesday September 23. W2 Chapter 4 - chapter 5. Deadline on Tuesday October 7. W3 Chapter 6 - chapter 9. Deadline is on Friday October 17. Each homework has ve problems. Grading: Each homework may give maximum 3 bonus credits for the exam.

There is one optional computer exercise, where you apply the theory of the course using standard linear algebra routines in the Control System Toolbox in MATLAB. Cooperation in groups of not more than two students is allowed. One lab report for each group. Possibly oral exam. A successfully completed computer exercise gives you three bonus points on the nal exam. Deadline is on October 14.

Introduction 1

SF2832

Introduction 1

SF2832

Theory Project There is one optional theory project, where the purpose is to use what you have learnt in the course in new problems. Cooperation in groups of not more than two students is allowed. One lab report for each group. Possibly oral exam. A successfully completed theory project gives you three bonus points on the nal exam. Deadline is on October 14. The following topics are available Linear matrix equations. Popov-Belevic-Hautus test and block diagram algebra.

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Final Written Exam The nal exam takes place on October 24, 2008 at 08:00-13:00 in room D41, V01 and V12. Grading Grade A B C D E FX

Total credit (points) >90 76-90 61-75 50-60 45-49 41-44 Total credit = exam score + homework score + computer exercise + theory project. The maximum exam score = 100. Maximum bonus from HW+CE+TP=15 Open book exam. You may bring the lecture notes by Lindquist and Sand, Mathematics Handbook but nothing else.

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What is Mathematical Systems Theory? 1. A mathematical theory providing the foundation for modeling, analysis, and control of dynamical systems. 2. Mathematical aspects of control theory and signal processing 3. Makes heavy use of several subelds of mathematics Linear algebra and matrix theory Dierential equations Optimization theory Stochastic processes Dierential geometry Operator theory . . .

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Application Areas

Aerospace systems Robotics and autonomous vehicles Process control Estimation theory (Kalman lter) Biology and medicin . . . Next some academic examples from the course

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10

SF2832

il L

s=1 s=2

+

V = uc

z0 z 0 Drive the rocket car from rest at position z0 to rest at position 0. There are many ways to do this.

The purpose is to amplify the voltage level. Periodic switching between the two switch positions. 1, t [kT, (k + d)T ) s(t) = 2, t [(k + d)T, (k + 1)T ] where d (0, 1).

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To obtain a unique solution we may pick the energy optimal solution. m = u, z T 2 u(t) dt subj to min z(0) = z0 , z(0) = 0 0 z(T ) = 0, z(T ) = 0 This is a linear quadratic control problem.

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Satellite Control

The Hot Air Balloon 1 = + u, 1 1 v = v + + w, h = v, where = temperature, u = heating, v = vertical velocity, h = height, w = vertical wind velocity.

u v h

m u2 u1

Opt & S y st

k r(t) = r(t) (t) + u1 (t) r(t)2 2(t)r(t) 1 (t) = + u2 (t) r(t) r(t) 2 Can the satellite be controlled in a circular orbit? What happens if we either loose the tangential or the radial thrusts? What variables must be measured to control the satellite?

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y

A

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SF2832

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SF2832

Course Topics Modeling Modeling from basic principles and linearization Realization theory Analysis Reachability and observability Stability Design Design of state feedback (multi-variable and optimal) Design of observer (multi-variable and optimal) Observer based control (certainty equivalence)

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The focus of this course is on the state-space methods Tractable for computations Allows for ecient implementation Time-varying and multivariable systems Optimization aspects The mathematical aspects of the problems are investigated

External models Ch 1 and Ch 5 Realization theory, Ch 5 Internal models Statespace models Focus of the course

Continued Courses

Mathematical Systems Theory SF2832 Linear algebra Geometry Mathematical Systems Theory (Fk) Geometric Systems Theory SF2842 Optimization

Solvability Ch 2

Reachability Ch 3

Stability Ch 4

State feedback Ch 5

SF2812 Tillmpad matematisk programming - linjra problem a a SF2822 Tillmpad matematisk programming - ickelinjra problem a a

LQ control Ch7Ch8

Introduction 1

Certainty equivalence

Kalman filter Ch 9

SF2832 Introduction 1 20 SF2832

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