Linear System Theory

3 credits · Graduate

Construction of continuous and discrete-time state space models for engineering systems, and linearization of nonlinear models. Applications of linear operator theory to system analysis. Dynamics of continuous and discrete-time linear state space systems, including time-varying systems. Lyapunov stability theory. Realization theory, including notion of controllability and observability, canonical forms, minimal realizations, and balanced realizations. Design of linear feedback controllers and dynamic observers, featuring both pole placement and linear quadratic techniques. Introduction to stochastic control and filtering. Prerequisites: Electrical and Computer Engineering 382 or Mecahnical Engineering 344, or consent of instructor.