SYLLABUS
EENG442/E&AS902/AMTH342 – LINEAR SYSTEMS – Fall 2006
Instructor: A. S. Morse, 212 Malone
Lab., X24295, mailto:morse@sysc.eng.yale.edu
Teaching Assistant: Jia Fang, 5202B Malone
Lab, X26555, mailto:jia.fang@yale.edu
Brief Summary: This is an introductory course
about finite-dimensional, continuous and discrete-time linear dynamical
systems. The course is intended for students interested in the systems, information,
and computer sciences including robotics, control theory, signal and image
processing, computer vision. The course is open to all students. Undergraduates
interested in taking the course should first contact the course instructor.
Organization: The course meets on
Mondays and Wednesdays from 1:00pm to 2:30pm in Malone 217. There are
approximately eleven weekly homework assignments. There is a mid-term and a
final exam. Review sessions will be scheduled from time to time.
Course Text: Linear
System Theory, W. J. Rugh, Prentice Hall, 1996
Class Notes: Lecture Notes on Linear Algebra, Linear Differential
Equations, and Linear Systems; A. S. Morse.
Contents:
Week 1: Matrix algebra: fields and
polynomial rings, Gauss
elimination.
Week 2: Linear algebra: subspaces and linear transformations .
Week 3: Basic concepts from analysis - normed spaces, continuity, convergence
Week 4: Linear differential
equations: linearization, state-transition matrix, variation of constants
formula, periodic systems.
Week 5: Matrix similarity, matrix exponentials, characteristic polynomial, Cayley Hamilton Theorem, Jordan normal form.
Week 6: Inner product spaces, orthogonal projections, normal matrices, symmetric and orthogonal matrices.
Week 7: Continuous and discrete-time linear systems; sampled systems; the concept of a realization.
Week 8: Controllability: reachable states, control reduction, controllable decompositions.
Week 9: Observability: unobservable states, observability reduction; minimal systems.
Week 10: Transfer matrix realizations; via partial fractions; via control canonical form; minimal realizations; isomorphic systems.
Week 11: Uniform and exponential stability; stability of continuous and discrete time-invariant systems,
Routh-Hurwitz test , Lyapunov stability , perturbed systems.
Week 12: Feedback control:
state-feedback, spectrum assignment, observers, observer-based control systems