|Instructor: Prof. Songhwai Oh (오성회)
Email: songhwai (at) snu.ac.kr
Office Hours: MW 3:15-4:00PM
Office: Building 301 Room 702
|Course Number: 4541.512
Time: TTh 2:00-3:15 PM
Location: Building 302 Room 408
|TA: JungHun Suh (서정훈)
Email: weareperfect (at) snu.ac.kr
Office: Building 301 Room 718
This course provides a comprehensive introduction to the modeling, analysis, and control of linear dynamical systems. Topics include: a review of linear algebra and matrix theory, solutions of linear equations, matrix exponential, state transition matrix, input-output stability, internal stability, the method of Lyapunov, controllability and observability, realization theory, and state feedback and estimation.
- [05/25] The final exam will be held on June 15 (Wed) from 7PM to 9PM (Room 102, Building 301). This is a closed book exam.
- [05/11] The due date for HW #3 is postponed to 5/16 (Monday).
- [04/11] The midterm will be held on
April 25 (Mon)April 20 (Wed) in class. This is a closed book exam. The exam will cover materials up to the lecture on 4/13.
- [04/08] HW2, problem 7 - It is the function "f" which satisfies the conditions of the fundamental theorem of differential equations.
- [03/23] The last problem of homework #1 is updated to give a more precise algorithm.
- [03/02] We will have the first lecture. Please review linear algebra before the class.
- [03/01] Please read 배움의 윤리.
|2||Review linear algebra||3/7||
|5||Chen Ch. 2||3/28||
|6||Chen Ch. 4||4/4||
|10||Chen Ch. 5||5/2||
|12||Chen Ch. 6||5/16||
|13||Chen Ch. 7||5/23||
|14||Chen Ch. 8||5/30||
[Required] C.T. Chen, Linear Systems Theory and Design, Oxford University Press, 1999. (3rd Edition).
- [Recommended] F. Callier and C. A. Desoer, Linear Systems, Springer-Verlag, 1991.
- [Recommended] G. Strang, Linear Algebra and its Applications, 3rd edition, 1988.
Students must have solid background in linear algebra and signals and systems.
- Review of linear algebra and matrix theory
- Norms and normed linear spaces, Inner product, Orthogonality, Projection theorem
- Singular value decomposition
- Solutions of linear ordinary differential equations
- State space model, state transition matrix
- Matrix exponential, Cayley-Hamilton theorem, Jordan form
- Input-output stability, Internal stability
- Lyapunov stability
- Controllability, Observability
- Kalman decomposition
- Realization theory
- State feedback and estimation
- Advanced topics (if time permits)