Course Information
Linear System Theory  Spring 2011
Instructor: Prof. Songhwai Oh (오성회) Email: songhwai (at) snu.ac.kr Office Hours: MW 3:154:00PM Office: Building 301 Room 702 
Course Number: 4541.512 Time: TTh 2:003:15 PM Location: Building 302 Room 408 
TA: JungHun Suh (서정훈) Email: weareperfect (at) snu.ac.kr Office: Building 301 Room 718 
Course Description
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, inputoutput stability, internal stability, the method of Lyapunov, controllability and observability, realization theory, and state feedback and estimation.
Announcements
 [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.
Schedule
Week  Reading  Date  Lecture  Date  Lecture 

1  3/2 


2  Review linear algebra  3/7 

3/9 

3  3/14 

3/16 


4  3/21 

3/23 


5  Chen Ch. 2  3/28 

3/30 

6  Chen Ch. 4  4/4 

4/6 

7  4/11 

4/13 


8  4/18 

4/20 


9  4/25 

4/27 


10  Chen Ch. 5  5/2 

5/4 

11  5/9 

5/11 


12  Chen Ch. 6  5/16 

5/18 

13  Chen Ch. 7  5/23 

5/25 

14  Chen Ch. 8  5/30 

6/1 

15  6/6    6/8  
16  6/13  6/15 

Textbooks

[Required] C.T. Chen, Linear Systems Theory and Design, Oxford University Press, 1999. (3rd Edition).
 [Recommended] F. Callier and C. A. Desoer, Linear Systems, SpringerVerlag, 1991.
 [Recommended] G. Strang, Linear Algebra and its Applications, 3rd edition, 1988.
Prerequisites
Students must have solid background in linear algebra and signals and systems.
Topics
 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, CayleyHamilton theorem, Jordan form
 Inputoutput stability, Internal stability
 Lyapunov stability
 Controllability, Observability
 Kalman decomposition
 Realization theory
 State feedback and estimation
 Advanced topics (if time permits)