Course content

Theory for linear multivariable systems, state space models, discretization, canonical forms and realizations, Lyapunov stability, controllability and observability, state feedback, state estimation, the Kalman filter, descriptions of stochastic processes and random signals.

Learning outcome

The subject will give an introduction to linear systems theory. It will emphasize both an understanding of the fundamental theoretical issues, and control engineering applications where computers are used for state estimation and control.

Learning methods and activities

Lectures, two compulsory projects, compulsory assignments. Portfolio evaluation is the basis for the final grade in the subject. Parts of the portfolio are final exam in writing 50% and project assignments 50%. The result for each part is given in percentage units, while evaluation of the entire portfolio (the final grade) is given as a letter. If there is a re-sit examination, the examination form may change from written to oral.

Compulsory assignments

• Exercises

Recommended previous knowledge

Calculus 1, 2, 3 og 4, TTK4105 Control Systems, and Statistics, or similar background.

Course materials

Information will be given when the course starts.

Credit reductions