Provided by:
IMT
From:
Altro PhD (Institutions, Markets and Technologies)
Sede:
IMT Lucca
Lecturers:
Alberto BEMPORAD
Semester:
1
Hours:
20
Exam:
Y
Educational Goals:
The course provides an introduction to dynamical systems, with emphasis on linear systems in state-space form. After introducing the basic concepts of stability, controllability and observability, the course covers the main techniques for the synthesis of stabilizing controllers (state-feedback controllers and linear quadratic regulators) and of state estimators (Luenberger observer and Kalman filter). The course also briefly covers data-driven approaches of parametric identification to obtain models of dynamical systems from a set of data, with emphasis on the analysis of the robustness of the estimated models w.r.t. noise on data and on the numerical implementation of the algorithms.
Prerequisites:
Linear algebra and matrix computation, calculus and mathematical analysis
Programme:
Equilibrium points and stability. Linearization of nonlinear systems. Discretization of continous-time systems. Transfer functions. Observability and controllability of LTI systems. Luenberger's observer and state-feedback controllers. Linear quadratic regulator and Kalman filter. Basic concepts on linear parameter-varying systems. System identification: Least-squares methods and recursive identification, instrumental-variables methods, consistent and unbiased estimators, prediction error methods.
