Syllabus

Course Title: Linear System Theory Semester : Spring 2019

Course Number : ELE857
Class Room and Hours : H108-0314
Instructor : Prof. Chung Choo Chung, Department of Electrical Engineering
Contact Information : Office: (02)2220-1724, Office: RM402-1, Eng. Annex,
Email: cchung@hanyang.ac.kr

Course Objectives and Coruse Description :

This course provides an introduction to the modern state space theory of linear systems for
students of circuits, communications, controls, and signal processing. In some sense it is a
second course in linear systems, since it builds on an understanding that students have seen
linear systems in use in at least some context before. We provide the students with the basic
tools of modern linear systems theory: stability, controllability, observability, realization theory,
state feedback, state estimation, separation theorem, etc.

Topics include :
A review of linear algebra and matrix theory. The solutions of linear equations. Least-squares
approximation, linear programming, singular value decomposition and principal component
analysis. Linear ordinary differential equations: existence and uniqueness of solutions, the
state-transition matrix and matrix exponential. Numerical considerations: matrix sensitivity and
condition number, numerical solutions to ordinary differential equations, and stiffness.
Input-output and internal stability; the method of Lyapunov. Controllability and observability;
basic realization theory. Control and observer design: pole placement, state estimation. Linear
quadratic optimal control: Riccati equation, properties of the LQ regulator and Kalman
filtering. Advanced topics such as robust control, hybrid system theory, linear quadratic games
and distributed control will be presented based on allowable time and interest from the class.

Evaluation and Grading System :

Attendance: 10% Homework: 20% Midterm: 30% Final: 40%

Textbook C.T. Chen, Linear System Theory and Design, Fourth Edition, Oxford, 2013.
C. A. Desoer, UC Berkeley EE221A Lecture Notes on Linear System Theory

References
Systems:
• F. Callier & C. A. Desoer, Linear System Theory, Springer-Verlag, 1991.
• C.T. Chen, Linear Systems Theory and Design, Holt, Rinehart & Winston, 1999.
• T. Kailath, Linear Systems Theory, Prentice-Hall. 1981.
• R. Brockett, Finite-dimensional Linear Systems, Wiley. 1970.
• W. J. Rugh, Linear System Theory, Prentice-Hall, 1996.
• D. F. Delchamps, State Space and Input-Output Linear Systems, Springer Verlag, 1988.
• J. Hespanha, Linear Systems Theory, Princeton University Press. 2009.
• C. T. Chen, Linear System Theory and Design, Second Edition, Oxford, 1984.
• W. J. Rugh, Linear System Theory, 2nd Edition, Prentice-Hall, 1996.
• P. J. Antsaklis and A. N. Michel, Linear Systems, McGraw-Hill. 1998.
Algebra:
• G. Golub and C. Van Loan, Matrix Computations, Johns Hopkins Press.
• M. Gantmacher, Theory of Matrices, Vol 1 & 2, Chelsea.
• G. Strang, Linear Algebra and its Applications, 3rd edition, 1988.
• G. Strang, Introduction to Linear Algebra, 4th ed., Wellesley-Cambridge Press, 2009.
• H. Anton and C. Rorres, Elementary Linear Algebra, 11th Edition, Wiley, 2014.

Analysis:
• J. Hale, Ordinary Differential Equations, Wiley.
• W. Rudin, Principles of Mathematical Analysis, Mcgraw-Hill.
• W. Rudin, Real and Complex Analysis, Mcgraw-Hill.

Prof. Claire Tomlin's video lectures on selected topics: EE221 Video Lectures at
https://www.youtube.com/playlist?list=PLrmdED6yqL3UImn8cJtrBDuoye9QKJ9MJ

Lecture Schedule

Class Contents
Mathematical Background
Week 1-2 Review of Linear Algebra: Rings, fields, vector spaces, matrices, bases,
dimensions of vector spaces, properties of linear maps. Norms, induced
norms.
Linear algebra
Matrices and their eigenspaces: Left and right eigenvectors,
Week 3-4 eigenvalues, invariant subspaces, direct sum of subspaces, minimal
polynomials, generalized eigenvectors and the Jordan decomposition
theorem. Functions of a matrix and the spectral mapping theorem.
Numerical Considerations
Week 5 Hermitian matrices, adjoints, the singular value decomposition,
condition number of a matrix.
State-space solutions and realizations
Differential Equations, Linear, finite dimensional, time varying systems,
Week 6-7 State transition matrix, properties of the state transition matrix; the
adjoint equation and the variational equation. linear time invariant
system
Week 8 Midterm
Controllability and Observability
Controllability, Observability: Characterization, effects of feedback,
Week 9-10 output injection, duality. Minimality and the Kalman decomposition,
realization, Hankel and Toeplitz matrices. Stabilizability, detectability,
internal and I/O stability.
State Feedback, State Estimators
Week 11-12 State Feedback and State Estimation: Eigenvalue assignment by state
feedback, full order and reduced order observers. The separation
principle for output based pole placement. Applications.
 Linear Quadratic Optimal Control
Week 13-14 Least squares control and estimation, Riccati equations and properties
of the Linear Quadratic regulator. Minimal Realization and Coprime
Fractions
Pole Placement and Model Matching
Week 15 Finite State Systems and Hybrid Systems Controllability and strong
connectedness, Diagnosability, State equivalence and minimality

Week 16 Final Exam

Academic Integrity
Students are encouraged to discuss assignments, but material submitted for grading must be
the product of individual effort. Anything else constitutes cheating and will be dealt with
severely in accordance with the University Policy on Cheating and Plagiarism.

Homework Policy
Homework will be due one week later at beginning of class. No late homework will be
accepted without consent of the instructor. Homework handed after the beginning of class will
considered late homework. MUST be handed in before beginning of class. Homework solution
will be posted at the class web site.