UNIVERSITY OF MANAGEMENT AND TECHNOLOGY

SCHOOL OF ENGINEERING

DEPARTMENT OF ELECTRICAL ENGINEERING

MS ELECTRICAL ENGINEERING

EE504 Linear Systems

Week 1
Dr. Sajjad H. Shami
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EE504 Linear Systems

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 EE504 Linear Systems
• Pre requisites
• Linear Algebra, Control Systems
• Course Aims
• This course is intended as a first semester graduate course on
• linear systems theory, design and implementation
• with application to ?
• signal processing,
• communications,
• estimation and control
• The objective is to present a comprehensive coverage of the
basic tools needed by an electrical engineering graduate
student specializing in the above areas
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 Signal Processing ?
• Signal processing is an area of systems engineering,
electrical engineering and applied mathematics that
deals with
– operations on or analysis of analog as well as digitized
signals,
– representing time-varying or spatially varying physical
quantities

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 Signal Processing

• Signals of interest ?
• Signals of interest can include
• sound
• electromagnetic radiation
• images and sensor readings
– for example biological measurements such as
electrocardiograms
• control system signals
• telecommunication transmission signals
• and many others

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 Communications
• In telecommunication, communications-electronics
(C-E) is the specialized field concerned with the
use of
– electronic devices and systems for the acquisition or
– acceptance, processing, storage, display, analysis,
protection, disposition, and transfer of information

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 Communications…
• C-E responsibilities and actions?
• C-E includes the wide range of responsibilities and
actions relating to:
– Electronic devices and systems used in the
transfer of ideas and perceptions
– Electronic sensors and sensory systems used in
the acquisition of information devoid of semantic
influence
– Electronic devices and systems intended to allow
friendly forces to operate in hostile environments
and to deny to hostile forces the effective use of
electromagnetic resources
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 Estimation and Control?
• Deals with the ubiquitous problem of sequential
decision making in the face of uncertainty

• Involves different approaches to modeling, estimation,

and control of discrete time stochastic dynamical
systems (with both finite and infinite state spaces)

• Solution techniques based on dynamic programming

play a central role in analysis

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 Estimation and Control…
• Examples ?
• dynamic portfolio trading
• operation of power grids with variable renewable generation
• air traffic control
• livestock and fishery management
• supply chain optimization
• internet ad display
• data center scheduling
• ….and more

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Discrete time and Continuous time
• In mathematics and in particular mathematical
dynamics,
• discrete time and continuous time are two
alternative frameworks
• within which to model variables
• that evolve over time

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 Discrete time ?
• Discrete time views values of variables as occurring at
distinct, separate "points in time",
• or equivalently as being unchanged throughout each non-
zero region of time ("time period")
• Thus a variable jumps from one value to another as time
moves from time period to the next
• This view of time corresponds to a digital clock that gives
a fixed reading of 10:37 for a while, and then jumps to a
new fixed reading of 10:38, etc.
• In this framework, each variable of interest is measured
once at each time period
• The number of measurements between any two time
periods is finite
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 Continuous time ?
• In contrast, continuous time views variables as
having a particular value for potentially only an
infinitesimally short amount of time
• Between any two points in time there are an infinite
number of other points in time
• The variable "time" ranges over the entire real
number line, or depending on the context, over
some subset of it such as the non-negative reals

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 Stochastic ?
• In probability theory, a purely stochastic system is
one whose state is non-deterministic (i.e., "random")
so that the subsequent state of the system is
determined probabilistically
• Any system or process that must be analyzed using
probability theory is stochastic at least in part
• Stochastic systems and processes play a fundamental
role in mathematical models
– of phenomena in many fields of
– science
– engineering and
– economics

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 Dynamical System ?
• A dynamical system is a concept in mathematics where
a fixed rule describes how a point in a geometrical space
depends on time
• Examples include the mathematical models that describe
– the swinging of a clock pendulum,
– the flow of water in a pipe, and
– the number of fish each springtime in a lake
• At any given time a dynamical system has a state given
by a set of real numbers (a vector) that can be
represented by a point in an appropriate state space (a
geometrical manifold)
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 Dynamical System…

• Small changes in the state of the system create small

changes in the numbers
• The evolution rule of the dynamical system is a fixed
rule that describes what future states follow from
the current state

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 Stochastic Dynamical System ?
• A stochastic dynamical system is a dynamical system
subjected to the effects of noise
• Fluctuations are classically referred to as "noisy" or
"stochastic" when their suspected origin implicates the
action of a very large number of variables or "degrees of
freedom"
• For example, the action of many water molecules on the
motion of a large protein can be seen as noise

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 Stochastic Dynamical System…
• In principle the equations of motion for such high-
dimensional dynamics can be written and studied
analytically and numerically
• However, it is possible to study a system subjected
to the action of the large number of variables by
coupling its deterministic equations of motion to a
"noise" that simple mimics the perpetual action of
many variables

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 State Space ?
• In the theory of discrete dynamical systems, a state
space is the set of values which a process can take
• For example, a system in queueing theory recording the
number of customers in a line would have state space
{0, 1, 2, 3, ...}
• In games, the state space is the set of all possible
configurations within the game
• For instance, in backgammon, it consists of all the
possible positions in which the 30 pieces can be placed,
whether on the board, on the bar or in the bear-off tray
• Within this state space there is the subset of positions
which are valid according to the rules of backgammon
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Backgammon

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 Dynamic programming
• In mathematics, computer science, economics, and
bioinformatics, dynamic programming is a method
for solving complex problems by breaking them
down into simpler subproblems
• It is applicable to problems exhibiting the properties
of overlapping subproblems and optimal
substructure
• When applicable, the method takes far less time
than naive methods that don't take advantage of the
subproblem overlap (like depth-first search)

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 EE501 Linear Systems
• Course Description/Contents:
• Linear spaces and linear operators
• Mathematical descriptions of systems
• State-space models, solutions and realizations
• Controllability and observability of linear systems
• Minimal realizations and coprime fractions
• State feedback, state estimators and observers
• Stability of linear and non-linear systems
• Applications

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 EE504 Linear Systems
• Books

• Linear System Theory and Design (Textbook)

– by Chi-Tsong Chen (1999/2012)

• Linear Systems Theory

– by João P. Hespanha (2009)
• Linear Algebra and its Applications
– by G. Strang (2006)

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Linear System Theory and Design (Textbook)
by Chi-Tsong Chen (1999/2012)

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