Mathematical Systems and Control Theory
Vrije Universiteit Amsterdam
Amsterdam, The Netherlands
Area of Study
Taught In English
Recommended U.S. Semester Credits3
Recommended U.S. Quarter Units4
Hours & Credits
Period 1 & 2
The course aims to introduce the student to the mathematical theory of control systems.
Many phenomena are characterized by dynamic behaviour where we are interested in a certain input/output behaviour. Examples are to be found in the exact and natural sciences (mechanics, biology, ecology), in engineering (air- and spacecraft design, mechanical engineering) as well as in economics and econometrics (macro- economical models, trend and seasonal influences in demand and supply, production systems). Systems theory is concerned with modeling, estimation and control of dynamical phenomena. During the course the following subjects will be treated: models and representations (linear systems, input-output, state space, transfer function, stochastic systems, spectrum), control (stabilisation, feedback, pole placement, dynamic programming, the LQ problem), and identification and prediction (parameter estimation, spectral analysis, Kalman- filter, model reduction). Applications are in the area of optimal control and prediction.
There is a lecture of two hours each week. In addition, there is another session which will be half lecture and half practicum, in which there is the possibility to ask questions about the compulsary computerpracticum. The practicum makes use of the Matlab package.
TYPE OF ASSESSMENT
The computerpracticum counts for 50%, the oral examination concerns the theory and counts for 50%.
RECOMMENDED BACKGROUND KNOWLEDGE
Analysis, probability theory, statistics. Complex analysis and Fourier theory would be useful, but are not absolutely necessary.
Courses and course hours of instruction are subject to change.
Some courses may require additional fees.