1/13/2021 ECE 230A/ME 243A- LINEAR SYSTEMS THEORY

E C E 230A/ME 243A

L I N E AR SYSTEMS T H E O RY

M o - We, 10-11:50am, O n l i n e i n s t r u c t i o n

Syl l ab u s

The purpose of this course is to provide the students with the basic tools of modern linear systems theory: stability, controllability, observability, realization theory, state
feedback, state estimation, separation theorem, etc. For time-invariant systems both state-space and polynomial methods are studied. The students will also be introduced to
the computational tools for linear systems theory available in MATLAB. The intended audience for this course includes, but is not restricted to, students in circuits,
communications, control, signal processing, physics, and mechanical and chemical engineering.

Co-requisite
ECE 210A Matrix Analysis and Computation

Graduate level-matrix theory with introduction to matrix computations. SVD's, pseudo-inverses, variational characterization of eigenvalues, perturbation theory, direct and
iterative methods for matrix computations.

Course's web page

The syllabus, homework, solutions to homework, and all other information relevant to the course will be continuously posted at the course's web page. The URL is

http://www.ece.ucsb.edu/~hespanha/ece230a-me243a/

This class will also have a web page in GauchoSpace. PLEASE add you picture to GauchSpace so that I can associate names to faces.

quick l i n k s
SYLLABUS ACADEMICS STUDY GUIDE HOMEWORK ASSIGNMENTS

Ac a de m i c s

I nstr u c t o r
João P. Hespanha

email: hespanha@ece.ucsb.edu
phone: (805) 893-7042
office: Harold Frank Hall, 5157

Office hours: Please email instructor for appointment

Asses s m e n t f o rmat

Homework – 30%

Mid-term exam – 30% (tentatively on Nov 9; "in class")

Final exam – 40% (Monday Dec 14; Phelps 1437 from 8-11am)

Textb o o k
The course will follow closely:
[1] J. Hespanha. Linear Systems Theory, Second Edition, 2018. (ISBN-13: 978-0691179575). Details available here.

Other recommended textbooks are:

[2] P. Antsaklis, A. Michel. Linear Systems. McGraw Hill, 1997.
[3] C.-T. Chen. Linear Systems Theory and Design. Oxford Univ. Press, 3rd ed., 1999. (ISBN 0-19-511777-8)

All students are strongly encouraged to review linear algebra. Chapter 3 of [3] provides a brief summary but a review of a Linear Algebra textbook (such as [4] below) is preferable,
especially if one goes through a few exercises.
[4] Gilbert Strang Linear Algebra and Its Applications, 1988.

St u dy Gu i d e

The following is a tentative schedule for the course. If revisions are needed they will be posted on the course's web page. Students are strongly encouraged to read the corresponding
chapter of the textbook prior to each class.

https://web.ece.ucsb.edu/~hespanha/ece230a-me243a/#Study Guide 1/4

1/13/2021 ECE 230A/ME 243A- LINEAR SYSTEMS THEORY
Class Contents Remarks/Supplemental
material

Introduction and course overview

Lect #1 Systems Representation

10/5 System representation: input-output, block diagrams

Continuous vs. discrete-time

Examples

Where do state-space linear systems come from?

Lect #2
Local Linearization
10/7
Feedback Linearization

Basic system properties: causality, linearity, time-invariance

Lect #3
Forced responses
10/12 Impulse response
Transfer function

Impulse response and transfer function for state-space systems

Lect #4
Definitions
10/14 Elementary realization theory for LTI systems
Equivalent state-space representations

Solution for state-space linear time-varying (LTV) systems

Lect #5 Solution to homogeneous linear systems—Peano-Baker series
State-transition matrix
10/19
Properties of the state transition matrix
Solution to nonhomogeneous linear systems—variations of constants formula

Solution for state-space linear time-invariant (LTI) systems

Lect #6
Matrix exponential (definition and properties)
10/21 Computation of matrix-exponentials using the Laplace transform
The importance of the determinant of A

Solution to state-space linear time-invariant (LTI) systems (cont.)

Lect #7
Jordan normal form
10/26 Computation of matrix-exponentials using the Jordan normal form
Poles with multiplicity larger than one (block diagram interpretations)

Stability
Lect #8
Internal stability of continuous-time LTI systems

Definitions
10/28 Eigenvalues condition (block diagram interpretation of multiplicity)
Lyapunov Theorem (LMI)
Stability of nonlinear systems from local linearization

Input-output stability of LTI systems

Lect #9
Definition
11/2 Time-domain condition
Frequency-domain condition

Preview of optimal control

Lect #10 Linear quadratic regulator problem
Algebraic Riccati equation
11/4
Optimal state-feedback control
Stability

In class midterm exam on the material covered up to (and including)

11/9
lecture #9 of the textbook.

11/11 Veteran's day (no class)

Lect #11
Controllability and State Feedback
11/16
Reachability and controllability subspaces for LTI systems

https://web.ece.ucsb.edu/~hespanha/ece230a-me243a/#Study Guide 2/4

1/13/2021 ECE 230A/ME 243A- LINEAR SYSTEMS THEORY
Controllability matrix
Open-loop minimum energy control
Controllability matrix
Open-loop minimum energy control

Controllable systems

Definition
Lect #12 Controllability matrix test
Popov-Belevitch-Hautus (PBH) test
11/18
Eigenvector/eigenvalue test
Lyapunov test (LME)
Feedback stabilization based on the Lyapunov test

Canonical decompositions
Lect #13
Invariance with respect to equivalence transformations
11/23 Controllable canonical form for single-input systems
Controllable decomposition

Stabilizability

Definition
Popov-Belevitch-Hautus (PBH) test
Eigenvector/eigenvalues test
Lect #14
Lyapunov test (LMI)
11/25 Lyapunov test-based control

Eigenvalue assignment

Controllable case
Stabilizable case

Observability and Output Feedback

Observability
Lect #15
Observability and constructibility
11/30 Physical examples & block diagrams
Observability/constructibility Gramians
Gramian-based reconstruction
Duality
Observability tests

Output feedback

Detectability
Lect #16 Observable decomposition
Detectability tests
12/2
State estimation
Eigenvalue assignment by output injection
Stabilization through output feedback—separation theorem

Minimal realizations
Lect #17 Markov Parameters
Kalman decomposition Theorem
12/7
Connection with controllability/observability
Equivalence of minimal realizations

Lect #17
TBD
12/9

Final Exam

12/14 The final exam will take place on Monday Dec 14, 8:00-11:00am.The exam is closed
book, but during the exam you are allowed to consult one letter-size piece of paper
with handwritten notes.

Hom ew or k A ssi g n m e n t s

Number Posted on Due date Exercises Relevant lectures

9/4 See Gauchospace
#1 Download exercises from here #1, #2

Please organize your answer along the lines of

the practice exercises that appear in Section 2.5
https://web.ece.ucsb.edu/~hespanha/ece230a-me243a/#Study Guide 3/4
1/13/2021 ECE 230A/ME 243A- LINEAR SYSTEMS THEORY
of the textbook (also here).

#2 #3, #4

#3 #5, #6, #7

#4 #8, #9

#5 #11, #12

#6 #13, #14

#7 #15, #16, #17

https://web.ece.ucsb.edu/~hespanha/ece230a-me243a/#Study Guide 4/4