Lahore University of Management Sciences

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EE 560 Linear Dynamical Systems
Fall 2014

Instructor Dr. Muhammad Tahir
Room No. 9-349A
Office Hours Friday 9:30am to 10:30am
Email tahir@lums.edu.pk
Telephone 8423
Secretary/TA -
TA Office Hours -
Course URL (if any) -

Course Basics
Credit Hours 3
Lecture(s) Number of Lectures Per Week 2 Duration 75 mins
Lab (per week) Number of Labs Per Week - Duration -
Tutorial (per week) Number of Lectures Per Week - Duration -

Course Distribution
Core EE-BS/EE-MS
Elective Yes
Open for Student Category Senior / MS / PHD
Close for Student Category Freshman / Sophomore

COURSE DESCRIPTION

This course aims to provide an applied introduction to linear dynamical systems (LDS). Dynamical system
refers to a set of objects that evolve over time possibly under external excitations. The way the system evolves is
called the dynamics of the system. A dynamical model of a system is a set of mathematical laws explaining in a
compact form and in quantitative way how the system evolves over time. Linear dynamical system refers to a
mathematical representation of a physical system whose dynamical model can be represented by a set of 1
st
order
differential equations or first order difference equations for discrete time systems.

The course is logically divided into 4 parts: first part involves the introduction to mathematical concepts
behind linear system theory like linear algebra. In the second part, we will cover the general introduction about
dynamical systems their classifications state space modeling of continuous and discrete time linear dynamical
systems. In the third part, we will cover the principles involved in the analysis of LDS in both time domain and
frequency domain. In the fourth part, we will cover some concepts related to state feedback control and state
estimation like controllability, observability and introduction to common state estimators like Kalman filter.



COURSE PREREQUISITE(S)




Requirement:
EE 361-Feedback control Systems
Recommended:
Linear Algebra
Signals & Systems


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COURSE OBJECTIVES



To introduce and familiarize the students with basic mathematical tools for study of linear dynamical
systems.

Learning Outcomes







Upon completion of the course, students should be able to:

i. Understand the basic theoretical concepts behind dynamical system, system state, linear
dynamical system and tools to study the mathematical properties of linear dynamical
systems.
ii. Build simple dynamical models of common physical processes involved in circuits, signal
processing, communications and control engineering.
iii. Understand the basics behind system state estimation and common state estimators.

Grading Breakup and Policy

Home works: 10%
Quiz: 20%
Midterm Examination: 30%
Final Examination: 40%


Examination Detail
Home
Works

There will be total 5 Home works mostly including MATLAB based exercises and numerical problems.
Quiz

The quizzes can be announced or unannounced and there will be at least 5 quizzes.
Midterm
Exam
Yes/No: Yes
Combine Separate: Combine
Duration: 75 minutes
Final Exam
Yes/No: Yes
Combine Separate: Combine
Duration: 120 mins

Lecture /
Week
Course Topics Readings Homework
/Quiz
Week 1 Course introduction, Linear Algebra: Basis, representation and
orthonormalization, Linear algebraic equations
Chen
(chapter 2) +
Class Notes

Week 2 Similarity Transformation, Diagonal forms and Jordan forms, Lyapunov
Equation
Chen
(chapter 2)

Week 3 Quadratic form and positive definiteness, Singular value decomposition
and matrices norms, Least square
Chen
(chapter 2)
Homework
1
Week 4 Dynamical systems, Classification of dynamical systems: physical
realizability, Time invariance and Linearity, Modeling of Linear Dynamical
Systems (LDS) using state equations
Chen
(chapter 1) +
Sarachik


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(chapter 1, 2)
Week 5 State differential equations of electrical circuits and mechanical systems,
Choice of state variables, Linear dynamical system governed by a single
dynamic equation and multiple dynamic equations.
Chen
(chapter 1) +
Sarachik
(chapter 2)
Homework
2
Week 6 Techniques of linear system analysis. Time domain analysis: impulse and
step response, Convolution sum and integral
Sarachik
(chapter 3)

Week 7 Mid Term Exam
Week 8 Time domain analysis (contd.): Solution of dynamic state equations,
concept of state transition matrix
Chen
(chapter 4) +
Sarachik
(chapter 3, 4)
Homework
3
Week 9 Frequency domain analysis: Solution of state differential equations using
Laplace transform
Chen
(chapter 4) +
Sarachik
(chapter 5)

Week 10 Frequency domain analysis (contd.): Solution of state difference
equations using Z-transform
Chen
(chapter 4) +
Sarachik
(chapter 6,7)

Week 11 Stability of LDS: Input-output Stability of LTI systems, Internal stability,
Lyapunov Theorem.
Chen
(chapter 5) +
Sarachik
(chapter 9)
Homework
4
Week 12 Controllability: Introduction, indices, conditions for analog systems,
conditions for discrete systems
Chen
(chapter 6) +
Sarachik
(chapter 8)

Week 13 Observability: Introduction, indices, canonical decomposition, Conditions
in Jordan form equations.
Chen
(chapter 6) +
Sarachik
(chapter 8)
Homework
5
Week 14 State Feedback and state estimators, Kalman filter Class Notes +
Chen
(chapter 8)

Week 15 Final Exam


Textbook(s)/Supplementary Readings
Text book:
1. C.-T. Chen. Linear Systems Theory and Design. Oxford Univ. Press, 3rd ed., 1999.
2. Philip E. Sarachik. Principles of Linear Systems. Cambridge University Press, January 1997
Supplementary Reading:
1. Linear Algebra and its applications, 3
rd
Ed, by Gilbert Strang, Brooks Cole, 1988
2. Linear Systems by T. Kailath
3. Linear Dynamic Systems and Signals by Zoran Gajic, Prentice Hall, 2003