CDS 131, Fall 2018: Difference between revisions

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<font color='blue' size='+2'>Introduction to Feedback Control Systems</font>__NOTOC__
<font color='blue' size='+2'>Linear Systems Theory</font>__NOTOC__
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'''Teaching Assistants'''
'''Teaching Assistants'''
* TBD
* Mandy Huo (CDS), Maegan Tucker (ME)
* Office hours: TBD
* Office hours: Mon, 5-6 pm, 243 ANB / Tue, 3-4 pm, 106 ANB
* [https://piazza.com/caltech/fall2018/cds131/home Piazza course page]
|}
|}


This is the course homepage for CDS 131, Fall 2018.
This is the course homepage for CDS 131, Fall 2018.
{{warning|This web page is in preliminary form.  It will be updated prior to the start of class}}


=== Course Syllabus ===
=== Course Syllabus ===
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Basic system concepts; state-space and I/O representation. Properties of linear systems, including stability, performance, robustness. Reachability, observability, minimality, state and output-feedback.
Basic system concepts; state-space and I/O representation. Properties of linear systems, including stability, performance, robustness. Reachability, observability, minimality, state and output-feedback.


Intended audience and expected background:
This course is intended for first year graduate students in controls, advanced undergraduates in EE and ChE who have taken a basic controls course (e.g., CDS 110, ChE 105, EE 113), and motivated graduate students in other disciplines would would like to learn more about linear systems and control.  All students taking the course should have a good understanding of (matrix) differential equations and linear algebra.
* First year graduate students in controls - assume they have already had at least one control course (could be frequency domain only).  This course will provide the mathematical basis for CDS 231 (John’s course; not quite sure what it covers) and CDS 232 (nonlinear systems).
* Advanced undergraduates in EE and ChE who have taken EE 113 or ChE 105 - this course could serve as a second course for students who have access to a basic controls course in their discipline.
* Motivated graduate students in CMS, BE, or other disciplines - students who have taken CDS 141 (John’s other course) and are motivated to learn more about linear systems and control could take the course, assuming they have a decent mathematical background (differential equations, linear algebra).


=== Lecture Schedule ===
=== Lecture Schedule ===


With the exception of the first week, there will be two 1-hour lectures per week, with the specific days varying from week-to-week.  The lecture days for each week will be announced in class and posted here at least 1 week in advance.
There will be 2-3 one hour lectures per week, with the specific days varying from week-to-week.  The lecture days for each week will be announced in class and posted here at least 1 week in advance.
 
Reading:
* Opt = optional reading (useful if you are confused and trying to understand the basic concepts)
* Rec = recommended reading (this is what the homework is based on)
* Adv = advanced reading (more detailed results, useful if you are interested in learning more)


{| class="mw-collapsible wikitable" width=100% border=1 cellpadding=5
{| class="mw-collapsible wikitable" width=100% border=1 cellpadding=5
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| '''Reading'''
| '''Reading'''
| '''Homework'''
| '''Homework'''
|- valign=top
|- valign=top
| '''Week 1'''<br>
| '''Week 1'''<br>
1 Oct <br>  3 Oct <br> 5 Oct
1 Oct <br>  3 Oct <br> 5 Oct
| Introduction and review
| Introduction and review
* System modeling, I/O systems, LTI systems
* Course logistics
* Linearized system dynamics
* Norms of signals in continuous <s>and discrete time</s> (later)
* Norms of signals in continuous and discrete time
* I/O systems, LTI systems
| FBS2e, Ch 3
* Induced system norms
| HW #1
|
* Opt: FBS2e&nbsp;Ch 1 and&nbsp;2; DFT&nbsp;Ch&nbsp;1
* Rec: DFT Sec&nbsp;2.1&#8209;2.4 <br>
* Adv: Sontag, Ch 2
| {{cds131 fa18 pdf|hw1-fa18.pdf|HW #1}} <br>
Out: 3 Oct <br>
Due: 10 Oct <br>
{{cds131 fa18 pdf|caltech/hw1-fa18_solns.pdf|Solns}} (Caltech only)
 
|- valign=top
|- valign=top
| '''Week 2'''<br>
| '''Week 2'''<br>
8 Oct <br> 10 Oxct <br> 12 Oct
8 Oct <br> <s>10 Oct</s> <br> 12 Oct
| Linear I/O systems
| Linear I/O systems
* Differential and difference equations (with inputs and outputs, including disturbances and noise)
* Differential and difference equations (with inputs and outputs, including disturbances and noise)
* Linearized system dynamics
* Stability of equilibrium points, I/O stability
* Convolution equation, impulse response
* Convolution equation, impulse response
* Stability of equilibrium points, I/O stability
|
| FBS2e, Ch 4
* Opt: FBS2e Ch 3; DFT&nbsp;Sec&nbsp;2.6
| HW #2
* Rec: FBS2e Sec&nbsp;5.1&#8209;5.3, 6.1&#8209;6.3
* Adv: Sontag Sec C.4, 2.6
| {{cds131 fa18 pdf|hw2-fa18.pdf|HW #2}} <br>
Out: 10 Oct <br>
Due: 17 Oct <br>
{{cds131 fa18 pdf|caltech/hw2-fa18_solns.pdf|Solns}} (Caltech only)
 
|- valign=top
|- valign=top
| '''Week 3'''<br>
| '''Week 3'''<br>
15 Oct <br> 17 Oct <br> 19 Oct
15 Oct <br> 17 Oct <br> <s>19 Oct</s>
| Reachability
| Reachability
Definitions (reachability, stabilizability)
* Definitions (reachability, stabilizability)
Characterization and rank tests (Grammian, PBH)
* Characterization and rank tests (Grammian, PBH)
Decomposition into stable/unstable and reachable/unreachable subspaces
* Decomposition into reachable/unreachable subspaces
| FBS2e, Ch 4 (concepts)
* Eigenvalue placement theorem
| HW #3
|  
* Rec: FBS2e Sec 7.1,&nbsp;7.2; Sontag Sec&nbsp;3.1&#8209;3.3
* Adv: FBS2e Sec&nbsp;7.3; Sontag Sec&nbsp;3.5
| {{cds131 fa18 pdf|hw3-fa18.pdf|HW #3}} <br>
Out: 17 Oct <br>
Due: 24 Oct <br>
{{cds131 fa18 pdf|caltech/hw3-fa18_solns.pdf|Solns}} (Caltech only)
 
|- valign=top
|- valign=top
| '''Week 4'''<br>
| '''Week 4'''<br>
22 Oct <br> 24 Oct <br> 26 Oct
22 Oct <br> 24 Oct <br> 26 Oct
| State feedback
| State feedback
* Eigenvalue placement theorem
* Optimization and optimal control
* Linear quadratic regulator (including Ricatti equation)
* Linear quadratic regulator (including Ricatti equation)
| FBS2e, Ch 5 (concepts)
|  
| HW #4
* Opt: FBS2e Sec 7.5
* Rec: OBC Ch&nbsp;2
* Adv: Sontag Sec&nbsp;8.1&#8209;8.3, 9.1,&nbsp;9.2
| {{cds131 fa18 pdf|hw4-fa18.pdf|HW #4}} <br>
Out: 24 Oct <br>
Due: 31 Oct <br>
{{cds131 fa18 pdf|caltech/hw4-fa18_solns.pdf|Solns}} (Caltech only)
 
|- valign=top
|- valign=top
| '''Week 5'''<br>
| '''Week 5'''<br>
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* Kalman decomposition
* Kalman decomposition
* Linear observers (full-state)
* Linear observers (full-state)
| FBS2e, Ch 6 (concepts)
|  
| Midterm
* Rec: FBS2e Sec 8.1-8.3
* Adv: Sontag Sec&nbsp;6.1&#8209;6.3, 7.1
|  {{cds131 fa18 pdf|hw5-fa18.pdf|HW #5}} <br>
Out: 31 Oct <br>
Due: 7 Nov <br>
{{cds131 fa18 pdf|caltech/hw5-fa18_solns.pdf|Solns}} (Caltech only)
 
|- valign=top
|- valign=top
| '''Week 6'''<br>
| '''Week 6'''<br>
5 Nov <br> 7 Nov <br> 9 Nov
5 Nov <br> 7 Nov <br> 9 Nov
| Frequency domain representations
| Frequency domain modeling
* Exponential (frequency) response of a linear input/output system
* Control system transfer functions
* State space realizations, minimal realizations
* State space realizations, minimal realizations
* Control systems in the frequency domain; Youla parameterization
* Poles and zeros
|  
|  
| HW #5
* Opt: FBS23 Ch 2
* Rec: FBS2e Ch&nbsp;9; DFT Sec&nbsp;2.6
* Adv: Lewis Ch 3 and 4
<!-- * Adv: [[http:web.mit.edu/6.242/www/images/lec5_6242_2004.pdf|Notes on balanced truncation (Megretski, 2004)]] -->
|  {{cds131 fa18 pdf|hw6-fa18.pdf|HW #6}} <br>
Out: 7 Nov <br>
Due: 14 Nov <br>
{{cds131 fa18 pdf|caltech/hw6-fa18_solns.pdf|Solns}} (Caltech only)
 
|- valign=top
|- valign=top
| '''Week 7'''<br>
| '''Week 7'''<br>
12 Nov <br> 14 Nov <br> 16 Nov
| Frequency domain analysis
* Internal stability
* Tracking, disturbance rejection
* I/O performance
|
* Opt: FBS2e Sec&nbsp;10.1-10.2, Sec&nbsp;12.1-12.2
* Rec: DFT Ch 3
* Adv: Lewis Ch 5-8
| {{cds131 fa18 pdf|hw7-fa18.pdf|HW #7}} <br>
Out: 14 Nov <br>
Due: 21 Nov <br>
{{cds131 fa18 pdf|caltech/hw7-fa18_solns.pdf|Solns}} (Caltech only)


|- valign=top
| '''Week&nbsp;8/9'''<br>
19 Nov <br> <s>21 Nov</s> <br> <s>23 Nov</s> <br> 26 Nov
| Uncertainty and robustness
* Types of uncertainty: parametric, operator, disturbances/noise
* Robust stability and robust performance
|  
|  
|  
* Opt: FBS2e Sec&nbsp;10.3, Sec&nbsp;13.1-13.3
| HW #6
* Rec: DFT Ch 4
|- valign=top
|  {{cds131 fa18 pdf|hw8-fa18.pdf|HW #8}} <br>
| '''Week 8'''<br>
Out: 21 Nov <br>
Due: 30 Nov (Fri) <br>
{{cds131 fa18 pdf|caltech/hw8-fa18_solns.pdf|Solns}} (Caltech only)


|
|
| HW #7
|- valign=top
|- valign=top
| '''Week 9'''<br>
| '''Week&nbsp;9/10'''<br>
28 Nov <br> <s>30 Nov</s> <br> 3 Dec
| Fundamental limits
* Algebraic limits
* Bode's integral formula
* Maximum modulus principle
|
* Opt: FBS2e Sec&nbsp;14.3-14.5
* Rec: DFT Ch 6
* Adv: Lewis, Ch 9
| {{cds131 fa18 pdf|hw9-fa18.pdf|HW #9}} <br>
Out: 30 Nov <br>
Due: 7 Dec (Fri) <br>
{{cds131 fa18 pdf|caltech/hw9-fa18_solns.pdf|Solns}} (Caltech only)


|
|
| HW #8
|- valign=top
|- valign=top
| '''Week 10'''<br>
| '''Week 10'''<br>
 
<s>5 Dec</s> <br> 7 Dec
| Final Review + Demos
| Review for final
| None
| Final
|  
|  
|}
|}
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The final grade will be based on homework sets, a midterm exam, and a final exam:  
The final grade will be based on homework sets, a midterm exam, and a final exam:  


*''Homework (50%):'' Homework sets will be handed out weekly and due on Wednesdays by 2 pm either in class or in the labeled box across from 107 Steele Lab.  Each student is allowed up to two extensions of no more than 2 days each over the course of the term.  Homework turned in after Friday at 2 pm or after the two extensions are exhausted will not be accepted without a note from the health center or the Dean.  MATLAB/Python code and SIMULINK/Modelica diagrams are considered part of your solution and should be printed and turned in with the problem set (whether the problem asks for it or not).
*''Homework (70%):'' Homework sets will be handed out weekly and due on Wednesdays by 2 pm either in class or in the labeled box across from 107 Steele Lab.  Each student is allowed up to two extensions of no more than 2 days each over the course of the term.  Homework turned in after Friday at 2 pm or after the two extensions are exhausted will not be accepted without a note from the health center or the Dean.  MATLAB/Python code and SIMULINK/Modelica diagrams are considered part of your solution and should be printed and turned in with the problem set (whether the problem asks for it or not).


* ''Midterm exam (20%):'' A midterm exam will be handed out at the beginning of midterms period (28 Oct) and due at the end of the midterm examination period (3 Nov). The midterm exam will be open book and computers will be allowed (though not required).  
:The lowest homework set grade will be dropped when computing your final grade.


* ''Final exam (30%):''  The final exam will be handed out on the last day of class (4 Dec) and due at the end of finals week. It will be an open book exam and computers will be allowed (though not required).
* ''Final exam (30%):''  The final exam will be handed out on the last day of class (4 Dec) and due at the end of finals week. It will be an open book exam and computers will be allowed (though not required).
Line 128: Line 202:
=== Collaboration Policy ===
=== Collaboration Policy ===


Collaboration on homework assignments is encouraged. You may consult outside reference materials, other students, the TA, or the instructor, but you cannot consult homework solutions from prior years and you must cite any use of material from outside references. All solutions that are handed in should be written up individually and should reflect your own understanding of the subject matter at the time of writing.  MATLAB/Python scripts and plots are considered part of your writeup and should be done individually (you can share ideas, but not code).
Collaboration on homework assignments is encouraged. You may consult outside reference materials, other students, the TA, or the instructor, but you cannot consult homework solutions from prior years and you must cite any use of material from outside references. All solutions that are handed in should be written up individually and should reflect your own understanding of the subject matter at the time of writing.  Any computer code that is used to solve homework problems is considered part of your writeup and should be done individually (you can share ideas, but not code).


No collaboration is allowed on the midterm or final exams.
No collaboration is allowed on the final exam.


=== Course Text and References ===
=== Course Text and References ===


The primary course text is
The primary course texts are
* K. J. Astrom and Richard M. Murray, [http://fbsbook.org ''Feedback Systems: An Introduction for Scientists and Engineers''], Princeton University Press, 2008
* [FBS] K. J. Astrom and Richard M. Murray, [http://fbsbook.org ''Feedback Systems: An Introduction for Scientists and Engineers''], Princeton University Press, Second Edition*, 2019.
This book is available via the Caltech online bookstore or via download from the [http://fbsbook.org companion web site]. Note that the second edition of this book is in preparation for publication and will serve as the primary text for the course (but almost all of the material we will cover is also in the first edition).
* [DFT] J. Doyle, B. Francis and A. Tannenbaum, [http://www.control.utoronto.ca/people/profs/francis/dft.pdf ''Feedback Control Theory''], Dover, 2009 (originally published by Macmillan, 1992).
<nowiki>*</nowiki> Please make sure to use the ''second'' edition [FBS2e].


The following additional references may also be useful:
The following additional references may also be useful:


* A. D. Lewis, ''A Mathematical Approach to Classical Control'', 2003. [http://www.mast.queensu.ca/~andrew/teaching/math332/notes.shtml Online access].
* [Son98] E. D. Sontag, ''Mathematical Control Theory'', Springer, 1998. [http://www.math.rutgers.edu/~sontag/mct.html Online access]
* [Lew03] A. D. Lewis, ''A Mathematical Approach to Classical Control'', 2003. [http://www.mast.queensu.ca/~andrew/teaching/pdf/332_notes.pdf Online access].
* [OBC] R. M. Murray, "Optimization-Based Control", 2010. [http://www.cds.caltech.edu/~murray/amwiki/index.php?title=OBC:Main_Page Online access]
<!--
* J. Distefano III, A. R. Stubberud and Ivan J. Williams (Author), ''Schaum's Outline of Feedback and Control Systems'', 2nd Edition, 2013.   
* J. Distefano III, A. R. Stubberud and Ivan J. Williams (Author), ''Schaum's Outline of Feedback and Control Systems'', 2nd Edition, 2013.   
In addition to the books above, the textbooks below may also be useful.  They are available in the library (non-reserve), from other students, or you can order them online.
* B. Friedland, ''Control System Design: An Introduction to State-Space Methods'', McGraw-Hill, 1986.
* B. Friedland, ''Control System Design: An Introduction to State-Space Methods'', McGraw-Hill, 1986.
-->


[[Category: Courses]]
[[Category: Courses]]

Latest revision as of 15:28, 11 December 2018

Linear Systems Theory

Instructors

  • Richard Murray (CDS/BE), murray@cds.caltech.edu
  • Lectures: MWF, 2-3 pm, 213 Annenberg

Teaching Assistants

  • Mandy Huo (CDS), Maegan Tucker (ME)
  • Office hours: Mon, 5-6 pm, 243 ANB / Tue, 3-4 pm, 106 ANB
  • Piazza course page

This is the course homepage for CDS 131, Fall 2018.

Course Syllabus

Basic system concepts; state-space and I/O representation. Properties of linear systems, including stability, performance, robustness. Reachability, observability, minimality, state and output-feedback.

This course is intended for first year graduate students in controls, advanced undergraduates in EE and ChE who have taken a basic controls course (e.g., CDS 110, ChE 105, EE 113), and motivated graduate students in other disciplines would would like to learn more about linear systems and control. All students taking the course should have a good understanding of (matrix) differential equations and linear algebra.

Lecture Schedule

There will be 2-3 one hour lectures per week, with the specific days varying from week-to-week. The lecture days for each week will be announced in class and posted here at least 1 week in advance.

Reading:

  • Opt = optional reading (useful if you are confused and trying to understand the basic concepts)
  • Rec = recommended reading (this is what the homework is based on)
  • Adv = advanced reading (more detailed results, useful if you are interested in learning more)
Date Topic Reading Homework
Week 1

1 Oct
3 Oct
5 Oct

Introduction and review
  • Course logistics
  • Norms of signals in continuous and discrete time (later)
  • I/O systems, LTI systems
  • Induced system norms
  • Opt: FBS2e Ch 1 and 2; DFT Ch 1
  • Rec: DFT Sec 2.1‑2.4
  • Adv: Sontag, Ch 2
 HW #1

Out: 3 Oct
Due: 10 Oct
Solns (Caltech only)

Week 2

8 Oct
10 Oct
12 Oct

Linear I/O systems
  • Differential and difference equations (with inputs and outputs, including disturbances and noise)
  • Linearized system dynamics
  • Stability of equilibrium points, I/O stability
  • Convolution equation, impulse response
  • Opt: FBS2e Ch 3; DFT Sec 2.6
  • Rec: FBS2e Sec 5.1‑5.3, 6.1‑6.3
  • Adv: Sontag Sec C.4, 2.6
 HW #2

Out: 10 Oct
Due: 17 Oct
Solns (Caltech only)

Week 3

15 Oct
17 Oct
19 Oct

Reachability
  • Definitions (reachability, stabilizability)
  • Characterization and rank tests (Grammian, PBH)
  • Decomposition into reachable/unreachable subspaces
  • Eigenvalue placement theorem
  • Rec: FBS2e Sec 7.1, 7.2; Sontag Sec 3.1‑3.3
  • Adv: FBS2e Sec 7.3; Sontag Sec 3.5
 HW #3

Out: 17 Oct
Due: 24 Oct
Solns (Caltech only)

Week 4

22 Oct
24 Oct
26 Oct

State feedback
  • Optimization and optimal control
  • Linear quadratic regulator (including Ricatti equation)
  • Opt: FBS2e Sec 7.5
  • Rec: OBC Ch 2
  • Adv: Sontag Sec 8.1‑8.3, 9.1, 9.2
 HW #4

Out: 24 Oct
Due: 31 Oct
Solns (Caltech only)

Week 5

29 Oct
31 Oct
2 Nov

Observability and state estimation
  • Definitions (observability, observable subspace)
  • Characterization and rank tests
  • Kalman decomposition
  • Linear observers (full-state)
  • Rec: FBS2e Sec 8.1-8.3
  • Adv: Sontag Sec 6.1‑6.3, 7.1
 HW #5

Out: 31 Oct
Due: 7 Nov
Solns (Caltech only)

Week 6

5 Nov
7 Nov
9 Nov

Frequency domain modeling
  • Control system transfer functions
  • State space realizations, minimal realizations
  • Poles and zeros
  • Opt: FBS23 Ch 2
  • Rec: FBS2e Ch 9; DFT Sec 2.6
  • Adv: Lewis Ch 3 and 4
 HW #6

Out: 7 Nov
Due: 14 Nov
Solns (Caltech only)

Week 7

12 Nov
14 Nov
16 Nov

Frequency domain analysis
  • Internal stability
  • Tracking, disturbance rejection
  • I/O performance
  • Opt: FBS2e Sec 10.1-10.2, Sec 12.1-12.2
  • Rec: DFT Ch 3
  • Adv: Lewis Ch 5-8
 HW #7

Out: 14 Nov
Due: 21 Nov
Solns (Caltech only)

Week 8/9

19 Nov
21 Nov
23 Nov
26 Nov

Uncertainty and robustness
  • Types of uncertainty: parametric, operator, disturbances/noise
  • Robust stability and robust performance
  • Opt: FBS2e Sec 10.3, Sec 13.1-13.3
  • Rec: DFT Ch 4
 HW #8

Out: 21 Nov
Due: 30 Nov (Fri)
Solns (Caltech only)

Week 9/10

28 Nov
30 Nov
3 Dec

Fundamental limits
  • Algebraic limits
  • Bode's integral formula
  • Maximum modulus principle
  • Opt: FBS2e Sec 14.3-14.5
  • Rec: DFT Ch 6
  • Adv: Lewis, Ch 9
 HW #9

Out: 30 Nov
Due: 7 Dec (Fri)
Solns (Caltech only)

Week 10

5 Dec
7 Dec

Review for final Final

Grading

The final grade will be based on homework sets, a midterm exam, and a final exam:

  • Homework (70%): Homework sets will be handed out weekly and due on Wednesdays by 2 pm either in class or in the labeled box across from 107 Steele Lab. Each student is allowed up to two extensions of no more than 2 days each over the course of the term. Homework turned in after Friday at 2 pm or after the two extensions are exhausted will not be accepted without a note from the health center or the Dean. MATLAB/Python code and SIMULINK/Modelica diagrams are considered part of your solution and should be printed and turned in with the problem set (whether the problem asks for it or not).
The lowest homework set grade will be dropped when computing your final grade.
  • Final exam (30%): The final exam will be handed out on the last day of class (4 Dec) and due at the end of finals week. It will be an open book exam and computers will be allowed (though not required).

Collaboration Policy

Collaboration on homework assignments is encouraged. You may consult outside reference materials, other students, the TA, or the instructor, but you cannot consult homework solutions from prior years and you must cite any use of material from outside references. All solutions that are handed in should be written up individually and should reflect your own understanding of the subject matter at the time of writing. Any computer code that is used to solve homework problems is considered part of your writeup and should be done individually (you can share ideas, but not code).

No collaboration is allowed on the final exam.

Course Text and References

The primary course texts are

* Please make sure to use the second edition [FBS2e].

The following additional references may also be useful:

  • [Son98] E. D. Sontag, Mathematical Control Theory, Springer, 1998. Online access
  • [Lew03] A. D. Lewis, A Mathematical Approach to Classical Control, 2003. Online access.
  • [OBC] R. M. Murray, "Optimization-Based Control", 2010. Online access
Retrieved from "https://murray.cds.caltech.edu/index.php?title=CDS_131,_Fall_2018&oldid=22343"