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Introduction to Mathematical Systems Theory 1. Course information 2. What is mathematical systems theory? 3.

Introduction to Mathematical Systems Theory

1. Course information

2. What is mathematical systems theory?

3. Course topics

Course Information

This is a course on linear systemssystems theory? 3. Course topics Course Information Gives preparation for – SF2842 Geometric systems theory

Gives preparation fortopics Course Information This is a course on linear systems – SF2842 Geometric systems theory –

SF2842 Geometric systems theory

SF2852 Optimal control theory

Advanced topics in control theory and signal processing

Advanced control tasks in industry (ABB, Saab, Volvo, De Laval, Process industries, Ericsson, Finance, e.t.c.)

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Teachers

Course Material

 

An Introduction to Mathematical Systems Theory, Lindquist & Sand. 

Xiaoming Hu (Email: hu@kth.se)Exercises in Mathematical Systems Theory, Enqvist.

Exercises in Mathematical Systems Theory, Enqvist.Xiaoming Hu (Email: hu@kth.se)

Johan Karlsson (Email: johan.karlsson@math.kth.se)Complementary material will be handed out. It will also be posted on the course homepage.

Complementary material will be handed out. It will also be posted on the course homepage. on the course homepage.

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Homework

Three optional homework sets

W1 Chapter 1 - chapter 3. Deadline on Tuesday September 23.

W2 Chapter 4 - chapter 5. Deadline on Tuesday October 7.

W3 Chapter 6 - chapter 9. Deadline is on Friday October 17.

Each homework has five problems.W3 Chapter 6 - chapter 9. Deadline is on Friday October 17. Grading: Each homework may

Grading: Each homework may give maximum 3 bonus credits for the exam. exam.

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Computer Exercise

There is one optional computer exercise, where you apply the theory of the course using standard linear algebra routines in the “Control System Toolbox” in MATLAB.

Cooperation in groups of not more than two students is allowed.

Cooperation in groups of not more than two students is allowed.

One lab report for each group. Possibly oral exam .

One lab report for each group. Possibly oral exam.

A successfully completed computer exercise gives you three bonus

A

successfully completed computer exercise gives you three bonus

points on the final exam.

Deadline is on October 14.

Deadline is on October 14.

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Theory Project

There is one optional theory project, where the purpose is to use what you have learnt in the course in new problems.

Cooperation in groups of not more than two students is allowed.to use what you have learnt in the course in new problems. One lab report for

One lab report for each group. Possibly oral exam . oral exam.

A successfully completed theory project gives you three bonus points on the final exam.One lab report for each group. Possibly oral exam . Deadline is on October 14. The

Deadline is on October 14.project gives you three bonus points on the final exam. The following topics are available Linear

The following topics are available

Linear matrix equations.is on October 14. The following topics are available Popov-Belevic-Hautus test and block diagram algebra.

Popov-Belevic-Hautus test and block diagram algebra.The following topics are available Linear matrix equations. Introduction 1 7 SF2832 Final Written Exam The

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Final Written Exam

The final exam takes place on October 24, 2008 at 08:00-13:00 in room D41, V01 and V12.

Grading

Grade

A

B

C

D

E

FX

Total credit (points)

>90

76-90

61-75

50-60

45-49

41-44

Total credit = exam score + homework score + computer exercise> 90 76-90 61-75 50-60 45-49 41-44 + theory project. The maximum exam score = 100.

+ theory project.

The maximum exam score = 100. Maximum bonus fromscore + homework score + computer exercise + theory project. HW+CE+TP=15 Open book exam. You may

HW+CE+TP=15

Open book exam. You may bring the lecture notes by Lindquist and Sand, β Mathematics Handbook but nothing else. Sand, β Mathematics Handbook but nothing else.

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What is Mathematical Systems Theory?

1. A mathematical theory providing the foundation for modeling, analysis, and control of dynamical systems.

2. Mathematical aspects of control theory and signal processing

3. Makes heavy use of several subfields of mathematics

Linear algebra and matrix theory

Linear algebra and matrix theory

Differential equations

Differential equations

Optimization theory

Optimization theory

Stochastic processes

Stochastic processes

Differential geometry

Differential geometry

Operator theory

Operator theory

.

.

.

.

Application Areas

Aerospace systems

Aerospace systems

Robotics and autonomous vehicles

Robotics and autonomous vehicles

Process control

Process control

Estimation theory (Kalman filter)

Estimation theory (Kalman filter)

Biology and medicin

Biology and medicin

.

.

.

.

Next some academic examples from the course

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DC/DC Boost Converter

The Rocket Car

 

L

i l s = 2 s = 1 C R
i
l
s = 2
s = 1
C
R
 
L i l s = 2 s = 1 C R     u
 

u

+

+    
 
+    
 

E

 

V

= u c

z

0

0

z

Drive the rocket car from rest at position z 0 to rest at position 0.

There are many ways to do this. 

 

The purpose is to amplify the voltage level.To obtain a unique solution we may pick the energy optimal solution.

To obtain a unique solution we may pick the energy optimal solution.The purpose is to amplify the voltage level.

Periodic switching between the two switch positions.  ⎧ mz ¨ = u,  

 

mz¨ = u,

 
 

s(t) =

⎧ ⎨ t [kT, (k + d)T )

1,

2,

t

[(k + d)T, (k + 1)T ]

 

min T u(t) 2 dt

0

subj to

z(0) = z 0 , z˙(0) = 0

z(T )=0, z˙(T )=0

where d (0, 1).

 

This is a linear quadratic control problem.where d ∈ (0 , 1).    

 

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Satellite Control

θ r m u u 1 2 k ˙ r¨(t) = r(t) θ 2 (t)
θ
r
m
u
u
1
2
k
˙
r¨(t)
=
r(t) θ 2 (t) −
r(t) 2 + u 1 (t)
˙
θ(t)r˙(t)
1
¨
θ(t) = − 2
+
r(t)
r(t) u 2 (t)

Can the satellite be controlled in a circular orbit? What happens if we either loose the tangential or the radial thrusts?˙ θ(t)r˙(t) 1 ¨ θ(t) = − 2 + r(t) r(t) u 2 (t) What variables

What variables must be measured to control the satellite?if we either loose the tangential or the radial thrusts? ⎧ ⎪ ⎪ ⎨ ⎪ ⎪

˙

θ

v˙

˙

h

=

=

=

where

1

α θ

1

β v v,

The Hot Air Balloon

+ u,

+ σθ + β w,

1

w

θ

= temperature,

u

= heating,

v

= vertical velocity,

h

= height,

t s y S & θ u v h t p O
t
s
y
S
&
θ
u
v
h
t
p
O

w = vertical wind velocity.

Is it possible to reconstruct θ and w from observations of height h?

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The cart and pendulum

Backing up a truck with a trailer along a straight line

 

y

   

A

ϕ

   
 

B

ψ

 
m φ L x(t) v(t)= x˙(t) M
m
φ
L
x(t)
v(t)= x˙(t)
M
 

C

θ

 
 

x

 

x˙ B

 

cos(ϕ + ψ)

 

y˙ B

=

⎢ ⎢ ⎢ sin(ϕ + ψ)

Balance the pendulum by controlling the acceleration of the cart.

˙

ψ

˙

θ

⎢ ⎢ sin(ϕ)

cos(ϕ) sin(ψ θ)

Apply linear state feedback.

Apply linear state feedback.

 

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ModelingCourse Topics – Modeling from basic principles and linearization – Realization theory Analysis – Reachability

Course Topics

Modeling from basic principles and linearization

Realization theory

Analysisbasic principles and linearization – Realization theory – Reachability and observability – Stability Design

Reachability and observability

Stability

DesignAnalysis – Reachability and observability – Stability – Design of state feedback (multi-variable and optimal)

Design of state feedback (multi-variable and optimal)

Design of observer (multi-variable and optimal)

Observer based control (certainty equivalence)

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The focus of this course is on the state-space methodscontrol (certainty equivalence) Introduction 1 17 SF2832 – Tractable for computations – Allows for efficient

Tractable for computations

Allows for efficient implementation

Time-varying and multivariable systemsfor computations – Allows for efficient implementation Optimization aspects The mathematical aspects of the

Optimization aspectsimplementation Time-varying and multivariable systems The mathematical aspects of the problems are investigated

The mathematical aspects of the problems are investigatedTime-varying and multivariable systems Optimization aspects Introduction 1 18 SF2832 Relation Between Course Topics

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Relation Between Course Topics External models Ch 1 and Ch 5 Realization theory, Ch 5
Relation Between Course Topics
External models
Ch 1 and Ch 5
Realization theory, Ch 5
Internal models
State−space models
Focus of the course
Solvability
Reachability
Observability
Ch 2
Ch 3
Ch 3
State reconstruction
Stability
State feedback
Observer theory
Ch 4
Ch 5
observer based control
Ch 6
Ch 6
LQ control
Kalman filter
Certainty equivalence
Ch7−Ch8
Ch 9
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Continued Courses

Mathematical Systems Theory

SF2832

Continued Courses Mathematical Systems Theory SF2832 Optimization Linear algebra Geometry Mathematical Systems
Continued Courses Mathematical Systems Theory SF2832 Optimization Linear algebra Geometry Mathematical Systems

Optimization

Linear algebra

Geometry

Mathematical Systems Theory (Fk) Geometric Systems Theory

SF2842

Optimal Control Theory

SF2852

SF2812 Till¨ampad matematisk programming - linj¨ ara problem ampad matematisk programming - linj¨ara problem

SF2822 Till¨ampad matematisk programming - ickelinj¨ara problem ampad matematisk programming - ickelinj¨ara problem

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