Selected Topics in Numerical Linear Algebra and Control

Selected Topics in Numerical Linear Algebra and Control

Syllabus

syllabus.pdf

pdf files of lectures

  1. intro.pdf - introduction to mathematical control theory (12/09/05)
  2. matlab.pdf - introduction to Matlab and control toolbox (12/10/05)
  3. distance.pdf - distance concepts (01/25/06)
  4. sysid.pdf - system identification (01/28/06)
  5. pole.pdf - state and output feedback control (02/16/06)
  6. lqr.pdf - linear-quadratic optimal control (02/17/06)

Exercises

Exercise 1: ex1.pdf
Exercise 2: ex2.pdf, impulse.dat
Exercise 3: ex3.pdf

Benchmark collection

The Matlab file ctdsx.m provides the examples from the SLICOT benchmark collection CTDSX - a collection of benchmark examples for state-space realizations of continuous-time dynamical systems (see ctdsx.ps, ctdsx.pdf for a detailed description). For using ctdsx.m, you also need to download the additional mat files ctds106.mat, ctds109.mat, ctds304.mat.

Additional online material

Scilab - free Matlab clone
Van Dooren: Graduate Course on Numerical Linear Algebra for Signals Systems and Control
Moler/Van Loan: Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later, SIAM Review 45(2003), 3--49.
Mehrmann: Kontrolltheorie (lecture notes, in German)
Plestenjak: Numericne metode za linearne kontrolne sisteme (lecture notes, in Slovenian)
Email: drmac@math.hr, kressner@math.hr