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Lecturer(s)
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Straka Ondřej, Doc. Ing. Ph.D.
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Course content
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1. Systems and models, their classification, state-space representation, input-output representation 2. Linear systems - observability, controllability, state trajectory 3. Linear systems - stability, input-output behavior, equivalency of representations 4. Nonlinear systems - observability, controllability, state trajectory 5. Nonlinear systems - stability 6. Nonlinear systems - stability and input-output behavior 7. Stochastic models 8. Obtaining models by mathematical modelling and identification 9. State estimation 10. Optimal control, Pontryagin's minimum principle, Bellman's principle 11. LQ problem 12. LQG problem, separation theorem 13. Application in management and economic problems
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Learning activities and teaching methods
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Interactive lecture, Lecture supplemented with a discussion, One-to-One tutorial, Seminar classes
- Graduate study programme term essay (40-50)
- 40 hours per semester
- Preparation for an examination (30-60)
- 50 hours per semester
- Contact hours
- 40 hours per semester
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| prerequisite |
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| Knowledge |
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| No particular prerequisites specified. |
| learning outcomes |
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| After finishing the course, the students will be able to explore controllability and observability of both linear and nonlinear dynamic deterministic systems, analyze behavior of the systems with respect to their stability, input-output relation and work with systems respecting uncertainty. The students will also be familiar with basic methods of system identification and optimal control of both deterministic and stochastic systems. |
| teaching methods |
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| Lecture supplemented with a discussion |
| Interactive lecture |
| One-to-One tutorial |
| Seminar classes |
| assessment methods |
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| Oral exam |
| Written exam |
| Seminar work |
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Recommended literature
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Bertsekas, Dimitri P. Dynamic programming and optimal control. Vol. I. Belmont : Athena Scientific, 2000. ISBN 1-886529-09-4.
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Bertsekas, Dimitri P. Dynamic programming and optimal control. Vol. II. Belmont : Athena Scientific, 2001. ISBN 1-886529-27-2.
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Jerzy Zabczyk. Mathematical Control Theory: An Introduction. Boston : Birkhauser, 1992. ISBN 978-0817636456.
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Ljung, Lennart. System identification : theory for the user. Upper Saddle River : Prentice Hall PTR, 1999. ISBN 0-13-656695-2.
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