SF2832 Mathematical Systems Theory 7.5 credits

• Linear systems
• Systems of linear differential equations
• Controllability and observability
• Stability
• Minimality and realization
• Feedback, pole placement and observer
• Linear quadratic control, Riccati equations
• Kalman filters.

To pass the course, the student shall be able to

• Analyze linear systems with respect to stability, minimality, observability, and reachability.
• Use design methods for state feedback and optimal filtering, and analyze properties of the closed loop system.
• Apply the methods given in the course to solve example problems and use Matlab to solve realistic problems numerically.

To receive the highest grade, the student should in addition be able to

• Combine and explain the tools in the course and apply them to more complex problems.

• English B / English 6
• Completed basic course in mathematical statistics (SF1914, SF1918, SF1922 or equivalent)
• Completed basic course in numerical analysis (SF1544, SF1545 or equivalent)
• Completed basic course in differential equations (SF1633, SF1683 or equivalent).

A completed course in control theory.

If the course is discontinued, students may request to be examined during the following two academic years.

• HEM2 - Homework, 1.5 credits, grading scale: P, F
• TEN2 - Written exam, 6.0 credits, grading scale: A, B, C, D, E, FX, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

Xiaoming Hu

• All members of a group are responsible for the group's work.
• In any assessment, every student shall honestly disclose any help received and sources used.
• In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.