- 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.
SF2832 Mathematical Systems Theory 7.5 credits

Information per course offering
Information for Autumn 2025 Start 27 Oct 2025 programme students
- Course location
KTH Campus
- Duration
- 27 Oct 2025 - 12 Jan 2026
- Periods
Autumn 2025: P2 (7.5 hp)
- Pace of study
50%
- Application code
51194
- Form of study
Normal Daytime
- Language of instruction
English
- Course memo
- Course memo is not published
- Number of places
Places are not limited
- Target group
- Available for all master program students and CLGYM as long as it can be included in your programme.
- Planned modular schedule
- P2: D1, E1, H1, D2, I2.
- Schedule
- Part of programme
Master's Programme, Systems, Control and Robotics, year 2, LDCS
Master of Science in Engineering and in Education, year 5, TEDA
Master's Programme, Applied and Computational Mathematics, year 1, OPST
Master's Programme, Industrial Engineering and Management, year 1, OSYT, Mandatory
Master's Programme, Aerospace Engineering, year 2, SYS
Master of Science in Engineering and in Education, year 4, MAFY
Master of Science in Engineering and in Education, year 4, TEDA
Master of Science in Engineering and in Education, year 5, MAFY
Master's Programme, Applied and Computational Mathematics, year 1
Master's Programme, Computer Simulations for Science and Engineering, year 2
Degree Programme in Engineering Mathematics, year 3
Master's Programme, Aerospace Engineering, year 2
Master's Programme, Systems, Control and Robotics, year 2
Master's Programme, Systems, Control and Robotics, year 1
Master's Programme, Mathematics, year 2
Master's Programme, Mathematics, year 1
Master's Programme, Applied and Computational Mathematics, year 1
Contact
Course syllabus as PDF
Please note: all information from the Course syllabus is available on this page in an accessible format.
Course syllabus SF2832 (Autumn 2022–)Content and learning outcomes
Course contents
Intended learning outcomes
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.
Literature and preparations
Specific prerequisites
- 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).
Recommended prerequisites
A completed course in control theory.
Literature
Examination and completion
Grading scale
Examination
- 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.
If the course is discontinued, students may request to be examined during the following two academic years.
Examiner
Ethical approach
- 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.