Lectures

Mondays and Wednesdays,
4:00PM-5:30PM in Duncker 101

Office hours

Professor Shen Zeng
Thursdays, 4:00PM–5:00PM
Office: Green Hall 1120A

Wei Miao, Yao-Chi Yu
Tuesdays, 12:00PM-1:00PM
Office: Green Hall 1105 (Applied Mathematics Lab)

Course description

A multitude of different phenomena encountered in the natural real world are inherently dynamic in nature. They are distinguished through their explicit dependence on time: Relevant quantities evolve over time. In this course, we will develop a theory that will allow us to analyze and control the behavior of linear dynamical systems with particularly elegant mathematical methods.

News and updates

  • The ESE 551 Final Exam is taking place on Friday, December 15, 6PM-8PM, in Rodin Auditorium (Preston M. Green Hall)
  • The ESE 551 Midterm Exam is taking place on Wednesday, October 11, 4PM-5:30PM, in Rodin Auditorium (Preston M. Green Hall).
  • August 31, 2017: ESE 551 is now available in the WashU Blackboard. All content (lecture notes, slides, homework assignments, Matlab scripts, etc.) will be made available there from now on.

Topics to be covered in the course

  • (Linear) differential equations
  • Review of relevant Linear Algebra basics (with systems theoretic interpretations)
  • Basic stability theory
  • Linear systems with inputs and outputs
  • Controllability and pole placement by state feedback
  • Observability and observers
  • Linear quadratic regulator (LQR) theory
  • Realization theory

Suggested further readings (chronological order)