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)
- J. P. Hespanha, Linear Systems Theory, Princeton University Press, 2009.
- K. J. Aström, R. M. Murray, Feedback Systems: An Introduction for Scientists and Engineers, Princeton University Press, 2008.
- F. M. Callier and C. A. Desoer, Linear System Theory, New York: Springer-Verlag, 1991.
- R. Brockett, Finite-dimensional Linear Systems, Wiley, 1970
- R. E. Kalman, On the general theory of control systems, 1960
- R. E. Kalman, Contributions to the theory of optimal control, 1960