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Course unit, curriculum year 2024–2025
AUT.350
LQG Control with Matlab, 5 cr
Tampere University
- Description
- Completion options
Teaching periods
Active in period 1 (1.8.2024–20.10.2024)
Active in period 2 (21.10.2024–31.12.2024)
Course code
AUT.350Language of instruction
EnglishAcademic years
2024–2025, 2025–2026, 2026–2027Level of study
Advanced studiesGrading scale
General scale, 0-5Persons responsible
Responsible teacher:
Terho JussilaResponsible organisation
Faculty of Engineering and Natural Sciences 100 %
Coordinating organisation
Automation Technology Studies 100 %
Core contents
- Quadratic norms of vectors, matrices, functions of time and LTI systems
- Quadratic non-norm performance indices
- Random variables and stochastic performance indices like variances of the system responses and other expected values
- Weighted Least Squares
- Use of suitable matrix factorizations, Lagrange multipliers
- Kalman Predictor, Kalman Filter
- Stationary LQG regulation and control
- Deterministic Finite Horizon LQ Regulation
- Parseval-Blancherel Theorems
- Exponential Time-Weighting
- Spectral Factorization.
- Transfer
Function Matrix methods. Frequency Response studies. Principal Gains
and Hinf norm. Studies of Robust Stability using Unstructured
Uncertainty
- Introduction to DT Square Root Algorithms.
Complementary Contents
- Quadratic Costs with Polynomial Time Weighting
- LQ design of Partial State Feedback Regulation
- LQ designs using Hamilton Matrix
Specialists Knowledge
- Use of Matlab tools ode45 and dde23 for differential equation models & fzero and fsolve to solve algebraic equations & fminbnd, and fminsearch to minimize and maximize algebraic functions.
Learning outcomes
Prerequisites
Further information
Learning material
Equivalences
Studies that include this course
Completion option 1
Participation in teaching
26.08.2024 – 31.12.2024
Active in period 1 (1.8.2024–20.10.2024)
Active in period 2 (21.10.2024–31.12.2024)