LQG Control with Matlab, 5 cr

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.