State-Space Control Systems

Prof. Dr. Moritz Diehl, Dr. Dang Doan

Teaching assistant: Benjamin Stickan, Katrin Baumgärtner

 

This course (6 ECTS) provides basic understandings about control systems, using a state-space approach with the focus on linear dynamical systems. Students will learn how to represent dynamical systems with mathematical models, analyze them, and design feedback controllers and observers.

 

Schedule
2 sessions per week, each two hours:
Friday 10:00-12:00, starting 26.4, end 26.7.2019. (Location: SR 00 014, G.-Köhler-Allee 078) (changed)

Thursday 8:30-10:00, starting 2.5, end 25.7.2019. (Location: Room 01-012, G.-Köhler-Allee 102)
Monday 14:00-16:00, from 29.4 to 22.7. (Location: SR 00 031, G.-Köhler-Allee 051)
(break in the week 10-14.6)

In total: 50h of lessons and exercises. The exercises will be based on pen-and-paper exercises and computer exercises with MATLAB.

Final Exam

The final exam will take place on the 21st August 2019, 09:30 to 12:00, in SR 1OG 009/013.

Content

Lessons

Lecture date

Exercise date

Reading materials

Recordings

1. Dynamical systems and ordinary differential equations (ODE)

26.4, Friday

chap1a.pdf

2.5, Thursday: Exercises on ODE, building and converting continuous-/ discrete-time linear models with MATLAB/Octave

Sheet 1 (updated)

ex1.m

[1]: sections 3.1, 3.2, 5.1

Lecture
26.04.2019

↘Download

2. Nonlinear and linear systems, Discrete time and continuous time systems

29.4, Monday

chap1b.pdf

[1]: sections 6.1, 6.2, 6.4

Lecture
29.04.2019

↘Download

3. Eigenvalues and stability, Lyapunov stability

6.5, Monday

chap2.pdf

9.5, Thursday

Sheet 2 (updated)

ex2.m

[1]: sections 5.3, 5.4

Lecture
06.05.2019

↘Download

4. State feedback control, controllability, canonical form

13.5, Monday

chap3a.pdf

16.5, Thursday

Sheet 3 

[1]: section 7.1

Lecture
13.05.2019

↘Download

5. Eigenvalue assignment

20.5, Monday

chap3b.pdf

23.5, Thursday

Sheet 4

ex4.m

[1]: section 7.2

Lecture
20.05.2019

↘Download

6. Linear quadratic regulator (LQR)

27.5, Monday

chap3c.pdf

31.5, Friday, 13:00 (changed)

Sheet 5 

[1]: section 7.5

Lecture
27.05.2019

↘Download

7. State estimation, Luenberger observer, observability, Kalman decomposition

3.6, Monday

chap4a.pdf

6.6, Thursday

Sheet 6 

[1]: sections 8.1, 8.2, 8.3

Lecture
03.06.2019

↘Download

8. Kalman filter

17.6, Monday

chap4b.pdf

21.6, 13:00 Friday (changed, room 03-011, G. 102)

Sheet 7 

ex7_inverted_cart.m

[1]: section 8.4

Lecture
17.06.2019

↘Download

9. Linear quadratic Gaussian (LQG) control

24.6, Monday

chap4c.pdf

27.6, Thursday

Sheet 8

ex08_sim.slx

ex08_init.m  

Solutions:

ex08_sim_sol.slx

ex08_init_sol.m

[1]: section 8.4

Lecture
24.06.2019

↘Download

10. Extended Kalman Filter

11. Unscented Kalman Filter

1.7, Monday

EKF-UKF.jpg

4.7, Thursday

Sheet 9

ukf.mex9_test_ukf.m

[2]: section 4.5.2

[2]: section 4.5.3

Lecture
01.07.2019

↘Download

12. Moving horizon estimation

8.7, Monday

MHE.jpg

11.7, Thursday

Sheet 10

data_lin.mat ,

data_nonlin.mat

ex10_matlab_solution

[2]: sections 1.4, 4.3

Lecture
08.07.2019

↘Download

13. Model predictive control

15.7, Monday

MPC_1.jpg

MPC_2.jpg

18.7, Thursday

Sheet 11

Template for Matlab code:

template_ex11.zip

[2]: section 1.3

Lecture
15.07.2019

↘Download

14. Tracking MPC and Disturbance modeling

22.7, Monday

Tracking_MPC_1.jpg

Tracking_MPC_2.jpg

Tracking_MPC_3.jpg

Tracking_MPC_4.jpg

Tracking_MPC_5.jpg

25.7, Thursday

 

Sheet 12

Matlab Template

Matlab Solution

[2]: section 1.5

Lecture
22.07.2019

↘Download


Q&A session:

14.8.2019 (Wednesday), 10:00 - 12:00, Room 01-012, Building 102 

Course materials

  1. Feedback Systems by Karl J. Åström and Richard M. Murray. Ebook provided online: http://www.cds.caltech.edu/~murray/amwiki/index.php
  2. Model Predictive Control: Theory, Computation, and Design by James B. Rawlings, David Q. Mayne, and Moritz M. Diehl. Ebook provided online: https://sites.engineering.ucsb.edu/~jbraw/mpc/
  3. Lecture Notes by Michael Erhard, Gianluca Frison, Moritz Diehl
  4. Control Tutorials for MATLAB and Simulink: http://ctms.engin.umich.edu/CTMS/