Dynamic Systems and Control. Lecture 2: Least Square Estimation. Chapter 2

Abstract

The course addresses dynamic systems, i.e., systems that evolve with time. Typically these systems have inputs and outputs: it is of interest to understand how the input affects the output (or, vice-versa, what inputs should be given to generate a desired output). The course will be structured in several major sections: A review of linear algebra, and of least squares problems. Representation, structure, and behavior of multi-input, multi-output (MIMO) linear time-invariant (LTI) systems. Robust Stability and Performance. Approaches to optimal and robust control design.The course addresses dynamic systems, i.e., systems that evolve with time. Typically these systems have inputs and outputs: it is of interest to understand how the input affects the output (or, vice-versa, what inputs should be given to generate a desired output). The course will be structured in several major sections: A review of linear algebra, and of least squares problems. Representation, structure, and behavior of multi-input, multi-output (MIMO) linear time-invariant (LTI) systems. Robust Stability and Performance. Approaches to optimal and robust control design.The course addresses dynamic systems, i.e., systems that evolve with time. Typically these systems have inputs and outputs: it is of interest to understand how the input affects the output (or, vice-versa, what inputs should be given to generate a desired output). The course will be structured in several major sections: A review of linear algebra, and of least squares problems. Representation, structure, and behavior of multi-input, multi-output (MIMO) linear time-invariant (LTI) systems. Robust Stability and Performance. Approaches to optimal and robust control design.