ASE-7556 LQG Control with Matlab, 6 cr


All the sessions include a lecture part and use of Matlab. Two subexams or a single total exam with Matlab are the only exams. In the exams one has access to Matlab documentation, Exam Tables and all the lecture files used by the teacher during the sessions.
Suitable for postgraduate studies.


Terho Jussila


Toteutuskerta Periodi Vastuuhenkilö Suoritusvaatimukset
ASE-7556 2018-02 1 - 2 Terho Jussila
Two partial exams called Tests A-B (each of 2h) or a single Total Exam (4h) with Matlab. 4 PC works, each of 120 minutes. A practical LAB session is possible.


To learn use of Matlab to design, analyze and implement CT and DT (Continuous-Time and Discrete-Time) deterministic H2/LQ (Linear Quadratic) and LQG (LQ Gaussian) controllers for LTI (Linear Time-Invariant) CT and DT state space systems and PID controllers for CT and DT LTI plants with delays. This includes e.g. the ability to compute suitable performance indices both in time domain and frequency domain, model integration and simulation skills, stability analysis techniques using Simulink, Control System Toolbox and Symbolic Toolbox, developing reliable algorithms for on-line use and programming of simple Matlab tools.


Sisältö Ydinsisältö Täydentävä tietämys Erityistietämys
1. Effective Matlab modelling: equilibriums, linearization, least squares methods, model reduction, model conversions, building models from subsystem models.Time domain simulation of various model types.  Diagonalization & Jordan, Schur and Hessenberg conversions of state models  Use of ode45 and dde23. Solvers (fzero, fsolve) and optimizers (fminbnd, fminsearch). 
2. Quadratic performance indices and signal norms. Observability and Controllability Grammians. Quadratic performance indices with exponential time-weighting. Linear Quadratic deterministic state-feedback control and quadratic optimal parametric control. Use of Algebraic Lyapunov equations.  Quadratic performance indices 1) with polynomial time weighting and 2) for LTI delay-in-loop systems.   Algebraic Sylvester Equation. 
3. Vector random processes in time domain. Identification, Mean and variance calculus, variance minimization. Stochastic regulator, Kalman filtering, LQG control.   Parseval formulae for cost computations.  Spectral factorization. 
4. Transfer function matrix, frequency response. Classical and modern studies of robust stability: classical margins and studies of unstructured uncertainty.     
5. Improving reliability of the computations.     

Ohjeita opiskelijalle osaamisen tasojen saavuttamiseksi



Numerical evaluation scale (0-5)


Completion parts must belong to the same implementation


Tyyppi Nimi Tekijä ISBN URL Lisätiedot Tenttimateriaali
Book   AEM = Advanced Engineering Mathematics   Glyn James         No   
Book   AMOC = Optimal Control ...   Brian D. O. Anderson & Joh B. Moore         No   
Book   AMOF = Optimal Filtering   Brian D. O. Andersson & John B. Moore         No   
Book   CEHB1 = The Control Handbook. Control System Fundamentals   William S. Levine & al.         No   
Book   CEHB2 = Control Engineering Handbook. Advanced Methods.   William S. Levine         No   
Book   Control Theory. Multivariable and Nonlinear Methods.   Lennart Ljung & Torkel Glad   0-7484-0878-9       No   
Book   Linear Controller Design   Boyd & Barrat         No   
Book   OBC = Optimization Based Control   Richard M. Murrays         No   
Book   ÅM = Feedback Systems. An Introduction for Scientists and Engineers   K. J. Åström & R. M. Murray         No   
Lecture slides   Lecture Slides   Terho Jussila       In   Yes   
Summary of lectures   TJ   Terho Jussila       TJ.pdf   Yes   


Opintojakso P/S Selite
ASE-1130 Automaatio Mandatory   1
ASE-1251 Järjestelmien ohjaus Mandatory   1
ASE-1258 Introduction to Control Mandatory   1

1 . ASE-1130/1251/1258

Tietoa esitietovaatimuksista
ASE-1130, ASE-1251 or ASE-1258 is not needed if one has had a basic course on analog control.


Opintojakso Vastaa opintojaksoa  Selite 
ASE-7556 LQG Control with Matlab, 6 cr ASE-7557 LQG Control with Matlab, 5-7 cr  
ASE-7556 LQG Control with Matlab, 6 cr ASE-5056 Optimal and Robust Control with Matlab, 8 cr  

Päivittäjä: Kunnari Jaana, 20.03.2018