Syllabus: |
Introduction to the state space description of continuous time dynamical systems, equilibrium points and limit cycles. Phase plane analysis of second order systems - general stability concepts for autonomous systems, Lyapunov stability theory (first and second methods of Lyapunov, linearisation, invariant sets, Lyapunov equation for linear systems), variable gradient method, stability of systems arising from population dynamics. Introduction to control systems (open loop and feedback control, linear systems, controllability, observability, non-linear systems), optimal control problems (general canonical form, examples), optimality conditions (Euler-Lagrange equations, Pontryagin minimum principle), singular control, time optimal control, Hamilton-Jacobi-Bellman equation and application to linear quadratic regulator problems, optimal parameter selection problems, gradient derivation, control parameterisation; MISER3 and conversion of non-standard problems into canonical form. |