Vrije Universiteit - Afdeling Wiskunde
/VU University Amsterdam - Department of Mathematics
Course Mathematical Systems Theory
/College Wiskundige Systeemtheorie
2010 Spring Semester
Course guide
Welcome to this page!
Contents of this page
Dates and times: 5 February through 21 May 2010;
10:00 - 12:45 hours.
Note that the course starts at 10:00 exactly according
to the regulations of the university.
The lecture room changes with the dates due to regulations
of the FEW Educational Office.
The room numbers are indicated in the page titled Program.
Jan H. van Schuppen (Lecturer)
Office WN-T0.68b.
JHvS is present at the VU University Amsterdam only on Fridays.
He can be reached at CWI on the other working days of the week.
Afdeling Wiskunde, Faculteit Exacte Wetenschappen,
Vrije Universiteit, De Boelelaan 1081a, 1081 HV Amsterdam/
Department of Mathematics, Faculty of Exact Sciences,
VU University Amsterdam,
De Boelelaan 1081a, 1081 HV Amsterdam, The Netherlands
Tel. +31 20 598 7683 (VU, Fridays)
Tel. +31 20 592 4085 (CWI, Mo. - Th.)
Fax +31 20 598 7653
Email schuppen AT cs DOT vu DOT nl and J.H.van.Schuppen AT cwi DOT nl
The aim of the course is to provide an introduction to
control and system theory of discrete-time deterministic
linear systems and of stochastic systems.
Control and signal processing problems arise in
economics, engineering, and biology.
Solution of such problems requires mathematical
models in the form of dynamic systems.
In distinction with other areas of mathematics,
a dynamic system describes the relation between an input and
an output signal in terms of the state.
The course is addressed at
students of the Business Mathematics and Informatics
Program (BWI),
at students in mathematics,
and at students of economics and of econometrics.
To register for the course follow the procedures stated
in the Course Catalogues for the Bachelor level and
of the Master level study
of the VU University Amsterdam or contact
the director for education.
For questions about the course you may contact the lecturer
at the email address listed above.
Elementary knowledge of analysis, probability, and linear algebra.
Program of lectures
-
Christiaan Heij, Andre Ran, Freek van Schagen,
Introduction to mathematical system theory,
Birkhauser Verlag, Basel, 2007.
-
Oral exam
-
Home work sets with exercises.
Homework sets will be published on the web and handed out in class.
Solutions to homeworksets are due at the lecturer
at the due dates listed in the Study Guide.
-
The course grade is based for 30% on the oral exam
and for the other 70% on the solutions to home work sets.
-
Homeworkset 1.
Published 5 February 2010.
-
Homeworkset 2 is available on the CD-Rom included in the book
used for the course.
Obtain from the CD-Rom the following files:
-
ex23.pdf
-
exercise_23.m (an m file of Matlab)
Last update 27 February 2010.
This page is maintained by
Jan H. van Schuppen.