Introduction; Inner product spaces; Normed spaces; Hilbert and Banach spaces; Orthogonal expansions; Least squares estimation; Dual spaces; Contraction mappings / Banach fixed point theorem; Linear operators and adjoints; Optimization of functionals; Application to H_infinity control theory.
FEL3270 Mathematical Methods in Signals, Systems and Control 8.0 credits
This course has been discontinued.
Last planned examination: Spring 2021
Decision to discontinue this course:
No information insertedContent and learning outcomes
Course contents
Intended learning outcomes
After completing this course, the student will be able to follow the derivations and subtleties of a number of results available in publications in Electrical Engineering, and to eventually contribute to the underlying theories of this field.
Literature and preparations
Specific prerequisites
The course is open to all graduate students (no prerequisite courses).
Recommended prerequisites
Equipment
Literature
N. Young. An Introduction to Hilbert Space. Cambridge University Press, 1988.
Some excellent complements are:
E. Kreyszig. Introductory Functional Analysis with Applications. Wiley, 1989.
D. G. Luenberger. Optimization by Vector Space Methods. Wiley, 1969.
Examination and completion
If the course is discontinued, students may request to be examined during the following two academic years.
Grading scale
Examination
Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.
The examiner may apply another examination format when re-examining individual students.
Other requirements for final grade
80% on weekly homework exercises + 20% project (analysis of a research paper, preferably related to the student’s own research, and a 15 min presentation of the main ideas/results of such paper).
Opportunity to complete the requirements via supplementary examination
Opportunity to raise an approved grade via renewed examination
Examiner
Ethical approach
- All members of a group are responsible for the group's work.
- In any assessment, every student shall honestly disclose any help received and sources used.
- In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.