FEL3370 Mathematical Methods in Signals, Systems and Control 8.0 credits

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.

After completing this course, the student will be able to follow the derivations and subtleties of a number of results available in publicaitons in Electrical Engineering, and to eventually contribute to the underlying theories of this field.

The course is open to all graduate students. (no prerequisite courses)

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

If the course is discontinued, students may request to be examined during the following two academic years.

• EXA1 - Examination, 8.0 credits, grading scale: P, F

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.

80% on weekly homework exercises and 20% project (analysis of a reserach paper, preferably related to the student´s own research, and a 15 minutes presentation of the main ideas/ results of such paper)

Cristian Rojas

• 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.