Course information Dynamical Systems: Introduction

Analysis of Dynamic Systems

CENG 382, 2020

Course information Dynamical Systems: Introduction

Analysis of Dynamic Systems

... anything that evolves over time ....

input, output, transformation, di↵erence equations, di↵erential

equations, linear, nonlinear, forced/unforced, time varying/time
invariant, solutions, discrete time, continuous time,
homogenous/particular, state vector, state space, eigenvalue
analysis, observability, controllability ...

discrete-time systems IIe

continuous-time systems
di↵erence equations di↵erential equations

x(k + 1) = f (x(k), u(k), w (k)) ẋ(t) = f (x(t), u(t), w (t))

Course information Dynamical Systems: Introduction

Analysis of Dynamic Systems - Syllabus

Instructor: Ebru Aydin Gol email: ebru at ceng.metu.edu.tr

Teaching Assistant: Gunes Sucu email: guness at
ceng.metu.edu.tr

Textbook: Invitation to Dynamical Systems, E.R. Scheinerman

(see https://github.com/scheinerman/
InvitationToDynamicalSystems)
Reference books: Introduction to Dynamic Systems: Theory,
Models, and Applications , D. Luenberger. , Feedback Systems:
An Introduction for Scientists and Engineers, K.J. Astrom and
R.M. Murray, Princeton University Press, 2008 (see preprint
version http://www.cds.caltech.edu/~murray/amwiki/
index.php?title=Version_2.11a)
Course information Dynamical Systems: Introduction

Analysis of Dynamic Systems - Syllabus

Evaluation (tentative): midterm exams 30% (2+), take home

exams + quizzes (during lectures and scheduled) + in class
participation 50%, final 20% (can be adjusted).

General information:
• There will be synchronous online sessions.
• Odtuclass will be used for all course related announcements,
exams, and material. Follow odtu-class regularly.
• Quizzes and exams will be online.
• Written take home exams should be prepared using latex.
• Take home exams may require Matlab.
Course information Dynamical Systems: Introduction

Analysis of Dynamic Systems - Syllabus

Outline:
• Basic concepts of systems
• Discrete and continuous time linear dynamical systems
• Linear systems in 1D and multiple dimension
• Equilibrium Points and stability
• Concepts of control
• Nonlinear systems, linearization and Lyapunov functions
Course information Dynamical Systems: Introduction

Formal Control of Dynamical Systems - Research

Course information Dynamical Systems: Introduction

Formal Control of Dynamical Systems - Research

En
Course information Dynamical Systems: Introduction

Formal Control of Dynamical Systems - Research

e
Course information Dynamical Systems: Introduction

Formal Control of Dynamical Systems - Research

I o

o
Course information Dynamical Systems: Introduction

Formal Control of Dynamical Systems - Research

o
Course information Dynamical Systems: Introduction

Dynamical Systems / Computer Science - Research

Just to list a few ....

• Robotics
• Cyber-physical systems
• Hybrid systems (dynamical systems + automata theory)
• AI based control approaches
• ...
Course information Dynamical Systems: Introduction

Dynamical Systems
... anything that evolves over time can be considered as a ....

Electric circuit, mass and spring, pendulum, predator-prey

population, bank account with interest, car speed, ...

i
Figures are from “Invitation to Dynamical Systems”, E.R.
Scheinerman.
Course information Dynamical Systems: Introduction

Dynamical Systems

two main parts : state vector + function

• The state vector is a numerical description of the current

configuration of a system. For the following examples:
• a ball tossed straight up fv h h V
• bank account
X O K
• global weather money
t's EJ Ep p 3 h hT
Course information Dynamical Systems: Introduction

Dynamical Systems

two main parts : state vector + function

• The state vector is a numerical description of the current

configuration of a system. For the following examples:
• a ball tossed straight up
• bank account
• global weather
• The next instant: Given the current state, where the system
will be next?
• Discrete-time
• Continuos-time
 Course information Dynamical Systems: Introduction

The next instant: Discrete-time

Bank account example: interest is paid annually, and yearly

interest rate is r . X K

x Kil Hr x k
Ckt2 Hr x k 11 htt Itr X k

3 l k
nerd Mkt 3 Gtr k
k
sowmy x k et r x O
Course information Dynamical Systems: Introduction

The next instant: Discrete-time

Bank account example: interest is paid annually, and yearly

interest rate is r .
XCKH Hr x k l

xCk ltr kX Xo
For a complete description: initial condition / initial state

X k Itr kXo 2

initial cord Xcode Itr Xo Xo V

b Itr
ut
x K Xo
r
tr Hr kx Itr Xo
Course information Dynamical Systems: Introduction

The next instant: Discrete-time

Lt k x k
A Ck X KH XK
di↵erence equation 14k A KH I CH
x(k + 1) = f (x(k)), where x(k) 2 R is the state of the
n

system at time step k, and f : Rn ! Rn .

Xo

x(1) = f Xo
x(2) = f x.cn f Cf Xo
...
... i
x(k) =
f f Cf f Xo
k
f Xo
Course information Dynamical Systems: Introduction

Xo 0
The next instant: Continuous-time dat
It L
x t t
Kl
f_ x I WH't
describe how the system is changing at a given time instant: use
derivatives and write di↵erential equations

RCH rct
f
x
I v CH
Ball example:
g

x ctkIcxa
s 181k fog
e x Ct AxCt t b
Solution:

oIu.Yog'EYfvCtt
hH h tv
vo gt
E 9
In.hu
vet g
Course information Dynamical Systems: Introduction

Summary

A dynamical system is described by a state vector x 2 Rn and a

function f : Rn ! Rn

Initial condition x(0) = x0 and

discrete-time systems
di↵erence equations continuous-time systems
di↵erential equations

x(k + 1) = f (x(k)) ẋ(t) = f (x(t))

Course information Dynamical Systems: Introduction

Summary

A dynamical system is described by a state vector x 2 Rn and a

function f : Rn ! Rn

Initial condition x(0) = x0 and

discrete-time systems
di↵erence equations continuous-time systems
di↵erential equations

time-invariant x(k + 1) = f (x(k)) time-invariant ẋ(t) = f (x(t))

time-variant time-variant ẋ(t) = f (x(t), t)

x(k + 1) = f (x(k), k)
Course information Dynamical Systems: Introduction

Home study

• Read Appendix A from “Invitation to Dynamical Systems”

(within week 1 and 2).
• Read Chapter 1 from “Invitation to Dynamical Systems”.
• Read Chapter 1 from “Introduction to Dynamic Systems”
Luenberger.