Hafeez`, Syed2020-05-042020-05-042019-12https://hdl.handle.net/11299/213070University of Minnesota M.S.E.E. thesis. December 2019. Major: Electrical/Computer Engineering. Advisor: Dr. Desineni Naidu. 1 computer file (PDF); viii, 65 pages + 2 supplemental files.The research in the master dissertation addresses development of an appropriate model of a dynamic system using observed data combined with basic mechanics and dynamics, prior knowledge of relationships between parameters.The main idea of system identification is studying the behavior of existing structures by recording the output or inputoutput in discrete time signals. The input-output description of a discrete-time system consists of a mathematical expression which explicitly defines the relation between the input and output signals. Further evaluating the key points for the model accuracy requirements to control estimate and predict according to the input. Also shedding light on different types of tools and techniques can be utilized to determine the dynamics of a system. Next, this research presents a new and computationally efficient online technique for infinite-horizon and finite-horizon for linear and nonlinear dynamical systems. This technique is based on change of variables that converts the nonlinear differential Riccati equation to a linear Lyapunov differential equation. During online implementation, the Lyapunov equation is solved in a closed form at any given time step. Further, an online technique is presented for finite-horizon nonlinear tracking problems. The idea of the proposed technique is to integrate the Kalman filter algorithm and the finitehorizon SDRE technique. Unlike the ordinary methods which deal with the linearized system, this technique estimates the unmeasured states of the nonlinear system directly by converting into SDC (state dependent coefficient)form for each time step, and this makes the proposed technique effective for a wide range of operating points. Further, the proposed infinite-horizon nonlinear technique is used to regulate the states of Mathieu equation, tracking of force damped pendulum system states and regulating the angle of an inverted pendulum on a cart pole system. Moreover, finite-horizon nonlinear tracking technique is used to regulate the ball position and gear angle of a ball and beam system and angle tracking of the flight dynamics and control of vertical lift-off vehicle system to demonstrate the effectiveness of the developed technique. Regulation and tracking of the its roll and pitch angles keeping the yaw constant are further presented to demonstrate the effectiveness of the developed techniqueenThesis or Dissertation