EE263: Introduction to Linear Dynamical Systems (Stanford Univ.). Taught by Professor Stephen Boyd, this course offers an introduction to
applied linear algebra and linear dynamical systems, with applications to circuits, signal processing, communications, and control systems.
Topics include: Least-squares approximations of over-determined equations and least-norm solutions of underdetermined equations. Symmetric matrices,
matrix norm and singular value decomposition. Eigenvalues, left and right eigenvectors, and dynamical interpretation. Matrix exponential, stability,
and asymptotic behavior. Multi-input multi-output systems, impulse and step matrices; convolution and transfer matrix descriptions. Control, reachability,
state transfer, and least-norm inputs. Observability and least-squares state estimation.
EE263 - Introduction to Linear Dynamical Systems
Instructors: Professor Stephen Boyd. Handouts. Assignments. Exams. Introduction to applied linear algebra and linear dynamical systems, with applications to circuits, signal processing, communications, and control systems.