EE263 Introduction to Linear Dynamical Systems
Autumn Quarter 2014
Applied linear algebra and linear dynamical systems with applications to circuits, signal processing, communications, and control systems. Topics: 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, with dynamical interpretation. Matrix exponential, stability, and asymptotic behavior. Multi-input/multi-output systems, impulse and step matrices; convolution and transfer-matrix descriptions. Control, reachability, and state transfer; observability and least-squares state estimation.
Prerequisites: linear algebra and matrices as in MATH104; differential equations and Laplace transforms as in EE102A.
Professor Sanjay Lall and teaching assistants Aditya Timmaraju, Reza Takapoui, and Bobbie Chern.
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