EE263: Introduction to Linear Dynamical Systems
Alex Lemon, Stanford University, Summer Quarter 2014 – 2015
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 EE102B
All announcements will be made on the Piazza forum.