EE263: Introduction to Linear Dynamical Systems
Alex Lemon, Stanford University, Summer Quarter 2014 – 2015
Lectures, problem sessions, and office hours
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
You should have seen the following topics: matrices and vectors, (introductory) linear algebra; differential equations, Laplace transforms, transfer functions. Exposure to topics such as control systems, circuits, signals and systems, and dynamics is not required, but may increase your appreciation of the course material.
Course requirements and grading
All grades are recorded on CourseWork.
There are no required or optional textbooks – everything we will use will be posted on the course website. However, several texts can serve as auxiliary or reference texts.
You will not need these books, and none of them cover exactly the material that we will be covering: we only list them in case you want to consult some additional references.