EE263: Lecture Slides
Autumn Quarter 2014
Overview
Linear functions
Linear algebra review
Orthonormal sets of vectors and QR factorization
Leastsquares
Leastsquares applications
Regularized leastsquares and GaussNewton method
Leastnorm solutions of underdetermined equations
Autonomous linear dynamical systems
Solution via Laplace transform and matrix exponential
Eigenvectors and diagonalization
Jordan canonical form
Linear dynamical systems with inputs and outputs
Example: Aircraft dynamics
Symmetric matrices, quadratic forms, matrix norm, and SVD
SVD applications
Example: Quantum mechanics
Controllability and state transfer
Observability and state estimation
Summary and final comments
