EE263: Introduction to Linear Dynamical Systems

Alex Lemon, Stanford University, Summer Quarter 2014 – 2015

Lectures given by Professor Stephen Boyd are available on YouTube.

  1. Overview (quiz)

    1. Introduction (summer version) (handout)

  2. Linear functions (quiz)

    1. Linear functions (summer version) (handout) (handwritten)

      1. gravimetry_example.m

      2. dft_example.m

  3. Linear algebra review (quiz) (handwritten)

  4. Orthonormal sets and the QR factorization (quiz) (handwritten)

  5. Least-squares (quiz)

  6. Least-squares applications (quiz)

  7. Regularized least-squares and the Gauss-Newton method (quiz)

    1. Weighted least squares (summer) (handout)

      1. wls_example.m

      2. l1_example.m

    2. Newton's method (summer) (handout)

      1. diode_circuit.m

      2. lp_regression.m

  8. Least-norm solutions of underdetermined equations (quiz)

  9. Autonomous linear dynamical systems (quiz)

  10. Solution via Laplace transform and matrix exponential (quiz)

  11. Eigenvectors and diagonalization (quiz)

  12. Jordan canonical form (quiz)

  13. Linear dynamical systems with inputs and outputs (quiz)

  14. Example: aircraft dynamics

  15. Symmetric matrices, quadratic forms, matrix norm, and the SVD (quiz)

    1. rotating_grid.m

    2. eigshow_example.m

  16. SVD applications

  17. Example: quantum mechanics

  18. Controllability and state transfer

  19. Observability and state estimation

  20. Summary and final comments

    1. Summary (summer version) (handout)