EE263: Introduction to Linear Dynamical Systems
Lectures given by Professor Stephen Boyd
are available on YouTube.
Overview
(quiz)
Introduction (summer version)
(handout)
Linear functions
(quiz)
Linear functions (summer version)
(handout)
(handwritten)
gravimetry_example.m
dft_example.m
Linear algebra review
(quiz)
(handwritten)
Orthonormal sets and the QR factorization
(quiz)
(handwritten)
Leastsquares
(quiz)
(handwritten)
Leastsquares applications
(quiz)
(handwritten)
Regularized leastsquares and the GaussNewton method
(handwritten)
(handwritten review)
(quiz)
Weighted least squares (summer)
(handout)
(handwritten)
wls_example.m
l1_example.m
Newton's method (summer)
(handout)
(handwritten)
diode_circuit.m
lp_regression.m
Leastnorm solutions of underdetermined equations
(handwritten)
(handwritten review)
(quiz)
Autonomous linear dynamical systems
(handwritten)
(quiz)
Solution via Laplace transform and matrix exponential
(handwritten)
(quiz)
Eigenvectors and diagonalization
(handwritten)
(quiz)
Jordan canonical form
(quiz)
Linear dynamical systems with inputs and outputs
(handwritten)
(quiz)
note: unfortunately, there was a problem scanning the handwritten notes
for this lecture, and many slides were lost;
also unfortunately,
the SCPD office discards the slides after they have been scanned,
so we cannot recover the missing slides
Example: aircraft dynamics
Symmetric matrices, quadratic forms, matrix norm, and the SVD
(quiz)
(handwritten)
rotating_grid.m
eigshow_example.m
SVD applications
(handwritten)
Example: quantum mechanics
Controllability and state transfer
Observability and state estimation
Summary and final comments
Summary (summer version)
(handout)
(handwritten)
Additional references
Links to the specific YouTube videos covering each lecture are given below,
along with references to the textbooks
Optimization Models by Calafiore and El Ghaoui
and Introduction to Dynamic Systems by Luenberger.
Overview
YouTube lecture
Linear Functions
YouTube lecture
Calafiore and El Ghaoui, sections 2.1, 2.4, 3.1, and 3.2
Linearalgebra review
YouTube lecture
Calafiore and El Ghaoui, sections 2.2, 3.1, 3.2, and 7.2
Orthonormal sets and the QR factorization
YouTube lecture
Calafiore and El Ghaoui, sections 2.2, 2.3, and 7.3
Leastsquares
YouTube lecture
Calafiore and El Ghaoui, sections 6.3 and 6.4
Leastsquares applications
YouTube lecture
Calafiore and El Ghaoui, section 6.1
Regularized leastsquares and the Gauss/Newton method
YouTube lecture
Calafiore and El Ghaoui, section 6.7
Leastnorm solutions of underdetermined equations
YouTube lecture
Calafiore and El Ghaoui, sections 6.3, 6.4, and 6.7
Autonomous linear dynamical systems
YouTube lecture
Luenberger, sections 4.1, 4.2, 4.3, 4.4, and 4.6
Solution via Laplace transform and matrix exponential
YouTube lecture
Luenberger, sections 4.6, 5.9, 5.10, 8.4, and 8.5
Eigenvectors and diagonalization
YouTube lecture
Calafiore and El Ghaoui, section 3.3
Luenberger, sections 5.2, 5.3, 5.4, and 5.11
Jordan canonical form
YouTube lecture
Luenberger, section 3.9
Linear dynamical systems with inputs and outputs
YouTube lecture
Luenberger, sections 4.5 and 4.7
Example: aircraft dynamics
Symmetric matrices, quadratic forms, matrix norm, and the SVD
YouTube lecture
Calafiore and El Ghaoui, sections 4.1, 4.2, 4.3, and 4.4
SVD applications
YouTube lecture
Calafiore and El Ghaoui, sections 5.1, 5.2, and 5.3
Example: quantum mechanics
Controllability and state transfer
YouTube lecture
Luenberger, section 8.6
Observability and state estimation
YouTube lecture
Luenberger, section 8.7
Summary and final comments
YouTube lecture
