EE263: Introduction to Linear Dynamical Systems

Lectures given by Professor Stephen Boyd are available on YouTube, and through Stanford Engineering Everywhere.

1. Overview (quiz)

   1. Summer 2014 version (handout)

2. Linear functions (quiz)

   1. Summer 2014 version (handout)

      1. gravimetry_example.m

      2. dft_example.m

3. Linear algebra review (quiz)

4. Orthonormal sets and the QR factorization (quiz)

5. Least-squares (quiz)

6. Least-squares applications (quiz)

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

   1. Weighted least squares (Summer 2014) (handout)

      1. wls_example.m

      2. l1_example.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. Summer 2014 version (handout)