Stanford Engineering Everywhere EE263 - Introduction to Linear Dynamical Systems

Introduction to applied linear algebra and linear dynamical systems, with applications to circuits, signal processing, communications, and control systems.

Topics include: *Least-squares aproximations of over-determined equations and least-norm solutions of underdetermined equations. *Symmetric matrices, matrix norm and singular value decomposition. *Eigenvalues, left and right eigenvectors, and dynamical interpretation. *Matrix exponential, stability, and asymptotic behavior. *Multi-input multi-output systems, impulse and step matrices; convolution and transfer matrix descriptions. *Control, reachability, state transfer, and least-norm inputs. *Observability and least-squares state estimation.

Prerequisites: *Exposure to linear algebra and matrices (as in Math. 103). *You should have seen the following topics: matrices and vectors, (introductory) linear algebra; differential equations, Laplace transform, transfer functions. *Exposure to topics such as control systems, circuits, signals and systems, or dynamics is not required, but can increase your appreciation.

Course Homepage: [[http://see.stanford.edu/see/courseinfo.aspx?coll=17005383-19c6-49ed-9497-2ba8bfcfe5f6]]

Course features at Stanford Engineering Everywhere page: *Introduction to Linear Dynamical Systems *Lectures *Syllabus *Handouts *Assignments *Exams *Software