Courses / Institute for Computational and Mathematical Engineering / 3 units / CME 263: Introduction to Linear Dynamical Systems
 

Introduction to Linear Dynamical Systems

CME 263
3 units
June 26 - August 19, 2017
Section 1   T, TH  11:30AM - 1:20PM

Applied linear algebra and linear dynamical systems with applications to circuits, signal processing, communications, and control systems. Topics: least-squares approximations of over-determined equations, and least-norm solutions of underdetermined equations. Symmetric matrices, matrix norm, and singular-value decomposition. Eigenvalues, left and right eigenvectors, with dynamical interpretation. Matrix exponential, stability, and asymptotic behavior. Multi-input/multi-output systems, impulse and step matrices; convolution and transfer-matrix descriptions. Control, reachability, and state transfer; observability and least-squares state estimation.

Prerequisite

Linear algebra and matrices as in MATH104; differential equations and Laplace transforms as in EE102B.

Notes

  • This course is cross-listed as EE 263.

Syllabus

CME 263 Syllabus - 2016