Introduction to Linear Dynamical Systems

Course Description

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.

Course Details

  • Online Format: Synchronous - This course is taught in real-time, and students are expected to attend virtual sessions at specific times during the week. For more information on the schedule options for this course, please visit the Stanford Explore Courses website.

Prerequisites

Linear Algebra and Matrices as in MATH 104; Differential Equations and Laplace Transforms as in EE 102B.

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