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

  • Grading Basis: Letter Grade or Credit/No Credit
  • Cross-Listings: CME 263

Prerequisites

Linear algebra and matrices as in EE 103 or MATH 104; ordinary differential equations and Laplace transforms as in EE 102B or CME 102

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