EE263: Introduction to Linear Dynamical Systems

Sanjay Lall, Stanford University, Summer Quarter 2015

Instructor

Professor Sanjay Lall

Lectures

  • Tuesdays and Thursdays, 9:00–10:20am in Gates B1

  • 20 lectures, the first lecture is on Sep 22, the last is on Dec 4. No lecture on 11/24 or 11/26 for Thanksgiving

Review sessions

  • Weekly review sessions will be held on Fridays (starting 10/2) from 9:30am to 10:20am in Skilling Auditorium. These sessions will be videotaped by SCPD.

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.

Prerequisites: linear algebra and matrices as in MATH104; differential equations and Laplace transforms as in EE102A.

Textbooks

There are no required or optional textbooks. Complete notes will be available online. See the section on reading for details.

Announcements

We are using Piazza. We'll post most announcements there, not here, so make sure you join.

Archive

This course was originally developed and taught by Professor Stephen Boyd, and the complete set of materials consisting of lecture videos, slides, support notes and homework is still available in the archive.