Sanjay Lall, Stanford University, Summer Quarter 2015

Professor Sanjay Lall

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.

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

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.