EE263: Introduction to Linear Dynamical Systems

Sanjay Lall, Stanford University, Autumn Quarter 2019

Instructor

Professor Sanjay Lall

Lectures

  • Tuesdays and Thursdays, 9:00AM - 10:20AM in Gates B1

  • First lecture 9/24, last lecture 12/5

  • No lecture on 11/26 or 11/28 for Thanksgiving

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 or EE103; differential equations as in EE102A.

Textbooks

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