EE263: Introduction to Linear Dynamical Systems

Sanjay Lall, Stanford University, Autumn Quarter 2020

Instructor

Professor Sanjay Lall

Lectures

  • Tuesdays and Thursdays, 8:30AM - 9:50AM

  • First lecture 9/15, last lecture 11/20

All lectures will be recorded (by SCPD) and posted on Canvas approximately one hour after the class ends. The lectures will also be available live via zoom, with zoom ID 922 8458 7784. Check Piazza for the Zoom password.

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 Engr108; 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.