EE263: Introduction to Linear Dynamical Systems

Sanjay Lall, Stanford University, Autumn Quarter 2021

Lecture videos

  • Video from the lectures is available on Canvas

Lecture slides

These slides are updated as the course progresses, so we don't recommend downloading them all at the beginning of the quarter. Dates show that date that section was started in class.

  1. Overview (9/20)

  2. Linear functions (9/20)

  3. Engineering examples (9/20)

  4. Interpretations of linear equations (9/27)

  5. Linear algebra review (9/27)

  6. Range and null space (9/29)

  7. Rank (10/6)

  8. Orthogonality (10/6)

  9. QR factorization (10/11)

  10. Least-squares (10/13)

  11. Example: Least-squares navigation (10/18)

  12. LS via QR factorization (10/20)

  13. Least-squares fitting (10/20)

  14. Recursive estimation (10/20)

  15. Multi-objective least-squares (10/25)

  16. Least-norm solutions of underdetermined equations (10/25)

  17. Gauss-Newton method (10/27)

  18. Eigenvectors and diagonalization (10/27)

  19. Symmetric matrices (10/27)

  20. Ellipsoids (11/1)

  21. Matrix norm (11/1)

  22. SVD and applications (11/3)

  23. Autonomous linear dynamical systems (11/10)

  24. Solution via matrix exponential (11/15)

  25. Dynamic interpretation of eigenvectors (11/15)

  26. Linear dynamical systems with inputs and outputs

  27. Controllability and state transfer

  28. Observability and state estimation

  29. Summary and final comments

Optional additional lecture slides

  1. Example: Input design

  2. Example: Estimation/filtering

  3. Example: Least-squares filtering revisited

  4. Jordan canonical form