EE263: Introduction to Linear Dynamical Systems

Lecture videos

• Video from the lectures is available on Canvas

Lecture slides

1. Overview

2. Linear functions

3. Engineering examples

4. Interpretations of linear equations

5. Linear algebra review

6. Rank

7. Orthogonality

8. QR factorization

9. Least-squares

10. Example: Least-squares navigation

11. LS via QR factorization

12. Least-squares fitting

13. Recursive estimation

14. Multi-objective least-squares

15. Least-norm solutions of underdetermined equations

16. Gauss-Newton method

17. Eigenvectors and diagonalization

18. Symmetric matrices

19. Ellipsoids

20. Matrix norm

21. SVD and applications

22. Autonomous linear dynamical systems

23. Solution via matrix exponential

24. Dynamic interpretation of eigenvectors

25. Linear dynamical systems with inputs and outputs

26. Controllability and state transfer

27. Observability and state estimation

28. 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