EE263: Introduction to Linear Dynamical Systems

Nick Landolfi, Stanford University, Summer Quarter 2022

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 (6/21/22, Week 1)

  2. Linear functions (started 6/21, Week 1; finished 6/23, Week 2)

  3. Engineering examples (started 6/23, Week 1; finished 6/28)

  4. Interpretations of linear equations (6/28, Week 2)

  5. Linear algebra review (started 6/28, Week 2; finished 6/30, Week 2)

  6. Range and null space (started 6/30 Week 2, to finish 7/5)

  7. Rank (to start, 7/5)

  8. Orthogonality (to start 7/5)

  9. QR factorization (skipping, discussing Gram-Schmidt briefly)

  10. Least-squares (to start 7/7)

  11. Example: Least-squares navigation (to start 7/7)

  12. LS via QR factorization (skipping)

  13. Least-squares fitting

  14. Recursive estimation (skipping)

  15. Multi-objective least-squares

  16. Least-norm solutions of underdetermined equations

  17. Gauss-Newton method (likely to skip)

  18. Eigenvectors and diagonalization

  19. Symmetric matrices

  20. Ellipsoids

  21. Matrix norm (possible to skip)

  22. SVD and applications

  23. Autonomous linear dynamical systems

  24. Solution via matrix exponential

  25. Dynamic interpretation of eigenvectors

  26. Linear dynamical systems with inputs and outputs

  27. Controllability and state transfer

  28. Observability and state estimation (likely to skip)

  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