EE263: Introduction to Linear Dynamical Systems

Lecture videos

• Video from the lectures is available on Canvas

Lecture slides

These slides are from last year.

1. Overview

2. Example: Input design

3. Example: Estimation/filtering

4. Linear functions

5. Engineering examples

6. Interpretations of linear equations

7. Linear algebra review

8. Rank

9. Orthogonality

10. Least-squares

11. Example: Least-squares navigation

12. Example: Least-squares filtering revisited

13. Least-squares fitting

14. Recursive estimation

15. Multi-objective least-squares

16. Least-norm solutions of underdetermined equations

17. Autonomous linear dynamical systems

18. Solution via Laplace transform and matrix exponential

19. Eigenvectors and diagonalization

20. Dynamic interpretation of eigenvectors

21. Jordan canonical form

22. Linear dynamical systems with inputs and outputs

23. Symmetric matrices

24. Ellipsoids

25. Matrix norm

26. SVD and applications

27. Extremal-trace problems

28. Controllability and state transfer

29. Observability and state estimation

30. Summary and final comments

Optional additional lecture slides

1. QR factorization

2. LS via QR factorization