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EE263: Introduction to Linear Dynamical Systems

Sanjay Lall, Stanford University, Autumn Quarter 2020

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