EE263: Introduction to Linear Dynamical Systems

Lecture videos

• Video from the lectures is available on Canvas

Lecture slides

These slides are from last year. The slides should cover most of the material discussed in class but occasionally we might discuss topics not covered in the slides. The students are encouraged to take notes in such cases.

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. QR factorization

11. Least-squares

12. Example: Least-squares navigation

13. Example: Least-squares filtering revisited

14. Least-squares fitting

15. Recursive estimation

16. Multi-objective least-squares

17. Least-norm solutions of underdetermined equations

18. Eigenvectors and diagonalization

19. Symmetric matrices

20. Ellipsoids

21. Matrix norm

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

29. Summary and final comments

Optional additional lecture slides

1. LS via QR factorization

2. Jordan canonical form