EE263: Introduction to Linear Dynamical Systems

Reading material

• Basic notation

• Matrix primer notes (All of this material should be very familiar.)

  • slides 1

  • slides 2

  • slides 3

• Crimes against matrices

• The matrix exponential in MATLAB

• Low-rank approximation and extremal-gain problems

• Gradients and Lagrange multipliers

• On the method of Lagrange multipliers

Reference material

There are no required or optional textbooks. Everything we will use will be posted on the course website. However, several texts can serve as auxiliary or reference texts.

• Linear Algebra and Its Applications, G. Strang

• Matrix Analysis and Applied Linear Algebra, C.D. Meyer

• Introduction to Dynamic Systems, D. Luenberger

• Linear Algebra Done Right, S. Axler

• Optimization Models, G. Calafiore and L. El Ghaoui

You will not need these books, and none of them cover exactly the material that we will be covering. We only list them in case you want to consult some additional references.