EE263: Introduction to Linear Dynamical Systems

Lecture slides

These slides are updated as the course progresses, so we don't recommend downloading them all at the beginning of the quarter.

1. Overview

2. Linear functions

3. Engineering examples

4. Interpretations of linear equations

5. Linear algebra review

6. Range and null space

7. Rank

8. Orthogonality

9. QR factorization

10. Least-squares

11. Example: Least-squares navigation

12. Multi-objective least-squares

13. Least-norm solutions of underdetermined equations

14. Recursive estimation

15. Least-squares fitting

16. LS via QR factorization

17. Gauss-Newton method

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. Jordan canonical form

27. Linear dynamical systems with inputs and outputs

28. Controllability and state transfer

29. Observability and state estimation

30. Summary and final comments

Optional additional lecture slides

1. Example: Input design

2. Example: Estimation/filtering

3. Example: Least-squares filtering revisited

4. Extremal-trace problems