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Linear Systems and Optimization: Introduction to Linear Dynamical Systems

No Strings Attached
Author:
Subject:
Mathematics and Statistics, Science and Technology
Institution Name:
Stanford University
Collection:
Stanford University - School of Engineering
Grade Level:
Post-secondary
Abstract:

Introduction to applied linear algebra and linear dynamical systems, with applications to circuits, signal processing, communications, and control systems. Topics include: Least-squares aproximations of over-determined equations and least-norm solutions of underdetermined equations. Symmetric matrices, matrix norm and singular value decomposition. Eigenvalues, left and right eigenvectors, and dynamical interpretation. Matrix exponential, stability, and asymptotic behavior. Multi-input multi-output systems, impulse and step matrices; convolution and transfer matrix descriptions. Control, reachability, state transfer, and least-norm inputs. Observability and least-squares state estimation.

Languages:
English
Material Type:
Audio Lectures, Full Course, Lecture Notes, Video Lectures
Media Format:
Audio, Text/HTML, Downloadable docs, Video
Conditions of Use:
Creative Commons Attribution 3.0
Creative Commons Attribution 3.0
Copyright Holder:
Stanford University

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