20 episodes

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.

Introduction to Linear Dynamical Systems Stanford

    • Education

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.

    • video
    1. Linear Dynamical Systems Lecture 1

    1. Linear Dynamical Systems Lecture 1

    Professor Stephen Boyd, of the Electrical Engineering department at Stanford University, gives an overview of the course, Introduction to Linear Dynamical Systems (EE263).

    • 4 sec
    • video
    2. Linear Dynamical Systems Lecture 2

    2. Linear Dynamical Systems Lecture 2

    Professor Stephen Boyd, of the Electrical Engineering department at Stanford University, lectures on linear functions for the course, Introduction to Linear Dynamical Systems (EE263).

    • 3 sec
    • video
    3. Linear Dynamical Systems Lecture 3

    3. Linear Dynamical Systems Lecture 3

    Professor Stephen Boyd, of the Electrical Engineering department at Stanford University, gives a review of linear algebra for the course, Introduction to Linear Dynamical Systems (EE263).

    • 4 sec
    • video
    4. Linear Dynamical Systems Lecture 4

    4. Linear Dynamical Systems Lecture 4

    Professor Stephen Boyd, of the Electrical Engineering department at Stanford University, lectures on orthonormal sets of vectors and QR factorization for the course, Introduction to Linear Dynamical Systems (EE263).

    • 4 sec
    • video
    5. Linear Dynamical Systems Lecture 5

    5. Linear Dynamical Systems Lecture 5

    Professor Stephen Boyd, of the Electrical Engineering department at Stanford University, lectures on QR factorization and least squares for the course, Introduction to Linear Dynamical Systems (EE263).

    • 4 sec
    • video
    6. Linear Dynamical Systems Lecture 6

    6. Linear Dynamical Systems Lecture 6

    Professor Stephen Boyd, of the Electrical Engineering department at Stanford University, lectures on the applications of least squares for the course, Introduction to Linear Dynamical Systems (EE263).

    • 4 sec

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