20 episodes
Introduction to Linear Dynamical Systems Stanford
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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.
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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).
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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).
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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).
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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).
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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).
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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).
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