Introduction to Linear Dynamical Systems

Stephen Boyd

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.

  1. 2008/07/09 · 影片

    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 秒

  2. 2008/07/09 · 影片

    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 秒

  3. 2008/07/09 · 影片

    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 秒

  4. 2008/07/09 · 影片

    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 秒

  5. 2008/07/09 · 影片

    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 秒

  6. 2008/07/09 · 影片

    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 秒

  7. 2008/07/09 · 影片

    7. Linear Dynamical Systems Lecture 7

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

    4 秒

  8. 2008/07/09 · 影片

    8. Linear Dynamical Systems Lecture 8

    Professor Stephen Boyd, of the Electrical Engineering department at Stanford University, lectures on the Gauss-Newton method and the least norm solutions of undetermined equations for the course, Introduction to Linear Dynamical Systems (EE263).

    4 秒
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簡介

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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