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. · 비디오

    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).

    4초

  2. 2008. 07. 09. · 비디오

    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).

    3초

  3. 2008. 07. 09. · 비디오

    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).

    4초

  4. 2008. 07. 09. · 비디오

    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).

    4초

  5. 2008. 07. 09. · 비디오

    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).

    4초

  6. 2008. 07. 09. · 비디오

    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).

    4초

  7. 2008. 07. 09. · 비디오

    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).

    4초

  8. 2008. 07. 09. · 비디오

    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).

    4초
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소개

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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