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Linear Dynamical Systems - Course Reader

Linear Dynamical Systems - Course Reader

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Published by: TraderCat Solaris on Jun 25, 2010
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Lecture Notes for EE263
Stephen Boyd
Introduction to Linear Dynamical Systems
Autumn 2008-09
Copyright Stephen Boyd.
Limited copying or use for educational purposes isfine, but please acknowledge source, e.g., “taken from
Lecture Notes for EE263,Stephen Boyd, Stanford 2008.
Lecture 1 – OverviewLecture 2 – Linear functions and examplesLecture 3 – Linear algebra reviewLecture 4 – Orthonormal sets of vectors and QR factorizationLecture 5 – Least-squaresLecture 6 – Least-squares applicationsLecture 7 – Regularized least-squares and Gauss-Newton methodLecture 8 – Least-norm solutions of underdetermined equationsLecture 9 – Autonomous linear dynamical systemsLecture 10 – Solution via Laplace transform and matrix exponentialLecture 11 – Eigenvectors and diagonalizationLecture 12 – Jordan canonical formLecture 13 – Linear dynamical systems with inputs and outputsLecture 14 – Example: Aircraft dynamicsLecture 15 – Symmetric matrices, quadratic forms, matrix norm, and SVDLecture 16 – SVD applicationsLecture 17 – Example: Quantum mechanicsLecture 18 – Controllability and state transferLecture 19 – Observability and state estimationLecture 20 – Some final commentsBasic notationMatrix primerCrimes against matricesLeast-squares and least-norm solutions using MatlabSolving general linear equations using MatlabLow rank approximation and extremal gain problemsExercises
EE263 Autumn 2008-09 Stephen Boyd
Lecture 1Overview
course mechanics
outline & topics
what is a linear dynamical system?
why study linear systems?
some examples
Course mechanics
all class info, lectures, homeworks, announcements on class web page:
course requirements:
weekly homework
takehome midterm exam (date TBD)
takehome final exam (date TBD)
Overview 12

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