By Stephen Boyd | Introduction to Linear Dynamical Systems Lecture 3 of 20
Linearization (Continued), Navigation By Range Measurement, Broad Categories Of Applications, Matrix Multiplication As Mixture Of Columns, Block Diagram Representation, Linear Algebra Review, Basis And Dimension, Nullspace Of A Matrix
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.
Prerequisites: Exposure to linear algebra and matrices. You should have seen the following topics: matrices and vectors, (introductory) linear algebra; differential equations, Laplace transform, transfer functions. Exposure to topics such as control systems, circuits, signals and systems, or dynamics is not required, but can increase your appreciation.
Transcript | Linear functions | Linear algebra review
