Linear Algebra


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  1. This is a basic course on matrix theory and linear algebra. Emphasis is given to topics that will be useful in other disciplines, including systems of equations, vector spaces, determinants, eigenvalues, similarity, and positive definite matrices.

  2. Linear Discrimination (Cont.), Robust Linear Discrimination, Approximate Linear Separation Of Non-Separable Sets, Support Vector Classifier, Nonlinear Discrimination, Placement And Facility Location, Numerical Linear Algebra Background, Matrix Structure And Algorithm Complexity, Linear Equations That Are Easy To Solve, The Factor-Solve Method For Solving Ax = B, LU Factorization

  3. 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...more

  4. 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

  5. Continuous-Time Reachability, General State Transfer, Observability And State Estimation, State Estimation Set Up, State Estimation Problem, Observability Matrix, Least-Squares Observers, Some Parting Thoughts..., Linear Algebra, Levels Of Understanding, What's Next

  6. Overview Of Linear Dynamical Systems, Why Study Linear Dynamical Systems?, Examples Of Linear Dynamical Systems, Estimation/Filtering Example, Linear Functions And Examples

  7. Linear Functions (Continued), Interpretations Of Y=Ax, Linear Elastic Structure, Example, Total Force/Torque On Rigid Body Example, Linear Static Circuit Example, Illumination With Multiple Lamps Example, Cost Of Production Example, Network Traffic And Flow Example, Linearization And First Order Approximation Of Functions

  8. Linear Systems: Basic Definitions, Direct Proportionality As Example, Special Cases Of Linear Systems, Eigenvectors And Eigenvalues, The Spectral Theorem And Finding A Basis Of Eigenvectors, Matrix Multiplication = Only Example Of Finite Dimensional Linear Systems, Integration Against A Kernel Generalizing Matrix Multiplication, Example: The Fourier Transform

  9. Review Of Last Lecture: Discrete V. Continuous Linear Systems, Cascading Linear Systems, Derivation Of The Impulse Response, Schwarz Kernel Theorem, Example: Impulse Response For Fourier Transform, Example: Switch, Special Case: Convolution, Time Invariance, Result: If A System Is Given By Convolution, It Is Time Invariant; Converse True As Well, Two Main Ideas Sumarized (Linear->Integration Against Kernel, Time Invariant If Given By Convolution)

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