Material Detail

Introduction to Linear Dynamical Systems is one of the ten free courses being offered to the public through Stanford Engineering Everywhere. The course belongs to the Linear Systems and Optimization series and is taught by Professor Stephen Boyd of Stanford University's Electrical Engineering Department. The course covers 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.

Disciplines:

• Education

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