Introduction to Linear Dynamical Systems PPT Lecture Slides

 

Instructor:-Professor Stephen Boyd, Stanford University

 Text Books:

• Linear Algebra and its Applications, or the newer book Introduction to Linear Algebra, G. Strang.
  
• Introduction to Dynamic Systems, Luenberger, Wiley.
  

Lecture Slides:

1. Overview (quiz)
   
2. Linear functions (quiz)
   
3. Linear algebra review (quiz)
   
4. Orthonormal sets of vectors and QR factorization (quiz)
   
5. Least-squares (quiz)
   
6. Least-squares applications
   
7. Regularized least-squares and Gauss-Newton method
   
8. Least-norm solutions of underdetermined equations
   
9. Autonomous linear dynamical systems
   
10. Solution via Laplace transform and matrix exponential
    
11. Eigenvectors and diagonalization
    
12. Jordan canonical form
    
13. Linear dynamical systems with inputs and outputs
    
14. Example: Aircraft dynamics
    
15. Symmetric matrices, quadratic forms, matrix norm, and SVD
    
16. SVD applications
    
17. Example: Quantum mechanics
    
18. Controllability and state transfer
    
19. Observability and state estimation
    
20. Summary and final comments
    

All lectures, in 2up format, in one pdf file