EE263 Introduction to Linear Dynamical Systems
Autumn Quarter 2014
Applied linear algebra and linear dynamical systems with applications to circuits, signal processing, communications, and control systems. Topics: least-squares approximations of over-determined equations, and least-norm solutions of underdetermined equations. Symmetric matrices, matrix norm, and singular-value decomposition. Eigenvalues, left and right eigenvectors, with dynamical interpretation. Matrix exponential, stability, and asymptotic behavior. Multi-input/multi-output systems, impulse and step matrices; convolution and transfer-matrix descriptions. Control, reachability, and state transfer; observability and least-squares state estimation.
Prerequisites: linear algebra and matrices as in MATH104; differential equations and Laplace transforms as in EE102A.
Professor Sanjay Lall and teaching assistants Aditya Timmaraju, Reza Takapoui, and Bobbie Chern.
We are using Piazza. We'll post most announcements there, not here, so make sure you join.
There are no required or optional textbooks. Everything we will use will be posted on the course website. However, several texts can serve as auxiliary or reference texts.
You will not need these books, and none of them cover exactly the material that we will be covering. We only list them in case you want to consult some additional references.
Course requirements and grading