Lecture 20 | Introduction to Linear Dynamical Systems

Professor Stephen Boyd, of the Electrical Engineering department at Stanford University, gives his final lecture on observability and state estimation for the course, Introduction to Linear Dynamical Systems (EE263).

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.

Complete Playlist for the Course:
http://www.youtube.com/view_play_list?p=06960BA52D0DB32B

EE 263 Course Website:
http://www.stanford.edu/class/ee263/

Stanford University:
http://www.stanford.edu/

Stanford University Channel on YouTube:
http://www.youtube.com/stanford/

Category:

Education

Tags:

• science
• electrical
• engineering
• technology
• linear
• dynamical
• system
• single
• value
• decomposition
• SVD
• estimation
• noise
• least
• squares
• duality
• subspace
• research

[TheMicroDude]

Bravo!

It took me awhile to make it all the way through, especially since I printed the notes late and then decided to rewatch the first 5 lectures to copy notes.

Well done Professor Boyd!

[PURLINE2008]

Thanks professor

[BoilerMaker2683]

You are awesome !

[mnadav1]

Thank you so much for this wonderful course