CME 263:
Introduction to Linear Dynamical Systems (EE 263)
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 EE102B.
Terms: Aut, Sum
| Units: 3