Introduction to Linear Dynamic.. - Stanford

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Lecture 17 | Introduction to Linear Dynamical Systems

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Professor Stephen Boyd, of the Electrical Engineering department at Stanford University, lectures on the applications of single value decomposition in LDS and electrical engineering, 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.

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