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:
- Overview (quiz)
- Linear functions (quiz)
- Linear algebra review (quiz)
- Orthonormal sets of vectors and QR factorization (quiz)
- Least-squares (quiz)
- Least-squares applications
- Regularized least-squares and Gauss-Newton method
- Least-norm solutions of underdetermined equations
- Autonomous linear dynamical systems
- Solution via Laplace transform and matrix exponential
- Eigenvectors and diagonalization
- Jordan canonical form
- Linear dynamical systems with inputs and outputs
- Example: Aircraft dynamics
- Symmetric matrices, quadratic forms, matrix norm, and SVD
- SVD applications
- Example: Quantum mechanics
- Controllability and state transfer
- Observability and state estimation
- Summary and final comments
All lectures, in 2up format, in one pdf file
