斯坦福大学开放课程 : 线性动力系统绪论

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斯坦福大学开放课程 : 线性动力系统课程 课程代号EE263
Open Stanford Course : Introduction to Linear Dynamical Systems
主讲: Stephen Boyd

课程概述:

线性动力系统（ EE263 ）概述应用线性代数和线性动力系统，与应用电路，信号处理，通信和控制系统。主题包括：最小二乘aproximations的超定方程和最不规范的解决方案的underdetermined方程。对称矩阵，矩阵范数和奇异值分解。特征值，左，右特征向量，和动态的解释。矩阵指数，稳定和渐近性。多输入多输出系统，冲动和步骤矩阵;卷积和转移矩阵描述。控制，可达性，状态转移，和最不规范的投入。观测和最小二乘状态估计。

Course Description
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 and transfer matrix descriptions. Control, reachability, state transfer, and least-norm inputs. Observability and least-squares state estimation.

Prerequisites: Exposure to linear algebra and matrices. You should have seen the following topics: matrices and vectors, (introductory) linear algebra; differential equations, Laplace transform, transfer functions. Exposure to topics such as control systems, circuits, signals and systems, or dynamics is not required, but can increase your appreciation.

课程视频预览:

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