Opening the iTunes Store.If iTunes doesn’t open, click the iTunes application icon in your Dock or on your Windows desktop.Progress Indicator
Opening the iBooks Store.If iBooks doesn't open, click the iBooks app in your Dock.Progress Indicator

iTunes is the world's easiest way to organize and add to your digital media collection.

We are unable to find iTunes on your computer. To download from the iTunes Store, get iTunes now.

Already have iTunes? Click I Have iTunes to open it now.

I Have iTunes Free Download

Introduction to Linear Dynamical Systems

by Stanford

This course material is only available in the iTunes U app on iPhone or iPad.

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 (as in Math. 103). 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.

This Stanford course was taught on campus twice a week in 75 minute lectures for the Stanford Engineering Everywhere Initiative.

Customer Reviews

Great course

Easily the best applied maths course on iTunes - Prof. Boyd is a great teacher and has excellent taste when it comes to material selection. Make sure to check out the homework qiestions - many more interesting applications of the LDS theory.