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斯坦福大學的“Stanford Engineering Everywhere ”免費提供學校裡最受歡迎的工科課程，給全世界的學生和教育工作者。
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本課程系列內容來源於斯坦福大學的“Stanford Engineering Everywhere ”項目。
官網地址： http://see.stanford.edu/default.aspx

斯坦福大學開放課程 : 線性動力系統課程 課程代號EE263
Open Stanford Course : Introduction to Linear Dynamical Systems
主講: Stephen Boyd


課程介紹:

線性動力系統（ EE263 ）介紹應用線性代數和線性動力系統，與應用電路，信號處理，通信和控制系統。主題包括：最小二乘aproximations的超定方程和最不規范的解決方案的underdetermined方程。對稱矩陣，矩陣范數和奇異值分解。特征值，左，右特征向量，和動態的解釋。矩陣指數，穩定和漸近性。多輸入多輸出系統，沖動和步驟矩陣;卷積和轉移矩陣描述。控制，可達性，狀態轉移，和最不規范的投入。觀測和最小二乘狀態估計。

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.

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