ECE 240 Introduction to Linear Dynamical Systems

Introduction to applied linear algebra and linear dynamical systems with applications to circuits, signal processing, communications, and control systems. Topics include the following: Least-squares approximations 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. (Formerly CMPE 240.)