Instructor: Boyd, Stephen

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Handouts

Lecture Slides:

Handout Name Handout Usage
Cover page and table of contents
1. Overview Lecture 1
2. Linear functions Lecture 2-3
3. Linear algebra review Lectures 3-4
4. Orthonormal sets of vectors and QR factorization Lecture 4-5
5. Least-squares Lectures 5-6
6. Least-squares applications Lectures 6-7
7. Regularized least-squares and Gauss-Newton method Lectures 7-8
8. Least-norm solutions of underdetermined equations Lectures 8-9
9. Autonomous linear dynamical systems Lecture 9
10. Solution via Laplace transform and matrix exponential Lecture 11
11. Eigenvectors and diagonalization Lectures 12-13
12. Jordan canonical form Lectures 13-14
13. Linear dynamical systems with inputs and outputs Lectures 14-15
14. Example: Aircraft dynamics Lecture 15
15. Symmetric matrices, quadratic forms, matrix norm, and SVD Lectures 15-17
16. SVD applications Lectures 17-18
17. Example: Quantum mechanics Lecture 18
18. Controllability and state transfer Lectures 18-20
19. Observability and state estimation Lecture 20
20. Summary and final comments Lecture 20


Additional Background Notes:

Handout Name
1 Matrix primer notes
2. Crimes against matrices
3. Basic notation
4. Least squares and least norm solutions using Matlab
5. Solving general linear equations using Matlab
6. Low rank approximation and extremal gain problems

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