Electrical and Computer Engineering
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.)