Professor Stephen Boyd, of the Electrical Engineering department at Stanford University, lectures on the applications of least squares for the course, Introduction to Linear Dynamical Systems (EE263).
In this course, Professor Stephen P. Boyd gives 20 video lectures on the concepts of Linear Dynamical Systems. He gives an introduction to applied linear algebra and linear dynamical systems, with applications to circuits, signal processing, communications, and control systems. Topics include: 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. EE263 covers some of the same topics, but is complementary to, CME200.
Tags: Math, Math L.D.S.