This list of slides will be added to during the quarter.
Overview
Example: Input Design
Example: Prediction
Autonomous linear dynamical systems
Solution via matrix exponential
Dynamic interpretation of eigenvectors
Jordan canonical form
Continuous-time linear systems
Discrete-time systems and standard forms
Realizations and interconnections
Controllability and state transfer
Observability and state estimation
Invariant subspaces
Kalman canonical form
Pole placement by state feedback
Linear quadratic regulator: Discrete-time finite horizon
LQR via Lagrange multipliers
Infinite horizon linear quadratic regulator
Continuous time linear quadratic regulator
Linear Quadratic Stochastic Control
Estimation
The Kalman filter