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EE263 - Introduction to Linear Dynamical Systems - Printable Version

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EE263 - Introduction to Linear Dynamical Systems - mklabgr - 09-20-2026

Stanford’s EE263: Introduction to Linear Dynamical Systems, taught by Professor Stephen Boyd, is a graduate-level course that combines applied linear algebra with linear dynamical systems. It develops the mathematical tools needed to model and solve problems arising in engineering and applied mathematics, including circuits, signal processing, communications, control, estimation, and physical systems. 

The course begins with linear functions, vector spaces, nullspaces, rank, orthogonality and QR factorization, then develops least-squares and least-norm methods, including applications to data fitting, estimation, system identification and navigation. 

The second half moves from static linear algebra to dynamical systems: matrix exponentials, eigenvalues and diagonalization, stability, input-output systems, controllability, state transfer and observability. It also gives substantial attention to symmetric matrices, quadratic forms, matrix norms and the Singular Value Decomposition (SVD), with applications ranging from aircraft dynamics to quantum mechanics. The course provides 20 video lectures, lecture notes, homework assignments, Matlab exercises and exams, making it possible to study the material independently.


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