Professor Stephen Boyd, of the Electrical Engineering department at Stanford University, lectures on matrix exponentials, eigenvectors, and diagonalization and their uses in LDS for the course, Introduction to Linear Dynamical Systems (EE263). 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.
Introduction to Linear Dynamical Systems