Linear Dynamical Systems
Textbook and optional references
There is no textbook. Everything we’ll use is posted on the 363 website in pdf format.If you’d like to consult some books, we listed some below.- LQR and Kalman filtering are covered in many books on linear systems, optimal control, and optimization. One good one is Dynamic Programming and Optimal Control, vol. 1, Bertsekas, Athena Scientific. Another two are Optimal Filtering and Optimal Control: Linear Quadratic Methods, both Anderson & Moore, Dover.
- Lyapunov theory is covered in many texts on linear systems, e.g., Linear Systems, Antsaklis & Michel, McGraw-Hill.
- Nonlinear Lyapunov theory is covered in most texts on nonlinear system analysis, e.g., Nonlinear systems: Analysis, Stability, and Control, Sastry, Springer, or Nonlinear Systems Analysis (2nd edition), Vidyasagar, SIAM.
- Lots of material on LMIs can be found in Boyd, El Ghaoui, Feron, and Balakrishnan, Linear Matrix Inequalities in System and Control Theory, but this is not a book for casual browsing.
Lecture Slides
Professor Stephen Boyd, Stanford University, Winter Quarter 2008-09These lecture slides are still changing, so don’t print them yet.
Support NotesProfessor Stephen Boyd, Stanford University, Winter Quarter 2008-09Additional background notes.
Section Notes
Professor Stephen Boyd, Stanford University, Winter Quarter 2008-09The (optional) problem sections are every second Tuesday, 5:15–6:05 pm, in Hewlett 103.
Linear Dynamical Systems
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