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ECE elective: Linear Dynamical Systems

10 weeks · 4 milestones

Applied linear algebra, least squares, eigenvalues and the matrix exponential, the SVD, controllability and estimation. An elective of the Varsity Curriculum: Electrical & Computer Engineering. Free sources and free tools only.

Part of: Electrical & Computer Eng. · Proves for: UG

Milestone map

Milestone map

4 milestones

Applied linear algebra and least squares

about 2 weeks (about 10 hrs/week)

Watch EE263 lectures 1–8 and read the matching notes. Then solve the EE263 homework exercises for lectures 1–8, then the 2006 midterm (skip any question on eigenvalues or the matrix exponential until unit 2). Self-check: Stanford EE263 midterms and finals with solutions (2006, 2007). Free tools only.

Proof required

Link the public repo with the EE263 homework exercises for lectures 1–8, then the 2006 midterm (skip any question on eigenvalues or the matrix exponential until unit 2) written up (a typeset PDF, LaTeX source or notebook), and show the self-check: which answers matched and how you fixed the ones that did not.

What gets checked

  • Least-squares and least-norm problems are set up in matrix form first.
  • Answers are checked numerically in code.
  • The midterm is marked against its solution, with the score stated.

Common mistakes

  • Answers copied from a solution with no working.
  • Missing units, or a sign or factor-of-2π slip left unexplained.

Powstik Guide

A public write-up of the EE263 homework exercises for lectures 1–8, then the 2006 midterm (skip any question on eigenvalues or the matrix exponential until unit 2), with the self-check shown.

Steps

  1. Study the linked course material.
  2. Solve the problems on your own first.
  3. Check them against the self-check and rework the misses.
  4. Typeset the write-up (LaTeX or a notebook) in a public repo.
  5. Ask someone who knows the subject to check it.

Template

README
ECE 12: Linear Dynamical Systems, unit 1: Applied linear algebra and least squares
Problems:
Self-check result (matched / reworked):
What I got wrong first and why:

What gets sent back

  • No working shown.
  • The self-check result is missing.

Resources

Foundationstart here

Depthgo deeper

What a verifier looks for

  • Least-squares and least-norm problems are set up in matrix form first.
  • Answers are checked numerically in code.
  • The midterm is marked against its solution, with the score stated.
  • Is the engineering right, not just the final number?

You'll sign in first, then come straight back here.

Autonomous systems, eigenvalues and the matrix exponential

about 2 weeks (about 10 hrs/week)

Watch EE263 lectures 9–13. Then solve the EE263 homework exercises for lectures 9–13, then the 2007 midterm. Self-check: Stanford EE263 midterms and finals with solutions (2006, 2007). Free tools only.

Proof required

Link the public repo with the EE263 homework exercises for lectures 9–13, then the 2007 midterm written up (a typeset PDF, LaTeX source or notebook), and show the self-check: which answers matched and how you fixed the ones that did not.

What gets checked

  • Modes and stability come from the eigenvalues.
  • Matrix exponentials are checked against simulation.
  • The midterm is marked against its solution, with the score stated.

Common mistakes

  • Answers copied from a solution with no working.
  • Missing units, or a sign or factor-of-2π slip left unexplained.

Powstik Guide

A public write-up of the EE263 homework exercises for lectures 9–13, then the 2007 midterm, with the self-check shown.

Steps

  1. Study the linked course material.
  2. Solve the problems on your own first.
  3. Check them against the self-check and rework the misses.
  4. Typeset the write-up (LaTeX or a notebook) in a public repo.
  5. Ask someone who knows the subject to check it.

Template

README
ECE 12: Linear Dynamical Systems, unit 2: Autonomous systems, eigenvalues and the matrix exponential
Problems:
Self-check result (matched / reworked):
What I got wrong first and why:

What gets sent back

  • No working shown.
  • The self-check result is missing.

Resources

Foundationstart here

Depthgo deeper

What a verifier looks for

  • Modes and stability come from the eigenvalues.
  • Matrix exponentials are checked against simulation.
  • The midterm is marked against its solution, with the score stated.
  • Is the engineering right, not just the final number?

You'll sign in first, then come straight back here.

Inputs and outputs, the SVD, controllability and estimation

about 2 weeks (about 10 hrs/week)

Watch EE263 lectures 14–20. Then solve the EE263 homework exercises for lectures 14–20, then one final. Self-check: Stanford EE263 midterms and finals with solutions (2006, 2007). Free tools only.

Proof required

Link the public repo with the EE263 homework exercises for lectures 14–20, then one final written up (a typeset PDF, LaTeX source or notebook), and show the self-check: which answers matched and how you fixed the ones that did not.

What gets checked

  • SVD answers name what each singular vector means.
  • Controllability and observability are tested, not assumed.
  • The final is marked against its solution, with the score stated.

Common mistakes

  • Answers copied from a solution with no working.
  • Missing units, or a sign or factor-of-2π slip left unexplained.

Powstik Guide

A public write-up of the EE263 homework exercises for lectures 14–20, then one final, with the self-check shown.

Steps

  1. Study the linked course material.
  2. Solve the problems on your own first.
  3. Check them against the self-check and rework the misses.
  4. Typeset the write-up (LaTeX or a notebook) in a public repo.
  5. Ask someone who knows the subject to check it.

Template

README
ECE 12: Linear Dynamical Systems, unit 3: Inputs and outputs, the SVD, controllability and estimation
Problems:
Self-check result (matched / reworked):
What I got wrong first and why:

What gets sent back

  • No working shown.
  • The self-check result is missing.

Resources

Foundationstart here

Depthgo deeper

What a verifier looks for

  • SVD answers name what each singular vector means.
  • Controllability and observability are tested, not assumed.
  • The final is marked against its solution, with the score stated.
  • Is the engineering right, not just the final number?

You'll sign in first, then come straight back here.

Estimate a moving object's state from noisy data

about 2 weeks (about 10 hrs/week)

Make a least-squares state estimator for a moving object, run on data you recorded (for example a phone video of a toy car rolling past a tape measure). Read noisy positions from the video frames, by hand or with free tracking code. Write a constant-velocity or constant-acceleration model, and estimate position and velocity by least squares (or a Kalman filter). Compare the estimate with the tape-measure distance and stopwatch time in a predicted-vs-measured table.

Proof required

Link the public repo with the notebook, your recordings (or links to them) and the predicted-vs-measured table, and a README that says how to rerun it and what limits the result.

What gets checked

  • The recording is in the repo and the notebook runs from it.
  • The model's matrices are written out and justified.
  • The estimate is compared with the tape-measure reading, and the error is explained.

Common mistakes

  • A result that nobody else can rerun from the repo.
  • A table with no explanation of the gaps.

Powstik Guide

A least-squares state estimator for a moving object, run on data you recorded (for example a phone video of a toy car rolling past a tape measure), in a public repo.

Steps

  1. Write down what you expect before you start.
  2. Read noisy positions from the video frames, by hand or with free tracking code. Write a constant-velocity or constant-acceleration model, and estimate position and velocity by least squares (or a Kalman filter). Compare the estimate with the tape-measure distance and stopwatch time in a predicted-vs-measured table.
  3. Fill the predicted-vs-measured table.
  4. Explain every gap with a cause someone can check.
  5. Write the README and ask someone who knows the subject to rerun it.

Template

README
ECE 12: Linear Dynamical Systems — Estimate a moving object's state from noisy data
What I expected:
How to rerun it:
Predicted vs measured:
Why they differ:

What gets sent back

  • It does not run from the repo.
  • No predicted-vs-measured table.

Resources

Foundationstart here

What a verifier looks for

  • The recording is in the repo and the notebook runs from it.
  • The model's matrices are written out and justified.
  • The estimate is compared with the tape-measure reading, and the error is explained.
  • Rerun it from the repo: does it run, and do the numbers match the table?

You'll sign in first, then come straight back here.