The explosion of applications of linear dynamical systems over the past several decades makes the study of it both exciting and fundamental. Linear differential equations are now used in communications, economics and finance, mechanical and civil engineering, and many other fields.

This course offers an introduction to linear dynamical systems, with applications to circuits, signal processing, communications, and control systems. The course will begin with a review of linear algebra, provide an overview of autonomous linear dynamic systems, and then explore systems with inputs and outputs as well as basic quadratic control and estimation.