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31.1: Linear Dynamical Systems

Last updated

Sep 17, 2022
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- 31.0: Introduction
- 31.2: Markov Models

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A linear dynamical system is a simple model of how a system changes with time. These systems can be represented by the following “dynamics” or “update equation”:

$x_{(t+1)} = A_tx_t \nonumber$

Where $t$ is an integer representing th progress of time and $A_t$ are an $n \times n$ matrix called the dynamics matrices. Often the above matrix does not change with $t$ . In this case the system is called “time-invariant”.

We have seen a few “time-invarient” examples in class.

Do This

Review Chapter 9 in the Boyd and Vandenberghe text and become familiar with the contents and the basic terminology.

Do This

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