lcs ch1
DESCRIPTION
LCSTRANSCRIPT
Mathematical ReviewMathematical Review
VectorsVectors
• Notation – lower case italicsNotation lower case italics• Linear dependence
lid• Euclidean norm• p‐norm• Euclidean norm properties
VectorsVectors
• Linearly dependenceLinearly dependence
0x y • If above holds for non‐zero alpha and beeta
y
then the vectors are dependant
VectorsVectors
• Euclidean normEuclidean norm
VectorsVectors
• P‐normP norm
• P>=1P> 1
Properties of Euclidean normProperties of Euclidean norm
Triangle inequalityg q y
Cauchy‐Schwarz
• If x is complex then its transpose is conjugate transpose
inequality
transpose
MatricesMatrices
MatrixMatrix
• NotationNotation– Upper case italic
• Multiplication• Multiplication– Properties
• Determinant– Properties
• Inverse of a matrix
Trace of a MatrixTrace of a Matrix
• Sum of diagonal entries of a square matrixSum of diagonal entries of a square matrix
Eigen values/vectors of a matrixEigen values/vectors of a matrix
• Real and distinct Eigen values• Real and repeated Eigen values• Complex Eigen valuesComplex Eigen values
Norm of a matrixNorm of a matrix
• Induced norm of n x m matrixInduced norm of n x m matrix
Spectral norm of a square matrixSpectral norm of a square matrix
• Induced by the Euclidean normInduced by the Euclidean norm
maxTA A A
Quadratic formQuadratic form
• Given a nx1 state vector and nxn matrix Q theGiven a nx1 state vector and nxn matrix Q, the product
TQTx Qx
is called quadratic form in x, where Q is real and symmetric
Significance: It is used to check stability for all type of systemsyp y
Definiteness of matricesDefiniteness of matrices
• Q is positive semi definite ifQ is positive semi definite if
Q i i i d fi i if i i i i i0Tx Qx
• Q is positive definite if it is positive semi definite and for x=00Tx Qx
Definiteness of matricesDefiniteness of matrices
Definiteness of matricesDefiniteness of matrices
Definiteness of matricesDefiniteness of matrices
Matrix calculusMatrix calculus
• Norms as function of timeNorms as function of time
• Differentiation & Integration
Matrix calculusMatrix calculus
• Product ruleProduct rule
• Fundamental theorem of calculus
ConvergenceConvergence