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You can find the video lectures on YouTube.
Videos:
- Week 1:
- Solution of scalar linear autonomous ODEs (DS4DS 1.01)
- Solution of vectorial linear autonomous ODEs (DS4DS 1.02)
- Matrix exponential solution via diagonalization (DS4DS 1.03)
- Spring-mass-damper as an autonomous state-space system example (DS4DS 1.04)
- State stability of autonomous state-space systems (DS4DS 1.05)
- Nonlinear ODEs (1.06)
- Week 2:
- Numerical solutions of ODEs 1 (DS4DS 1.07)
- Numerical solutions of ODEs 2 (DS4DS 1.08)
- Numerical solutions of ODEs 3 (DS4DS 1.09)
- State-space models with inputs (DS4DS 1.10)
- Exact solution of linear state-space models (DS4DS 1.11)
- Observability 1 (DS4DS 1.12)
- Observability 2 (DS4DS 1.13)
- Observability 3 (DS4DS 1.14)
- Discrete dynamical systems (DS4DS 1.15)
- Week 3:
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Week 4:
- Linear model identification: intro part 1/2 (DS4DS 2.01)
- Linear model identification: intro part 1/2 (DS4DS 2.02)
- Linear least squares solution (DS4DS 2.03)
- Ordinary least squares: static example (DS4DS 2.04)
- Ordinary least squares: bias (DS4DS 2.05)
- Ordinary least squares: covariance (DS4DS 2.06)
- Ordinary least squares: consistency (DS4DS 2.07)
-
Week 5:
- Multicollinearity (DS4DS 2.08)
- Ridge regression (DS4DS 2.09)
- Weighted least squares: motivation & solution (DS4DS 2.10)
- Weighted least squares: example (DS4DS 2.11)
- Recursive least squares: derivation part 1/2 (DS4DS 2.12)
- Recursive least squares: derivation part 2/2 (DS4DS 2.13)
- Recursive least squares: exponential forgetting (DS4DS 2.14)
- Recursive least squares: example (DS4DS 2.15)
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Week 6:
- Ordinary Least Squares for Dynamical Systems: Introduction (DS4DS 2.16)
- Ordinary Least Squares for Dynamical Systems: Example (DS4DS 2.17)
- Ordinary Least Squares for Dynamical Systems: Limitations (DS4DS 2.18)
- Singular Value Decomposition: Motivation (DS4DS 2.19)
- Singular Value Decomposition: Interpretation (DS4DS 2.20)
- Eigendecomposition of continuous and discrete-time dynamical systems (DS4DS 2.21)
- Dynamic Mode Decomposition: Concept (DS4DS 2.22)
- Dynamic Mode Decomposition: Efficient computation (DS4DS 2.23)