ELEC60021 Mathematics for Signals and SystemsLecturer(s): Prof PierLuigi Dragotti Aims
The aim of this course is to present a comprehensive introduction to advanced topics in Linear Algebra as needed in the more advanced literature on Signals, Signal Processing, Systems and Control. The emphasis is on fundamental notions related to vector spaces, inner product spaces, normed spaces, matrix algebras and computations with matrices.
Learning Outcomes
The students should gain familiarity with some mathematical concepts and methods that are routinely used in physics, engineering, probability and statistics, and economics: linear transformations, approximations, matrix decompositions, eigenvalues and eigenvectors, matrix computations.
Syllabus
Vector spaces (subspaces, linear independence and dimension, linear transformations); Inner product spaces (orthogonality, projections, GramSchmidt procedure); Computations with matrices and solution of system of equations (leastsquares, minimum norm solutions, pseudoinverse); Singular Value Decomposition; Total least squares problems
Exam Duration: 3:00hrs Coursework contribution: 0% Term: Autumn Closed or Open Book (end of year exam): Closed Coursework Requirement: To be announced Oral Exam Required (as final assessment): N/A Prerequisite module(s): None required Course Homepage: https://bb.imperial.ac.uk Book List: Please see Module Reading list
