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ELEC60021 Mathematics for Signals and Systems


Lecturer(s): Prof Pier-Luigi 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, Gram-Schmidt procedure); Computations with matrices and solution of system of equations (least-squares, minimum norm solutions, pseudoinverse); Singular Value Decomposition; Total least squares problems


Assessment
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