Late last night I published my first blog post in a series about controls and estimation. It's up at https://mzucker.github.io/2020/05/19/demystifying-discrete-time-linear-systems.html

This is in reference to the poll I put out last week, BTW https://twitter.com/matt_zucker/status/1260731562406088707 (note replies contains spoilers for future posts)

The post series starts out pretty introductory, but we'll end up delving into some pretty cool facets of controls and estimation theory. Outline:

1) discrete-time linear dynamical systems (this post)
2) controls & LQR
3) the affine state trick
4) Kalman filters & duality

Oh, and there's interactive simulations with live plots, too


Go check it out, and reply to this thread with questions/comments! /fin