This is the one that made me get it in the end.
That being said, a lot of these lectures can be summarized in a few sentences if you already have a strong foundation in linear algebra. For example, the fact that complex exponentials form an orthonormal basis for periodic functions is the content of the first handful of lectures, and deriving the Fourier transform is only slightly messier to explain in terms of linear algebra (this is not because of the linear algebra but because Fourier transforms are inherently a little messy).
Can anyone recommend a more limited course or tutorial focussing on that, or should I try and extract particular lectures from this course?
Really great book in any case.
He also has a couple of courses on convex optimization that cover the theory behind a lot of machine learning.