Archive

2024  2

February  2

Tensor product via universality

February 28, 2024 · 3 min · Pantelis Sopasakis

Making sense of tensors and tensor products

February 16, 2024 · 17 min · Pantelis Sopasakis

2023  19

August  4

Estimation Crash Course IV: Sufficient Statistics

August 31, 2023 · 4 min · Pantelis Sopasakis

Estimation Crash Course III: Cramér-Rao bound

August 29, 2023 · 4 min · Pantelis Sopasakis

Estimation Crash Course II: Fisher information

August 23, 2023 · 8 min · Pantelis Sopasakis

Estimation Crash Course I: Statistics and Estimators

August 20, 2023 · 6 min · Pantelis Sopasakis

June  2

Reading Vershynin’s HDP II: Subgaussianity

June 29, 2023 · 13 min · Pantelis Sopasakis

Reading Vershynin’s HDP I: Markov, Chernoff, Hoeffding

June 28, 2023 · 10 min · Pantelis Sopasakis

March  1

Projection on the epigraph of the squared Euclidean norm

March 1, 2023 · 1 min · Pantelis Sopasakis

February  10

Beyond the Kalman Filter II: Moving horizon estimation

February 27, 2023 · 7 min · Pantelis Sopasakis

Beyond the Kalman Filter I: Extended Kalman Filter

February 16, 2023 · 6 min · Pantelis Sopasakis

Projections on epigraphs

February 15, 2023 · 4 min · Pantelis Sopasakis

The Kalman Filter VIII: QR-based square root form

February 13, 2023 · 7 min · Pantelis Sopasakis

The Kalman Filter VII: Recursive maximum a posteriori

February 9, 2023 · 9 min · Pantelis Sopasakis

The Kalman Filter VI: Further examples

February 6, 2023 · 7 min · Pantelis Sopasakis

The Kalman Filter V: It’s BLUE!

February 4, 2023 · 7 min · Pantelis Sopasakis

The Kalman Filter IV: Application to position estimation

February 3, 2023 · 3 min · Pantelis Sopasakis

The Kalman Filter III: Measurement and time updates

February 2, 2023 · 7 min · Pantelis Sopasakis

The Kalman Filter II: Conditioning

February 1, 2023 · 3 min · Pantelis Sopasakis

January  2

The Kalman Filter I: The Gauss-Markov model

January 30, 2023 · 4 min · Pantelis Sopasakis

Self-publishing: Copyright page and more

January 2, 2023 · 4 min · Pantelis Sopasakis

2022  18

September  2

Dual of p-norm via the KKT theorem

September 17, 2022 · 3 min · Pantelis Sopasakis

Polynomial chaos expansions: Part I

September 6, 2022 · 9 min · Pantelis Sopasakis

August  12

From Separation Theorems to Farkas’ Lemma

August 30, 2022 · 4 min · Pantelis Sopasakis

From Hahn-Banach to Separating Theorems

August 23, 2022 · 21 min · Pantelis Sopasakis

Control Systems Book

August 19, 2022 · 3 min · Pantelis Sopasakis

Estimation theory lecture notes

August 19, 2022 · 1 min · Pantelis Sopasakis

Kalman Filter Video Lectures

August 19, 2022 · 1 min · Pantelis Sopasakis

LaTeX for KDP

August 19, 2022 · 1 min · Pantelis Sopasakis

Flipping a control systems class

August 18, 2022 · 1 min · Pantelis Sopasakis

Probability cookbook

August 18, 2022 · 1 min · Pantelis Sopasakis

Itô Integrals

August 16, 2022 · 4 min · Pantelis Sopasakis

Introduction to control systems

August 15, 2022 · 1 min · Pantelis Sopasakis

Importance of the Laplace transform

August 10, 2022 · 1 min · Pantelis Sopasakis

Differentiability of pointwise maximum

August 9, 2022 · 8 min · Pantelis Sopasakis

July  4

Normal and tangent cones

July 26, 2022 · 13 min · Pantelis Sopasakis

Rayleigh quotient

July 19, 2022 · 4 min · Pantelis Sopasakis

Support functions

July 12, 2022 · 9 min · Pantelis Sopasakis

Generalised directional derivatives

July 5, 2022 · 8 min · Pantelis Sopasakis