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    Correlation functions

    In the case of autocorrelation functions - have a look at any material you can on Gauss-markov processes - a book with a little bit on them is "Introduction to Random Signals and Applied Kalman Filtering" by Brown & Hwang
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    How can I teach myself more advanced math?

    I would start by grabbing a college calculus book and linear algebra book. Calculus by Stewart is a good start for calculus Linear Algebra by David C. Lay is a good start for Linear Algebra If you can understand these books then you can start to move onto more advanced topics like Real...
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    Help with understanding kalman filter

    I certainly agree with DH - that Kalman filters are far too complex for someone who has not taken a calculus course. Out of interest though - whats the real analysis needed for Kalman filters ?
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    Moment generating function

    I think that will only be true if your moment generating function is an exponential - in which case you are just doing a Taylor expansion. This is true for a Wiener process - but I don't think the relation you have holds in general. Regards, Thrillhouse86
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    Laplacian of 1/r is zero at orign

    Hey All, In my vector calculus class my lecturer was showing that the laplacian of 1/r is zero. He further said that since 1/r and its derivatives are not defined at the origin we state that the Laplacian of 1/r is zero for all values of r not equal to zero. He then says that this caveat is...
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    Greens Theorem for negatively orientated curve

    Hey All, in vector calculus we learned that greens theorem can be used to solve path integrals which have positive orientation. Can you use greens theorem if you have negative orientation by 'pretending' your path has positive orientated and then just negating your answer ? Regards...
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    Feedback changes topology

    Hi All, In my control systems lectures my professor talks about feedback changing the 'topology' of the system. Is he just talking about the structure of the block diagram changing, or is there some link to the topology which mathematicians refer to Regards, Thrillhouse86
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    Where will engineers use vector spaces ?

    Hey All, I am tutoring a mixed class of (mostly) engineers and physicists and I am trying to get across how important the concept of a vector space is - that its not just some abstract problem that only pure mathematicians need to worry about. Its easy to highlight the need for linear...
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    Subject with the hairiest calculations?

    Any Asymptotic approximation solutions - especially boundary layer theory problems
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    Wanting to Learn Lie Algebras

    Hey listen smart arse - firstly thanks for not answering my question, but just insulting me. Secondly I never said I didn't want to deal with maths - I said I didn't want to have to deal with pure maths. You should know that the level of mathematical rigour required by physicists and engineers...
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    Wanting to Learn Lie Algebras

    Hey All, I want to start learning about Lie Algebras and I was wondering if anyone can recommend any good textbooks. I am an engineer, so I don't really care for a pure maths 'prove this' 'prove that' approach. Also - does anyone have any two cents on 'Manifolds, Tensor Analysis, And...
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