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
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...
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 ?
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
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...
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...
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
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...
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...
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...