Desmos is a very good graphing tool.
Wednesday, 17 July 2019
Tuesday, 9 July 2019
What is LQE? Why is LQE called LQE?
Linear quadratic estimation (LQE) is better known by its adopted "trade name", the Kalman filter (widely used in GNC i.e. guidance, navigation and control, applications).
Kalman was fundamental in establishing the so-called "state space representation of dynamical systems".
Due to the scepticism against Kalman's ideas on filtering, he was forced to initially publish his results in the field of mechanical engineering.
His ideas were subsequently applied in space navigation for the Apollo program of the 1960s.
Extensions of Kalman's ideas to nonlinear systems have led to the development of the Extended Kalman Filter and so-called "unscented" Kalman filter (UKF).
Kalman was fundamental in establishing the so-called "state space representation of dynamical systems".
Due to the scepticism against Kalman's ideas on filtering, he was forced to initially publish his results in the field of mechanical engineering.
His ideas were subsequently applied in space navigation for the Apollo program of the 1960s.
Extensions of Kalman's ideas to nonlinear systems have led to the development of the Extended Kalman Filter and so-called "unscented" Kalman filter (UKF).
Labels:
control theory,
dynamical systems,
GNC,
kalman,
UKF
Monday, 3 June 2019
What are Vine Copulas an Extension Of?
An interesting topic in data science is vine copulas. They are an extension of the Gaussian Copula.
Don't know what a copula is? No Problem.
A copula is simply a multivariate cumulative probability distribution with some special probabilistic properties.
Vine copulas have been used in portfolio optimization problems to model tail risk.
Don't know what a copula is? No Problem.
A copula is simply a multivariate cumulative probability distribution with some special probabilistic properties.
Vine copulas have been used in portfolio optimization problems to model tail risk.
Quantum Science Studies for Pythonistas
A high level introduction to quantum science can be found here.
Monday, 1 April 2019
What is a z-score?
A z-score is the number of standard deviations from a mean data point. "x minus mu over sigma" is the typical formula for a z-score.
Thursday, 21 March 2019
Sunday, 17 March 2019
Pi calculated to 31 trillion digits
A Google employee from Japan has calculated pi to 31 trillion digits. The calculation took 25 virtual machines 121 days to complete. The value pi appears all over mathematics, from the area of a circle to the evaluation of the Riemann zeta function.
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