GK Matrix Reduction
A variation of Gaussian reduction for algebras not closed under
division (e.g. polynomials).
On Computing Sines and Cosines
Tables and cubic interpolation.
Bessel Function Calculations
How to generate a Taylor series expansion about some x0 > 0.
Solving Integrals using Differential Equations
A class of integrals with no closed form solutions satisfy
differential equations.
Tri-diagonal Transition Matrix
Converting matrixes with complex eigenvalues to tri-diagonal form
so as to reduce the number of operations for state vector models.
Polynomial Roots
Simultaneous solution using vector Newton-Rhapson.
Eigenvalues and Eigenvectors
Steepest descent and orthogonalization.
Computing Gradient and Hessian from Objective Values
Nonlinear Optimization.
Kalman Smoothing
A tutorial.
Kalman Smoothing via Auxiliary Outputs
Alternate solutions.
Adjoint Gradients for System Identification
Nonlinear optimization.
Single Most Likely Replacement Detection
Echo detection.
Nahi's Balanced Realization
System Identification.