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.