tags : Math, Statistics, Calculus

This differs from General Programming / Software Engineering in a sense of what prof. hillelwayne expresses here: Are We Really Engineers?

Following are some topics that are not something I come acrosss as a gene swe but are more popular in other domains of engineering.

Kalman Filters

  • Kalman Filter Tutorial | Hacker News
    • To truly understand the Kalman Filter, you need to study Least Squares (aka linear regression), then recursive Least Squares, then the Information Filter (which is a different formulation of the KF). Then you’ll realize the KF is just recursive Least Squares reformulated in a way to prioritize efficiency in the update step.
  • Kalman Filter Tutorial