This is a compilation of my materials in English and associated videos. You have many more in Spanish but, well, as there are many more choices in English (competition is fierce), I started recording videos in English quite late compared to Spanish. Sorry for the lack of content and disconnection between videos on the same topic, compared to the Spanish version.
Antonio Sala
Departamento de Ingeniería de Sistemas y Automática
Universitat Politècnica de València
These materials deal with content which is already “settled” in the scientific community, many of them already “classic”, developed twenty or more years ago. Most of the ideas and algorithms are thus well known to those skilled in these topics, and thus no ”research” originality is claimed thereon.
The only “originality” is in the “didactic” arena: the selection criteria and prioritization of the concepts, the organization of the materials and the way of presenting them in the transparencies and examples provided here. Therefore, this document or those linked to it should not be cited in a “research” context as an authoritative source for engineering recommendations or mathematical results/demonstrations, as they are not original/seminal. Expository considerations, thinking of the target audience (undergraduate/master students), intentionally make simplifications, variations, or assertions not entirely justified.
To avoid distracting the reader’s attention, the profusion of citations that is common in research texts has been avoided. However, it is explicitly stated here that there are abundant monographs that develop (in many cases, with much more depth and formalism) practically all of the concepts discussed here. Once familiar with the basic ideas, the student who wants more detail of the ideas in this text should consult his professor or TFM/Thesis supervisor, so that he can be referred to the corresponding authoritative references or seminal contributions.
Regarding material under my authorship, all rights of use, copy, and intellectual property of the materials in this document and the audiovisual materials/PDF/linked code from it are reserved, both with respect to their verbatim usage or as a basis for derivative works. Nevertheless, use for personal study, by students and professors of public universities in official degrees, and the recommendation by their professors of this document is excepted from this reservation and expressly authorized. In another context (paid courses, academies, publications, commercial websites, …), do contact me if you intend to get money or merit from these or derivative works and let me in.
[1: derivsmlEN] Jacobians,
Partial
and
Total
derivatives:
Matlab
example
***
15:17
*Enlace a Spanish version
[2: maprEN] Projection
Matrices:
quick
introduction
***
15:13
*Enlace a Spanish version
[3: ellip1EN] Ellipsoids,
positive
definite
matrices
(1):
basic
definitions
and
motivation
**
16:29
*Enlace a Spanish version
[4: ellip2EN] Ellipsoids
(2):
geometric
interpretation
of
diagonalization,
alternate
representations
of
ellipsoids
**
14:59
*Enlace a Spanish version
[5: ellip3EN] Ellipsoids
(3):
3D
examples,
degenerate
cases,
hyperboloids
**
08:28
*Enlace a Spanish version
[6: ellip4EN] Ellipsoids
(4):
equivalence
of
representations
****
14:25
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[7: ellip5EN] Ellipsoids
(5):
inclusion,
inscribed/circunscribed
sphere
****
18:03
*Enlace a Spanish version
[8: ellip6EN] Ellipsoids
(6):
cuts/transformations/projections
***
09:51
*Enlace a Spanish version
[9: ellip7EN] Ellipsoids
(7):
relationship
with
singular
value
decomposition
(SVD)
****
09:41
[10: modelsintroEN] Mathematical
and
computational
(digital
twin)
models
of
physical
systems:
motivation,
practical
use
**
15:57
*Enlace a Spanish version
[11: pinionmEN] Pinion-rack
dynamical
model:
Newton
equations,
equivalent
mass/moment
of
inertia,
reaction
force
**
15:31
*Enlace a Spanish version
[12: pinionELEN] Pinion-rack
dynamical
model:
Euler-Lagrange
equations
with
kinematic
constraints
****
17:13
[13: tiovELEN] 2DoF
dynamics
of
a
carousel
(rotational
pendulum):
Euler-Lagrange
equations
****
19:50
[14: tiovEL2EN] 2DoF
dynamics
of
a
carousel
via
Euler-Lagrange
equations:
particular
cases
***
13:15
[15: linmiso1EN] Linearization
of
function
of
2
variables:
Matlab
example
(symbolic
toolbox),
Taylor
series
revision
**
16:57
*Enlace a Spanish version
[16: linmiso2EN] Linearization
of
function
of
2
variables,
Matlab:
linearization
error
analysis,
Hessian
eigenvalues
***
09:04
*Enlace a Spanish version
[17: tiovELsimEN] 2DoF
dynamics
of
a
carousel:
simulation
and
animation
***
12:43
[18: bcode45EN] Simulation
with
ode45
of
a
closed-loop
system
(Matlab):
inverted
pendulum
with
PD
controller
***
18:14
*Enlace a Spanish version
[19: ode45vs15sEN] Numerical
integration:
comparison
ode45
versus
ode15s
in
stiff/
non-stiff
ODEs
(Matlab
example)
**
10:46
*Enlace a Spanish version
[20: aproxretEN] Transport
Delay
Approximation:
simulation
and
comparison
of
options
(PDE,
Padé,
finite
element)
***
17:38
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[21: nbdsimcEN] N-body
simulation
of
gravitational
interaction:
Matlab
code/animation
ode113
***
16:42
*Enlace a Spanish version
[22: nbdsim1EN] N-body
simulation
of
gravitational
interaction
examples:
ellipses,
chaos,
escape
velocity
**
16:15
[23: interactankEN]
Interactive
simulation
of
a
liquid
tank:
Matlab
class,
source
code
detail
****
14:56
*Enlace a Spanish version
[24: masmusym1EN] Solving
ordinary
differential
equations
(ODE)
with
Matlab
(dsolve):
mass-spring
free
response
**
10:16
*Enlace a Spanish version
[25: masmusym2EN] Solving
ordinary
differential
equations
(ODE)
with
Matlab
(dsolve):
mass-spring
state-space
form
**
10:08
*Enlace a Spanish version
[26: masmuAnimEN]
Animating
the
time
response
of
a
mass-spring
system:
Matlab
animation
code
and
effect
of
damping
***
12:35
*Enlace a Spanish version
[27: masmusymForzEN] Solving
ordinary
differential
equations
(ODE)
with
Matlab
(dsolve):
mass-spring
forced
response
*** 13:41
*Enlace a Spanish version
[28: linregla3EN] Intuition
on
linear
dynamics:
open
loop
control
by
sequence
of
steps
(1st-order
plant)
*
13:13
*Enlace a Spanish version
[29: linregla3ord2EN]
Intuition
on
linear
dynamics:
open
loop
control
sequence
of
steps,
2nd
order
plant
doesn’t
work
well
***
10:12
*Enlace a Spanish version
[30: RCRmodEN] Modelling
series
RC
circuit
with
leakage
resistance:
state
space
+
Laplace
domain
(Symbolic
toolbox)
**
08:52
[31: sinpulLEN] Laplace
transform
of
a
sinusoidal
pulse
(semiperiod)
**
11:56
*Enlace a Spanish version
[32: sinpulRCREN] Time
response
of
RCR
circuit
to
single
sinusoidal
pulse
(1:
Laplace,
superposition)
**
11:49
*Enlace a Spanish version
[33: sinpulRCR2EN]
Time
response
of
RCR
circuit
to
single
sinusoidal
pulse
(2:
piecewise)
***
10:59
*Enlace a Spanish version
[34: trenpulRCREN]
Time
response
of
RCR
circuit
to
a
sinusoidal
pulse
train
****
16:44
*Enlace a Spanish version
[35: hvacop1EN] Operating
point
optimization:
an
air-conditioning
(idealised)
case
study
***
22:40
*Enlace a Spanish version
[36: hvacop2EN] Optimal
selection
of
operating
point
and
controlled
variables:
air-conditioning
thought
experiment
****
17:14
*Enlace a Spanish version
In ellaboration.
[37: termrdmapEN] Tubular
heater
case
study:
ROADMAP
*
06:51
[38: term1eEN] Modelling
the
dynamics
of
a
heating
tank
(1st
order,
perfect
mixing,
incompressible
flow)
***
12:52
*Enlace a Spanish version
[39: termedpEN] Partial
Differential
Equation
(PDE)
modelling
of
a
one-dimensional
tubular
heater
for
liquid
fluids
****
16:16
*Enlace a Spanish version
[40: termedpsolEN]
Partial
Differential
Equations
tubular
heat
exchanger:
PDE
solution
via
Laplace
transform
(transfer
function)
*****
19:57
*Enlace a Spanish version
[41: term1expEN] Transient
modelling
of
tubular
heat
exchanger:
1st
order,
exponential
temperature
profile
assumption
****
22:42
*Enlace a Spanish version
[42: termedpstepEN]
Step
response
(inlet
temp,
heating
power)
of
the
PDE
solution
of
a
tubular
heater
transient
dynamics
***
12:47
*Enlace a Spanish version
[43: term1evsedpEN]
Tubular
heat
exchanger:
Comparison
between
exact
EDP
solution
and
1st,
3rd
order
approximations
****
17:56
*Enlace a Spanish version
[44: tubulFE1EN] Tubular
heater/exchanger:
finite
element
modelling
(1)
*****
15:06
*Enlace a Spanish version
[45: tubulFEsim1EN]
Tubular
heater/exchanger,
finite
elements:
numerical
simulation
(1)
****
13:59
*Enlace a Spanish version
[46: tubulFEsim2EN]
Tubular
heater/exchanger,
finite
elements:
numerical
simulation
(2)
****
12:25
*Enlace a Spanish version
[47: tubulconcEN] Tubular
heater/exchanger
case
study:
recap
and
guidelines
on
model
complexity
choice
***
16:31
*Enlace a Spanish version
[48: moll3modEN] First-principle
modelling
of
a
3
mass,
4
spring
mechanical
system
(state-space
internal
representation)
**
10:00
*Enlace a Spanish version
[49: moll3mod2EN] First-principle
modelling
of
a
3
mass,
4
spring
mechanical
system:
recap
and
normalised
matrix
form
**
14:00
*Enlace a Spanish version
[50: moll3sim1EN] First-principle
model
of
a
3
mass,
4
spring
mechanical
system:
ode45
vs
lsim
simulation
**
12:54
*Enlace a Spanish version
[51: moll3aniEN] 3
mass,
4
spring
mechanical
system:
animation
of
free
and
forced
response
examples
**
12:58
*Enlace a Spanish version
[52: moll3freeEN] 3
mass,
4
spring
mechanical
system:
modal
analysis
of
free
response
oscillations
***
15:10
*Enlace a Spanish version
[53: intrid1EN] Dynamics
of
planar
movement
in
intrinsic
(Tangent,
Normal)
coordinates
(2
DoF
point
mass)
**
16:40
*Enlace a Spanish version
[54: fugoid1EN] Longitudinal
phugoid
mode
dynamics
of
an
aircraft/glider
(simplified
2nd
order
ODE)
***
16:13
*Enlace a Spanish version
[55: fugsimEN] Aircraft
phugoid
mode
(simplified
equations):
discussion
on
simulation/animation
examples
***
12:38
*Enlace a Spanish version
[56: fugeqlinEN] Phugoid
aircraft
dynamics:
equilibrium,
linearization,
stability
(simplified
2nd
order
equations)
***
17:59
*Enlace a Spanish version
[57: fugsimcodEN] Aircraft
phugoid
glide
(simplified
equations):
ode45
simulation
and
animation
code
(Matlab)
***
12:53
*Enlace a Spanish version
In preparation, I’m recording/editing a subset of the videos I have in my Spanish channel.
[58: dintpid1motEN] Double-integrator
and
its
control
(1):
motivation
**
17:54
[59: dintpid2tunEN]
Double
integrator
and
its
control:
trial
and
error
controller
tuning
[1:
PD]
***
18:37
[60: dintpid2tunBEN] Double
integrator
and
its
control:
trial
and
error
PID
tuning
[2,
PID;
3.,
advanced
tweaks]
*** 11:25
[61: dintteostEN] Double
integrator,
PD
control:
stability
***
20:59
[62: dintteoerrEN] Double
integrator,
PD
control:
position
and
velocity
errors
(setpoint
tracking
and
disturbance
rejection)
***
13:51
[63: dintPDplaceEN]
double-integrator
PD
design
via
pole
placement
***
23:38
[64: dintPIDplaceEN] double-integrator
PID
design
via
pole
placement
*** 21:49
[65: sacerf1EN] Controlled/manipulated
variable
selection:
setpoint
tracking,
SVD,
Matlab
example
(1)
***
14:43
*Enlace a Spanish version
[66: sacerf2EN] Controlled/manipulated
variable
selection:
setpoint
tracking,
full
SVD,
reachable
ellipsoid,
Matlab
(2)
****
14:09
*Enlace a Spanish version
[67: sacerf3EN] Controlled/manipulated
variable
selection:
setpoint
tracking,
polyhedra
(linprog)
Matlab
example
(3)
****
18:40
*Enlace a Spanish version
[68: sacerf4EN] Controlled/manipulated
variable
selection:
total
disturbance
rejection
Matlab
example
(4)
****
17:55
*Enlace a Spanish version
[69: sacerf5EN] Controlled/manipulated
variable
selection:
partial
disturbance
rejection,
polyhedra
quadprog
(5)
****
13:46
*Enlace a Spanish version
[70: sacerf6EN] Controlled/manipulated
variable
selection:
partial
disturbance
rejection,
SVD
(6)
****
16:51
*Enlace a Spanish version
[71: sacerf7EN] Controlled/manipulated
variable
selection:
transient
analysis,
sigma
plot
(7)
***
14:55
*Enlace a Spanish version
[72: dosact1EN] Control
with
excess
actuators
(1):
load
balancing,
split
range,
override
***
18:58
*Enlace a Spanish version
[73: dosact2EN] Control
with
excess
actuators
(2):
cascade
extra
actuator,
gradual,
double
cascade
****
19:40
*Enlace a Spanish version
[74: dsvdintu1EN] SVD
decoupling
and
principal
maneuvers
in
process
control
(1):
theory
outline
***
17:40
*Enlace a Spanish version
[75: dsvdintu2EN] SVD
decoupling
case
study
(2):
one
controlled
variable,
two
manipulated
variables
***
17:09
*Enlace a Spanish version
[76: estrx2aEN] Two
tank
mixing
+
heating
system
(1):
basic
multiloop
control,
case
study
***
12:45
*Enlace a Spanish version
[77: estrx2bEN] Two
tank
mixing
+
heating
system
(2):
advanced
cascade
feedforward
ratio
control
case
study
****
21:45
*Enlace a Spanish version
[78: mzrgaEN] static
mixing
+
flow
control:
multiloop
control
via
relative
gain
array
(RGA),
theory
***
12:02
*Enlace a Spanish version
[79: mzratdc1EN] static
mixing
+
flow
control:
ratio
control,
linearization
and
relation
to
mutiloop/decoupling
*****
14:13
*Enlace a Spanish version
[80: mzratdc2EN] static
mixing
+
flow
control:
decoupling
in
direct/inverted
form,
linear
and
nonlinear
*****
18:54
*Enlace a Spanish version
[81: imcQcteEN] IMC
control
of
a
fast
process:
constant
Q
***
09:21
*Enlace a Spanish version
[82: fblin1EN] Feedback
linearization
and
decoupling:
two-input
two-output
example
(hand-made,
no
Matlab)
****
14:36
*Enlace a Spanish version
[83: lmielout1EN] LMIs:
Ellipsoid
containing
other
ellipsoids/polyhedra,
Yalmip/Sedumi/Matlab
(1):
minimum
major
axis
****
18:43
[84: lmielout2EN] LMIs:
Ellipsoid
containing
other
ellipsoids/polyhedra,
Yalmip/Sedumi/Matlab
(2):
minimum
area
****
09:39
[85: lmielin1EN] LMI
demos:
largest
ellipse
inside
other
poliedra/ellipses
(1)
****
16:49
[86: lmielin2EN] LMI
demos:
largest
ellipse
inside
other
poliedra/ellipses
(2),
largest
area
(geomean)
*****
16:18
[87: distelliEN] Distance
between
ellipses:
semidefinite
programming
(SDP/LMI,
linear
matrix
inequalities)
****
10:59
[88: elinncEN] Maximum
volume
ellipsoid
inside
polyhedron
and
other
ellipsoids:
2D
example,
Matlab
(LMI/SDP)
*****
15:36
[89: lmisets1EN] LMI
sets
(SDP-representable
sets,
spectrahedra):
definition,
basic
properties
and
2D
examples
****
17:42
[90: lmisets2EN] Lifted
LMI
sets,
2D
examples
(Matlab,
YALMIP)
****
13:56
[91: lmisets3EN] LMI
sets
(3):
plotting
routine
and
applications
****
09:54
[92: lmisets4EN] LMI
sets
(4):
scaling,
perspective
cones,
set
interpolation,
convex
hull
*****
20:15
[93: prth1EN] Robust
performance:
small-gain
sufficient
condition
(h-infinity
norm
bound)
****
10:59
[94: stabmrgEN] Robust
stability
margins:
robstab,
wcgain,
robgain
example
2nd
order
system
with
uncertain
damping
****
12:56
*Enlace a Spanish version
[95: cerp1EN] Robust
performance
case
study
(Matlab)
1:
problem
statement
and
simulation-based
robustness
validation
***
15:32
*Enlace a Spanish version
[96: cerp2EN] Robust
performance
case
study
(Matlab)
2:
generalised
plant,
norm-based
performance
PID
certification
****
16:20
*Enlace a Spanish version
[97: cerp3EN] Robust
performance
case
study
(Matlab)
3:
scaled
small
gain
and
h-infinity
optimization
(approx. musyn)
*****
13:31
*Enlace a Spanish version
[98: cerp4muEN] Robust
performance
case
study
(Matlab)
4:
mu-synthesis
(building
uncertain
generalised
plants)
*****
11:27
*Enlace a Spanish version
[99: cerp5muEN] Robust
performance
case
study
(Matlab)
5:
mu-synthesis
order
reduction,
PID
tuning,
loop
simulations
****
16:15
*Enlace a Spanish version
[100: gapm1EN] Normalised
factorisation
uncertainty:
nu-gap
metric
and
its
geometric
interpretation
(simplified,
real,
SISO)
-1-
****
10:50
*Enlace a Spanish version
[101: gapm1bEN] Normalised
coprime
factorisation
uncertainty:
nu-gap
metric
and
its
geometric
interpretation
(simplified,
real,
SISO)
-2-
****
14:16
[102: gapm2EN] Normalised
factorisation
uncertainty:
nu-gap
metric
geometric
interpretation,
general
case
(no
proofs)
****
11:35
*Enlace a Spanish version
[103: obsmu1EN] LFT
modelling
of
a
system
with
uncertain
damping
for
force
estimation
****
13:26
*Enlace a Spanish version
[104: obsmu2EN] Force
estimation
in
an
uncertain
mechanical
system:
h2,
hinf,
musyn
Matlab
example
*****
19:55
*Enlace a Spanish version
[105: obsmu3EN] Force
estimation
in
uncertain
mechanical
system:
h2-hinf-musyn
performance
analysis,
frequency
domain
****
13:53
*Enlace a Spanish version
[106: obsmu4EN] Force
estimation
in
uncertain
mechanical
system:
h2-hinf-musyn
performance
analysis,
time
domain
*****
19:20
*Enlace a Spanish version
[107: elipm1EN] Manipulability
of
robotic
arm
(1):
modelling,
jacobian,
singular
value
decomposition
***
16:33
[108: elipm2EN] Manipulabilifty
ellipsoid
of
robot
arm
(2):
theory,
example,
polyhedron
approach
****
17:52
[109: elipm3EN] Manipulabilifty
ellipsoid
of
robot
(3):
further
examples
and
animations
***
12:23
[110: elipf1EN] Jacobian:
matrix
gear
ratio,
effect
on
force/torque
multiplication
****
20:22
[111: elipf2EN] Force
ellipsoid
in
a
robot
(1):
definition
and
basic
examples
***
11:53
[112: elipf3EN] Force
ellipsoid
in
a
robot
(2):
principal
maneuvers,
Jacobian
singular
value
decomposition
****
14:41
[113: elipf4EN] Duality
of
force/manipulability
ellipsoids
in
a
robot
(inverse
behaviour)
***
14:43
This case study will present a simple-to-understand ‘zookeeper’ task that will motivate and introduce a series of basic concepts in probability and statistics and end with a recursive Bayes filter (almost!, state transitions are not present).
[114: tiger1EN] Hidden
tiger
(1):
Conditional,
prior
and
joint
probability
tables;
problem
description
*
22:26
*Enlace a Spanish version
[115: tiger2EN] Hidden
tiger
(2):
from
joint
to
marginal
and
conditional;
direct/inverse
conditional
tables
*
20:34
*Enlace a Spanish version
[116: tiger3EN] Hidden
tiger
(3):
marginal,
conditional,
Bayes
rule,
graphical
interpretation
**
21:20
*Enlace a Spanish version
[117: tiger4EN] Hidden
tiger
(4):
conditional
and
Bayes
rule
for
TWO
roars
**
13:44
*Enlace a Spanish version
[118: tiger5EN] Hidden
tiger
(5):
Bayes
formula
for
any
number
of
roars
(non-recursive)
***
16:18
*Enlace a Spanish version
[119: tiger6brEN] Hidden
tiger
(6):
recursive
Bayes
formula
for
any
number
of
roars
(proof)
****
15:55
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[120: tiger7rbsEN] Hidden
tiger
(7):
recursive
Bayes
formula
(simulation,
Matlab)
***
17:40
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[121: cfrc1EN] 2D
Gaussian
distribution:
confidence
rectangles
and
ellipses
(Matlab
example)
**
18:51
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[122: cfrcwrongEN] 2D
Gaussian
distribution:
remark
on
confidence
rectangles
and
ellipses
with
correlated
variables
(Matlab
example)
***
08:29
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[123: condin1EN] Conditional
independence
(I):
definitions
and
basic
examples
***
18:42
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[124: condin2EN] Conditional
Independence
(II):
control-relevant
examples
(Markov
hypothesis),
Bayesian
Networks
***
15:27
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[125: vcinv1EN] Best
linear
prediction:
from
covariance
to
linear
model
with
additive
noise
and
vice-versa
(theory)
***
09:20
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[126: vcinv1bEN] Best
linear
prediction,
inverse
models
in
statistical
sense:
example
(I)
***
15:46
[127: vcinv2EN] Best
linear
prediction,
inverse
models
in
statistical
sense:
example
(II)
***
10:10
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[128: condnocoEN]
Conditional
Independence
(III):
conditionally
UNcorrelated
random
variables
(only
multivariate
normal
distribution)
****
17:13
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[129: pcaissvdEN] Comparing
PCA
(statistics
toolbox)
with
SVD
(built-in,
Matlab):
identical
results
**
03:59
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[130: tls51EN] Total
Least
Squares
with
5
variables:
Matlab
example
***
18:30
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[131: tls52EN] Total
Least
Squares
with
5
variables:
Matlab
example
2,
wrong
scaling
****
11:10
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Classification (problem statement)
[132: clasifintr1EN] Model
fitting
for
classification
(1):
problem
statement
(deterministic
version)
*
16:28
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[133: clasifintr2EN] Model
fitting
for
classification
(2):
probabilistic
version
of
problem
statement
**
15:41
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[134: clasifNoLSEN]
Model
fitting
for
classification
(3):
are
Least
Squares
a
sensible
choice?
***
16:51
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[135: estoc1EN] Stochastic
processes
(random
functions)
in
engineering:
motivation,
definitions,
examples
**
15:40
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[136: gpsambEN] Sampling
a
Gaussian
process
(realizations),
Matlab
example
***
13:57
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[137: gpsambpoEN]
Sampling
a
Gaussian
process
with
some
observations
(sampling
the
posterior),
Matlab
example
****
14:55
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[138: gpkh2EN] Karhunen-Loeve
(PCA)
components
of
a
Gaussian
Process:
Matlab
example
(1)
****
18:47
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[139: gpkh2pEN] Karhunen-Loeve
(PCA)
components
of
a
Gaussian
Process:
Matlab
example
(2),
animation
and
posterior
****
16:44
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[140: gpcholEN] Gaussian
process:
Cholesky
factor
of
covariance,
spectral
factor
(Matlab
example)
*****
19:34
[141: gpanticaEN]
Gaussian
process:
anticausal
and
bilateral
representations
(Matlab
example)
*****
13:48
[142: mimoGP1EN] (1/5)
Multi-Output
Gaussian
Processes:
Motivation
***
15:34
[143: mimogp2EN]
(2/5)
Multi-Output
Gaussian
Processes:
representation;
code
for
realizations
****
21:58
[144: mimogp3pcaEN] (3/5)
Multi-output
Gaussian
Processes:
principal
component
analysis,
Karhunen-Loeve
eigenfunctions
**** 09:46
[145: mimogp4predAEN] (4/5)
Multi-output
Gaussian
Processes:
joint
prediction
**** 17:42
[146: mimogp5predUEN] (5/5)
Multi-output
Gaussian
Processes:
latent
factor
estimation
**** 22:55
[147: gradgpEN] Mean
and
covariance
of
the
partial
derivatives
(gradient,
velocity)
of
a
stochastic
process
*****
17:54
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[148: gradgpstEN]
Derivatives
of
a
stochastic
process
via
Jacobian/Hessian
of
covariance:
stationary
case
*****
13:54
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[149: gpvel1EN] Gaussian
Processes:
covariance
between
position
and
speed
example
(1)
****
14:27
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[150: gpvel2EN] Gaussian
Processes:
covariance
between
position
and
speed
example
(2),
prediction
****
19:57
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[151: maternEN] Matérn
kernel
and
squared-exponential
one:
intuition
as
a
filter
with
repeated
real
poles
****
14:35
[152: maternr1EN] Matérn
kernel
regression
(1):
basic
setup,
1st
order
filter
example,
linear
interpolation
***
16:40
[153: maternr2EN]
Matérn
kernel
regression
(2):
2nd
3rd
and
fractional
order,
splines,
Gaussian
filter
examples
*****
17:25
[154: ekfteoEN] Extended
Kalman
filter
for
nonlinear
state
estimation
(theory)
****
17:28
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[155: vanloanEN] Van
Loan’s
expm
formula
for
variance
discretization
in
linear
stochastic
ODEs
****
15:58
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[156: BOmot1EN] Bayesian
Optimization
motivation
(1/4):
problem
statement
and
model
classes
**
15:40
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[157: BOmot2EN] Bayesian
Optimization
motivation
(2/4):
methodology
outline
***
11:20
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[158: BOmot3EN] Bayesian
Optimization
motivation
(3/4):
computation
of
posterior
and
decision
(acquisition)
on
next
sample
(outline)
****
10:49
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[159: BOmot4EN] Bayesian
Optimization
motivation
(4/4):
recommended
application
domains,
remarks
**
19:33
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[160: boloop1EN] Bayesian
Optimization
loop:
a
quick
example
of
the
methodology
***
12:29
[161: boinopEN] Bayesian
optimization:
implicit
information
about
the
optimum
in
a
Gaussian
process
***
18:53
[162: boPIEN] Bayesian
Optimization:
probability
of
improvement,
example
****
20:45
[163: boEIEN] Bayesian
Optimization:
expected
improvement,
example
(+LCB,PI,EV)
****
19:58
[164: boloop2EN] Bayesian
optimization:
PI,
EI,
LCB
detailed
example
(Matlab)
****
15:59
[165: boloop3EN] Bayesian
optimization:
bad
performance
examples
*****
17:17