Math Background

Note

This chapter is planned. This page lists what it will cover and the simulations that already exist for it.

The math that the chapters use, in one place, so each chapter can refer to it.

Sections

• Linear algebra: vectors, matrices, the inverse and the transpose

• Linearization with the Taylor expansion, and Jacobians

• Discretization of continuous-time models

• Probability: random variables, the Gaussian distribution, covariance, Bayes’ rule

• Optimization: cost functions, gradients and constraints