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Math 413 - Modern Applied Mathematics I - Fall 2007 Dr. Stephen H Saperstone
Office: Science and Technology I, Room 247
Phone: 993-1486
e-mail: sap@gmu.edu
DATE |
TIME | ANNOUNCEMENTS |
11.18 |
08:24 |
HW 7 posted |
12.04 |
21:00 |
HW 8 Posted |
| Assignment | Due Date | Exercises | Solutions | |||
|---|---|---|---|---|---|---|
1 |
09.05 |
Strang, Section 1.2: 1, 4, 7, 8, 9, 11 | ||||
| Prove that if A is symmetric, then A = LDLT | ||||||
2 |
09.12 |
Strang, Section 1.3: 1, 3, 8, 15 | ||||
| Strang, Section 1.4: 2, 4, 7, 9 | ||||||
3 |
09.26 |
Strang, Section 1.6: 2, 3, 9, 24, 25, 29, 34 | ||||
4 |
10.15 |
Strang, Section 2.1: 3, 4, 9 | ||||
| Strang, Section 2.2: 1, 2, 3(b), 5, 7, 15 | ||||||
5 |
10.24 |
Strang, Section 2.4: 2, 3, 8, 15 | ||||
6 |
11.14 |
SVD & pseudo-inverse | ||||
7 |
11.28 |
KF estimates | ||||
8 |
Never |
Strang, Section 3.1: 1, 2, 4, 6, 15, 16 | ||||
Current Exams & Solutions
Koofers Links
Matlab Links
Introduction to SVD
Image compression via SVD - Example
Kalman Filters (History) - Sorenson
Kalman Filters - Maybeck
Kalman Filters - Welch & Bishop
Kalman Filter Equations - Saperstone