2019-03-14

Yet Another Kalman Filter Writeup
2018-07-01

H-infinity Optimal Control via Dynamic Games
2018-01-21

The Gradient of Optimal Control Problem
2018-01-12

Path Integral Stochastic Optimal Control
2018-01-08

Maximum Entropy Linear Quadratic Regulator
2017-12-10

Bennett's Inequality for Martingales
2017-12-09

The Discounted Infinite-Horizon LQR Problem
2017-11-12

A Special Case of Boolean Hypercontractivity
2017-11-04

Markov's Inequality for Matrices
2017-10-30

Fibonacci Numbers via Generating Functions
2017-10-16

Upper and Lower Tails of Gaussian Maxima
2017-09-16

Cauchy's Estimate for Derivatives
2017-09-02

RKHS Defined on Subspaces
2017-04-01

No Gain Margins for LQG
2017-03-31

Gain Margins for LQR
2017-03-26

Reachability and Controllability
2017-01-22

Hankel versus H-infinity norm
2016-12-29

H-infinity state feedback synthesis
2016-12-26

Dissipative systems and gradient flow
2016-08-20

Deriving the dual of the LASSO program
2016-06-03

Deriving the dual program in SDCA
2016-06-03

A useful matrix inverse equality
2016-05-26

Best diagonal approximation to a PSD matrix
2016-05-09

Key ideas in basic functional analysis
2016-04-29

Basel problem via Fourier analysis
2016-04-14

Complex differentiation is quite complex
2016-02-28

List of PhD reflections
2015-12-17

Robust regression
2014-10-01

Subdifferential of a norm
2014-08-05

The Dirichlet distribution as a conjugate prior for multinomial/categorical likelihood models
2014-02-20

Binary minimax hypothesis testing