an the reason why I picked up my iPhone 45 minutes ago 🙄… I wanted to recommend “Applied Optimal Estimation” by the technical staff at The Analytic Sciences Corporation (pictured).
I read through the first two chapters today, which swiftly review #LinearAlgebra and #ProbabilityTheory , then #LinearDynamicSystems , building steadily towards #autocorrelation and #autoregression , finally topping off with two paragraphs of the fast Fourier transform #FFT
If that sounds like it’s a lot for 90 pages— it is! I really enjoy how concise and lucid the writing is. It’s a technical manual for applied scientists in the mid 1970s. It’s meant to be useful, understandable, and point to further studies if desired. In other words, by reading books like this, I try to rehearse the content at the same time I learn how to present technical information in an accessible manner
#fft #autoregression #autocorrelation #lineardynamicsystems #probabilitytheory #linearalgebra