Preface |
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xiii | |
Chapter 1 Vectors and Matrices |
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1 | (98) |
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1 | (31) |
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1.1.1 Geometry with Vector |
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1 | (1) |
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2 | (4) |
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6 | (3) |
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9 | (8) |
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17 | (1) |
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18 | (11) |
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1.1.7 Gram-Schmidt Orthonolization |
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29 | (3) |
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32 | (23) |
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32 | (1) |
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1.2.2 Rank and Row/Column Spaces |
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32 | (2) |
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1.2.3 Determinant and Trace |
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34 | (1) |
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1.2.4 Eigenvalues and Eigenvectors |
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35 | (4) |
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1.2.5 Inverse of a Matrix |
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39 | (3) |
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1.2.6 Similarity Transformation and Diagonalization |
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42 | (2) |
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44 | (3) |
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1.2.8 Positive Definiteness |
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47 | (1) |
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1.2.9 Matrix Inversion Lemma |
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48 | (1) |
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1.2.10 LU, Cholesky, QR, and Singular Value Decompositions |
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49 | (1) |
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1.2.11 Geometrical Meaning of Eigenvalues/Eigenvectors |
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50 | (5) |
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1.3 Systems of Linear Equations |
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55 | (14) |
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55 | (1) |
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1.3.2 Undetermined Case Minimum-Norm Solution |
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56 | (2) |
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1.3.3 Overdetermined Case Least-Squares Error Solution |
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58 | (3) |
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1.3.4 Gauss(ian) Elimination |
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61 | (4) |
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1.3.5 RLS (Recursive Least Squares) Algorithm |
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65 | (4) |
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69 | (30) |
Chapter 2 Vector Calculus |
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99 | (92) |
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99 | (5) |
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104 | (3) |
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2.3 Velocity and Acceleration |
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107 | (6) |
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113 | (14) |
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2.5 Line Integrals and Path Independence |
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127 | (7) |
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127 | (5) |
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132 | (2) |
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134 | (4) |
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138 | (4) |
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142 | (7) |
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149 | (6) |
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155 | (5) |
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160 | (9) |
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169 | (22) |
Chapter 3 Ordinary Differential Equations |
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191 | (86) |
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3.1 First-Order Differential Equations |
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192 | (21) |
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3.1.1 Separable Equations |
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192 | (3) |
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3.1.2 Exact Differential Equations and Integrating Factors |
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195 | (5) |
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3.1.3 Linear First-Order Differential Equations |
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200 | (4) |
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3.1.4 Nonlinear First-Order Differential Equations |
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204 | (1) |
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3.1.5 Systems of First-Order Differential Equations |
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205 | (8) |
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3.2 Higher-Order Differential Equations |
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213 | (20) |
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3.2.1 Undetermined Coefficients |
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213 | (9) |
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3.2.2 Variation of Parameters |
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222 | (3) |
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3.2.3 Cauchy-Euler Equations |
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225 | (4) |
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3.2.4 Systems of Linear Differential Equations |
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229 | (4) |
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3.3 Special Second-Order Linear ODES |
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233 | (15) |
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233 | (6) |
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3.3.2 Legendre's Equation |
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239 | (2) |
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3.3.3 Chebyshev's Equation |
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241 | (3) |
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244 | (2) |
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3.3.5 Laguerre's Equation |
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246 | (2) |
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3.4 Boundary Value Problems |
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248 | (9) |
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257 | (20) |
Chapter 4 The Laplace Transform |
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277 | (32) |
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4.1 Definition of the Laplace Transform |
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277 | (4) |
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4.1.1 Laplace Transform of the Unit Step Function |
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277 | (1) |
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4.1.2 Laplace Transform of the Unit Impulse Function |
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278 | (2) |
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4.1.3 Laplace Transform of the Ramp Function |
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280 | (1) |
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4.1.4 Laplace Transform of the Exponential Function |
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281 | (1) |
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4.1.5 Laplace Transform of the Complex Exponential Function |
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281 | (1) |
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4.2 Properties of the Laplace Transform |
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281 | (6) |
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281 | (1) |
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4.2.2 Time Differentiation |
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281 | (1) |
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282 | (1) |
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4.2.4 Time Shifting Real Translation |
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282 | (1) |
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4.2.5 Frequency Shifting Complex Translation |
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282 | (1) |
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282 | (1) |
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4.2.7 Partial Differentiation |
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283 | (1) |
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4.2.8 Complex Differentiation |
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283 | (1) |
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4.2.9 Initial Value Theorem (IVT) |
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284 | (1) |
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4.2.10 Final Value Theorem (FVT) |
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284 | (3) |
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4.3 The Inverse Laplace Transform |
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287 | (2) |
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4.4 Using the Laplace Transform |
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289 | (6) |
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4.5 Transfer Function of a Continuous-Time System |
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295 | (5) |
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300 | (9) |
Chapter 5 The Z-transform |
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309 | (28) |
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5.1 Definition of the Z-transform |
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309 | (5) |
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5.2 Properties of the Z-transform |
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314 | (4) |
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314 | (1) |
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5.2.2 Time Shifting - Real Translation |
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314 | (1) |
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5.2.3 Frequency Shifting Complex Translation |
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315 | (1) |
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315 | (1) |
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316 | (1) |
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5.2.6 Complex Convolution |
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316 | (1) |
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5.2.7 Complex Differentiation |
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317 | (1) |
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5.2.8 Partial Differentiation |
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317 | (1) |
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5.2.9 Initial Value Theorem |
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317 | (1) |
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5.2.10 Final Value Theorem |
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318 | (1) |
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5.3 The Inverse Z-transform |
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318 | (4) |
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5.4 Using the Z-transform |
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322 | (2) |
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5.5 Transfer Function of a Discrete-Time System |
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324 | (3) |
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5.6 Differential Equation and Difference Equation |
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327 | (2) |
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329 | (8) |
Chapter 6 Fourier Series and Fourier Transform |
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337 | (86) |
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6.1 Continuous-Time Fourier Series (CTFS) |
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337 | (11) |
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6.1.1 Definition and Convergence Conditions |
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337 | (3) |
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340 | (8) |
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6.2 Continuous-Time Fourier Transform (CTFT) |
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348 | (15) |
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6.2.1 Definition and Convergence Conditions |
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348 | (3) |
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6.2.2 (Generalized) CTFT of Periodic Signals |
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351 | (1) |
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352 | (5) |
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357 | (6) |
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6.3 Discrete-Time Fourier Transform (DTFT) |
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363 | (10) |
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6.3.1 Definition and Convergence Conditions |
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363 | (1) |
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364 | (3) |
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6.3.3 DTFT of Periodic Sequences |
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367 | (2) |
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369 | (4) |
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6.4 Discrete Fourier Transform (DFT) |
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373 | (4) |
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6.5 Fast Fourier Transform (FFT) |
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377 | (8) |
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6.5.1 Decimation-in-Time (DIT) FFT |
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377 | (3) |
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6.5.2 Decimation-in-Frequency (DIF) FFT |
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380 | (2) |
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6.5.3 Computation of IDFT Using FFT Algorithm |
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382 | (1) |
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6.5.4 Interpretation of DFT Results |
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382 | (3) |
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6.6 Fourier-Bessel/Legendre/Chebyshev/Cosine/Sine Series |
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385 | (10) |
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6.6.1 Fourier-Bessel Series |
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385 | (3) |
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6.6.2 Fourier-Legendre Series |
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388 | (1) |
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6.6.3 Fourier-Chebyshev Series |
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389 | (2) |
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6.6.4 Fourier-Cosine/Sine Series |
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391 | (4) |
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395 | (28) |
Chapter 7 Partial Differential Equation |
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423 | (86) |
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424 | (6) |
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430 | (11) |
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7.2.1 The Explicit Forward Euler Method |
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432 | (1) |
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7.2.2 The Implicit Backward Euler Method |
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433 | (1) |
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7.2.3 The Crank-Nicholson Method |
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434 | (1) |
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7.2.4 Using the MATLAB Function 'pdepe()' |
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435 | (3) |
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7.2.5 Two-Dimensional Parabolic PDEs |
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438 | (3) |
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441 | (7) |
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7.3.1 The Explict Central Difference Method |
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443 | (2) |
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7.3.2 Two-Dimensional Hyperbolic PDEs |
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445 | (3) |
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7.4 PDES in Other Coordinate Systems |
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448 | (17) |
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7.4.1 PDEs in Polar/Cylindrical Coordinates |
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448 | (13) |
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7.4.2 PDEs in Spherical Coordinates |
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461 | (4) |
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7.5 Laplace/Fourier Transforms for Solving PDES |
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465 | (16) |
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7.5.1 Using the Laplace Transform for PDEs |
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465 | (8) |
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7.5.2 Using the Fourier Transform for PDEs |
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473 | (8) |
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481 | (28) |
Chapter 8 Complex Analysis |
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509 | (58) |
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8.1 Functions of a Complex Variable |
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509 | (14) |
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8.1.1 Complex Numbers and Their Powers/Roots |
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509 | (3) |
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8.1.2 Functions of a Complex Variable |
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512 | (1) |
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8.1.3 Cauchy-Riemann Equations |
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513 | (7) |
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8.1.4 Exponential and Logarithmic Functions |
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520 | (1) |
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8.1.5 Trigonometric and Hyperbolic Functions |
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521 | (1) |
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8.1.6 Inverse Trigonometric/Hyperbolic Functions |
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522 | (1) |
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523 | (7) |
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523 | (3) |
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8.2.2 Linear Fractional Transformations |
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526 | (4) |
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8.3 Integration of Complex Functions |
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530 | (8) |
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8.3.1 Line Integrals and Contour Integrals |
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530 | (3) |
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8.3.2 Cauchy-Goursat Theorem |
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533 | (3) |
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8.3.3 Cauchy's Integral Formula |
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536 | (2) |
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538 | (13) |
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8.4.1 Sequences and Series |
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538 | (2) |
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540 | (2) |
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542 | (2) |
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8.4.4 Residues and Residue Theorem |
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544 | (2) |
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8.4.5 Real Integrals Using Residue Theorem |
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546 | (5) |
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551 | (16) |
Chapter 9 Optimization |
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567 | (52) |
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9.1 Unconstrained Optimization |
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567 | (11) |
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9.1.1 Golden Search Method |
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567 | (2) |
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9.1.2 Quadratic Approximation Method |
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569 | (2) |
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571 | (2) |
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9.1.4 Steepest Descent Method |
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573 | (2) |
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575 | (3) |
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9.2 Constrained Optimization |
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578 | (7) |
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9.2.1 Lagrange Multiplier Method |
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578 | (5) |
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9.2.2 Penalty Function Method |
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583 | (2) |
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9.3 MATLAB Built-in Functions for Optimization |
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585 | (18) |
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9.3.1 Unconstrained Optimization |
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585 | (3) |
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9.3.2 Constrained Optimization |
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588 | (1) |
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9.3.3 Linear Programming (LP) |
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589 | (5) |
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9.3.4 Mixed Integer Linear Programing (MILP) |
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594 | (9) |
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603 | (16) |
Chapter 10 Probability |
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619 | (76) |
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619 | (5) |
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10.1.1 Definition of Probability |
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619 | (1) |
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10.1.2 Permutations and Combinations |
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620 | (2) |
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10.1.3 Joint Probability, Conditional Probability, and Bayes' Rule |
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622 | (2) |
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624 | (29) |
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10.2.1 Random Variables and Probability Distribution/Density Function |
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624 | (3) |
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10.2.2 Joint Probability Density Function |
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627 | (1) |
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10.2.3 Conditional Probability Density Function |
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628 | (4) |
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632 | (1) |
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10.2.5 Function of a Random Variable |
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632 | (5) |
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10.2.6 Expectation, Variance, and Correlation |
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637 | (11) |
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10.2.7 Conditional Expectation |
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648 | (3) |
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10.2.8 Central Limit Theorem Normal Convergence Theorem |
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651 | (2) |
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10.3 ML Estimator and MAP Estimator |
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653 | (6) |
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659 | (36) |
Appendices |
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695 | (31) |
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Appendix A: Tables of Various Transforms |
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695 | (10) |
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Appendix B: Differentiation w.r.t. Vector |
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705 | (1) |
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Appendix C: Useful Formulas |
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706 | (1) |
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Appendix D: Gamma Function |
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707 | (1) |
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708 | (10) |
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718 | (8) |
References |
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726 | (1) |
Index |
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727 | |