Spline Interpolation

[latexpage] A spline interpolation needs a lot more storage compared to a newton interpolation, but it is easier to calculate, since the newton interpolation has a complexity of $n^2$ whereas…

SW 04RLS and Kalman filters

[latexpage] $$\boldsymbol{w}_{\mathrm{LS}}=\underbrace{\left(\mathcal{R}^T \mathcal{R}\right)^{-1} \mathcal{R}^T}_{\text{Moore-Pendrose inverse}} \mathcal{P}$$ Matrix-inversion Lemma $$(\boldsymbol{A}+\boldsymbol{B C} \boldsymbol{C})^{-1}=\boldsymbol{A}^{-1}-\boldsymbol{A}^{-1} \boldsymbol{B}\left(\boldsymbol{D} \boldsymbol{A}^{-1} \boldsymbol{B}+C^{-1}\right)^{-1} \boldsymbol{D} \boldsymbol{A}^{-1}$$  \begin{aligned} \boldsymbol{A} & \triangleq \mathcal{R}_{k-1} \\ \boldsymbol{B} & \triangleq…