∫ f(x) dx λ = α/β
Study Notes

Applied mathematics, one question at a time

Question-led notes on control theory, optimization, numerical linear algebra, robotics and the mathematics underneath them — written to be understood, not just recorded.

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01 Notes

Every note in the knowledge base. Use the search box or the field chips to narrow things down — each note carries several tags, so you can search by field, subtopic, method, or tool. New notes slot straight into this list.

Geometry & Control

Symplectic Matrices: From Phase Space to Optimal Control

What survives when a phase-space circle is stretched into an ellipse? Follow canonical pairing through Hamiltonian mechanics, symplectic integrators, ray optics, and quantum quadratures, then derive continuous- and discrete-time LQR as stable Riccati graphs inside a symplectic state–costate flow. Includes worked examples, three figures, and reproducible Octave checks.

symplectic hamiltonian physics riccati lqr numerical-methods
Read the note (PDF) Mathematics
Riccati Solvers

The Structure-Preserving Doubling Algorithm

Solve a discrete-time Riccati equation by joining optimal-control blocks: eliminate their shared boundary and double the horizon at every iteration. Derive the three SDA updates, see why symmetry and positivity survive, and follow a scalar convergence example through to a practical Octave/MATLAB implementation.

sda riccati doubling lqr symplectic numerical-methods
Read the note (PDF) Control Theory
Robust Control

Linear Matrix Inequalities for Robust Control

Six questions about certifying a plant whose matrices depend on an unknown bounded operator — what a certificate must quantify over, why no finite sample decides it, the multiplier that makes the "for all" constraint affine, and what changes when the uncertainty is structured. Answers are deliberately withheld — the note is the question map.

control lmi robust-control uncertainty lyapunov s-procedure multiplier semidefinite-programming d-scaling question-map
Read the note (PDF) Control Theory
Tube MPC

Tube Model Predictive Control

Six questions about making a nominal MPC plan robust to a bounded disturbance — why the nominal plan guarantees nothing, what set keeps the deviation from drifting, how that set tightens the constraints, why feasibility survives, what sets the tube size, and what changes when the tube shape is chosen online. Answers are deliberately withheld — the note is the question map.

control mpc model-predictive-control tube-mpc robust-control disturbance bounded-uncertainty invariance rpi constraint-tightening pontryagin recursive-feasibility question-map
Read the note (PDF) Control Theory
PID Control

PID Control: Design, Tuning, and Modern Practice

How a PID controller works, how the gains interact, and how to move beyond textbook tuning to modern practice.

control pid tuning feedback closed-loop design
Read the note Control Theory
Nonlinear Control

Constructive Nonlinear Control

A guided tour of Sepulchre, Janković & Kokotović for engineers who know linear control and want the mechanisms, not the folklore.

control nonlinear lyapunov backstepping stabilizing feedback
Read the note Control Theory
System ID

Model Identification in Control Theory

Building a trustworthy dynamical model from measured input–output data — least squares, prediction-error, recursive, and subspace methods.

control identification least-squares subspace state-space estimation
Read the note Control Theory
State-Space

The Kalman Decomposition

A system has an external language (the transfer function) and an internal one (a state-space model) — the Kalman decomposition shows what the transfer function cannot see.

control state-space transfer-function observability controllability minimal-realization
Read the note Control Theory
Optimal Control

The Pontryagin Maximum Principle

How to steer a system optimally when actuators have limits — a braking example, the brachistochrone, everything verified exactly.

control optimal-control hamiltonian pontryagin constraints bang-bang
Read the note Control Theory
Stochastic Control

Control as Inference

Six questions about planning with noisy trajectories instead of a nominal one — what a stochastic cost actually compares, the tilt that makes path weights computable, what the normalizer means, the change of variable that linearizes HJB, and which part of the weight makes Monte Carlo error grow with the horizon. Answers are deliberately withheld — the note is the question map.

control ai stochastic-optimal-control path-integral control-as-inference free-energy kl fokker-planck feynman-kac diffusion question-map
Read the note (PDF) Control Theory
RL

Reinforcement Learning and Feedback Control

How an agent can learn the optimal controller online, along the plant’s own trajectories, without knowing its dynamics.

control reinforcement-learning rl optimal-control policy model-free adaptive
Read the note Control Theory
MPC

Inside acados: a real-time NMPC solver

How an open-source NMPC solver squeezes a nonlinear optimal-control problem into a 1 millisecond budget: discretization, Gauss–Newton SQP, structure-exploiting QP solving, the real-time iteration, and the code-generation stack underneath.

control mpc model-predictive-control nmpc qp sqp real-time embedded code-generation blasfeo riccati condensing
Read the note Control Theory
Loop Shaping

Designing a Filter for a Signal in a Control Loop

A controller is a noise amplifier, and a filter inside the loop is never free: its gain at crossover is nearly one but its phase comes straight out of your margin. Corner frequency, steepness, group delay, notch versus low-pass, and how to place all of it against a real PID speed loop.

control filter signal-processing noise lowpass notch phase-margin
Read the note Control Theory
Fault Management

Contingency Planning: Keeping the Important Thing Working

Plan from functions and promises, not from component lists: what must keep running, how degraded it may safely become, and in what order recovery happens under scarce time and staff — with contingency MPC as the control-theoretic version of keeping an escape trajectory alive.

control contingency-planning recovery degradation rto mpc safety
Read the note Control Theory
Interior-Point

Interior-Point Methods: HPIPM & IPOPT

The algorithm that quietly powers HPIPM (QP for MPC) and IPOPT (large-scale NLPs): why it works, the mathematics, and how each solver adapts the core idea.

optimization interior-point barrier qp nlp ipopt hpipm
Read the note Optimization
SQP

SNOPT: Sparse Sequential Quadratic Programming

A tour of the engine inside one of the most battle-tested solvers for large-scale constrained nonlinear optimization — and when to reach for it.

optimization sqp nlp sparse constrained large-scale
Read the note Optimization
Derivative-Free

Zeroth-Order Optimization

Descending without gradients — how to minimize a function you can only query, never differentiate.

optimization derivative-free black-box gradient-free stochastic
Read the note Optimization
LMI

Linear Matrix Inequalities, From Zero

What an LMI is, why control engineers fell in love with them, and the semidefinite-programming machinery that solves them.

optimization lmi semidefinite-programming convex control matrix-inequality
Read the note Optimization
Black-Box

Information Geometry Optimization

Gradient-free black-box optimization by pushing a distribution around a manifold — and how CMA-ES, NES and PBIL are one algorithm in disguise.

optimization black-box evolutionary cma-es information-geometry manifold derivative-free
Read the note Optimization
Robotics

A Mathematical Introduction to Robotic Manipulation

After Murray, Li & Sastry: a robot is a curve in a group of matrices — kinematics, Jacobians, dynamics and control all follow from the exponential map.

robotics manipulation screw twist forward-kinematics jacobian exponential-map
Read the note Robotics
ROS 2

ROS 2: Distributed Real-Time Robotics

Distributed real-time robotics taught to an engineer — nodes, topics, the execution model, and quality of service.

robotics ros2 middleware pub-sub real-time dds
Read the note Robotics
Trajectory Opt.

ALTRO: The Augmented Lagrangian Trajectory Optimizer

iLQR wrapped in an augmented-Lagrangian loop, with an active-set solution-polishing phase — built from first principles for constrained optimal control.

robotics trajectory-optimization ilqr augmented-lagrangian optimal-control motion-planning
Read the note Robotics
Motion Planning

Motion Planning via Optimal Transport

Around every waypoint of a batch of trajectories, probe the cost along a direction — the Sinkhorn step that plans robot motions without cost-function gradients.

robotics motion-planning optimal-transport sinkhorn wasserstein trajectory
Read the note Robotics
Belief Planning

POMDP: Acting on a Belief, Not a Guess

An MDP hands the agent the state; a POMDP hides it and returns an observation. This note builds the belief with Bayes’ rule, shows why acting on the most likely state can be far worse than paying to observe, and writes the belief-space Bellman equation whose tree explodes. Then it keeps the part a real planner keeps: the factored ego-times-driver transition that turns prediction into the belief-update step inside planning, and the guided branching that makes it run in real time.

robotics ai pomdp belief-state bayes-filtering decision-making autonomous-driving prediction driver-model guided-branching
Read the note (PDF) Robotics
Interactive Planning

EPSILON: Planning When Everyone Else Is Deciding Too

An engineer's tour of a multi-agent driving planner: closed-loop maneuver policies instead of open-loop control sequences, conditional focused branching that keeps only the scenarios that change the answer, and spatio-temporal corridors that turn every road semantic into a box — then into one QP via Bézier hulls.

robotics motion-planning autonomous-driving interactive-prediction dcp-tree spatio-temporal-corridor pomdp
Read the note Robotics
Lie Groups

Lie Groups for State Estimation in Robotics

A robot's pose lives on a curved set, so averaging, subtracting and nudging it with vector arithmetic leave that set. Nine questions rebuild estimation on the manifold — the Lie algebra, the exp/log maps, the plus and minus operators, the adjoint, manifold Jacobians, covariance, and the error-state filter. Answers are deliberately withheld — the note is the question map.

robotics lie-group lie-algebra manifold tangent-space exponential-map state-estimation eskf pose question-map
Read the note (PDF) Robotics
Optimal Transport

Optimal Transport, from the Ground Up

Move four spoonfuls of sand to build a transport plan, then turn the cheapest rearrangement into a distance between distributions. Pictures explain conservation, Wasserstein distance, cumulative totals on a line, and Sinkhorn scaling.

math optimization optimal-transport probability coupling wasserstein linear-programming sinkhorn entropy
Read the note (PDF) Mathematics
ODE

Ordinary Differential Equations

From a law of change to a predicted future — the mathematics every engineer uses daily, whether or not they name it.

math ode differential-equation dynamics integration analysis
Read the note Mathematics
Diff. Geometry

Visual Differential Geometry and Forms

The core ideas of Tristan Needham’s book, rebuilt as one visual lesson for engineers.

math differential-geometry forms manifold vector-field visual
Read the note Mathematics
Lie Theory

A Micro Lie Theory for State Estimation

A walk-through of Lie groups, tangent spaces, and the exp/log maps that power state estimation in robotics.

math lie-group lie-algebra manifold tangent-space exponential-map estimation
Read the note Mathematics
Bayesian Inference

Bayesian Inference: Ten Coins and a Stamped Box

A box of coins carries a label: each coin's bias is drawn from Beta(3, 5). Six questions about what that label does to the arithmetic — the single number every posterior shares and what it does to the spread of the answers, what one coin can and cannot say about the box it came from, why the answer reduces to adding the label's own counts to each coin's tally, where the label's answer beats a coin's own frequency and where it must lose, what the label prices for a coin nobody has flipped yet, and what this arithmetic cannot see when a second box holds two kinds of coin. Every number is a fraction of small integers, reproduced by one script beside the note; the answers are withheld — the note is the question map.

math bayesian inference conjugacy shrinkage hierarchical exchangeability posterior-predictive marginal-likelihood bayes-factor question-map
Read the note (PDF) Mathematics
Diffusion

Stable Diffusion, from First Principles

How a neural network learns to turn pure noise into images — and why doing it in a compressed latent space runs on your GPU.

ai diffusion generative stable-diffusion latent u-net text-to-image
Read the note AI & Machine Learning
Question Map

Variational Inference: Ten Flips and an Unknown Bias

Six questions about the one thing a posterior density always lacks: the number that turns a value per unit of coordinate into a probability. One coin model whose exact answer you can look up, then a prior that breaks it — what the bound guarantees, what a product of twelve factors cannot carry, and what a one-bump fit does to a two-bump truth. Answers are deliberately withheld — the note is the question map.

ai bayesian variational-inference elbo kl mean-field approximate-inference logistic-normal question-map
Read the note (PDF) AI & Machine Learning
Tooling

Mathematica for Engineers

Calculate, solve, plot — how Mathematica turns a scientific computation into a single, readable line.

tools mathematica symbolic computation cas plotting
Read the note Programming & Tools
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02 Fields

The territory this knowledge base covers. Each field's count is computed from the notes on this page, so it stays accurate as new notes land.

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Algebra

Matrix pencils, Schur and QZ forms, and the algebra underneath Riccati equations and structure-preserving solvers.

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Control Theory

Feedback, identification, model-predictive, robust and stochastic optimal control.

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Optimization

Interior-point, SQP, LMI and derivative-free methods for real problems.

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Robotics

Manipulation, motion planning, trajectory optimization, state estimation and middleware.

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Mathematics

ODEs, differential geometry, Lie theory and the analysis underneath.

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AI & ML

Diffusion models, variational inference, reinforcement learning and decision-making under uncertainty.

0 notes● Live
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Programming & Tools

Computer algebra, languages and software craft that turn ideas into running code.

0 notes● Live

03 About

What is this?

A personal, evolving knowledge base. The idea is to write down things the way I'd want them explained — with the motivation first, the reasoning laid out, and the details where they're actually needed.

  • Questions first. Each note is built around the questions it sets out to answer, and a new note is published as a question map before it is written up.
  • Intuition before formalism. Build the mental model, then nail the equations.
  • Two formats. Recent notes are written in Typst and read as typeset PDFs, older ones are hand-written pages, and the grid above links both.
  • Breadth is real. Control, optimization, numerical linear algebra, robotics, mathematics, AI, and tools.
  • Always growing. This is a living document, not a finished product.

If something reads as unclear, it's probably a note that needs another pass — the gaps are as much part of the map as the notes themselves.