My first attempt at writing a tutorial.
I first heard of convergence accelerators over ten years ago, but it is only few years after that I looked into it and implemented some methods. I recently discovered Meyers iterative Aitken idea, and noticed the use of convergence accelerators for page ranking algorithms. So it was a good time to update my old notes and try writing a tutorial.
My second attempt at writing a tutorial.
I realised recently that some simple linear algebra tricks that could be understood by everyone, were not very well known. Following the need to optimize the same mathematical function with the same method for the third time in my career, I decided to write this tutorial so that hopefully everyone can benefit from it.
My last tutorial this year (2007).
I read over a year ago Channels & Cycles, which lead me to The Profit Magic of Stock Transaction Timing. Trigonometric curve fitting and Prony's method were mentioned without much explanation. A year and a half passed quickly with moving countries and a new job. I finally got the time to finish this tutorial and can now share it with everyone.
My first tutorial in 2009.
I have been using Linear Prediction, and my old Levinson Durbin code for several years. I recently needed the method again in a different context, and found out that my very old code was not commented! The method was trivial, but still I had to derive it again. Instead of keeping my notes to myself and lose them again, I decided to write this tutorial.
Another tutorial in 2009.
I have been using the Burg method from Numerical Recipes for a while when a direct forward prediction was unstable. Having a break from my MBA program, I decided to dig more into the method and understand the math behind it. I was surprised not to find any simple explanation of the algorithm anywhere, and therefore decided to rederive the equations and write this tutorial given how simple the ideas and math behind it are.
If you use my technotes let me know I will add you to this list.
|EE502: Digital Signal Processing Course|
|INRIA: Mobility Prediction Based Neighborhood Discovery for Mobile Ad Hoc Networks|
|Python, Econometrics, Time-Series: Burg algorithm for autoregressive modelling|
|Ajustement trigonométrique par la méthode de Prony|
|Linear Prediction Analysis (LPC)|
|Stenosis Detection Algorithm using the Burg Method of Autoregressive Model for Hemodialysis Patients|
|Determinants of National Health Insurance Income and Expenditure|
|Auto Regressive Tools|
|Linear Prediction Coding Vocoders|
|Lithuanian Consonants Spectrum Analysis|
|The Effects of Mental Training on Brain Computer Interface Performance with Distractions|
|A trigonometric technique for characterizing magnetic saturation in electrical machines|
|Event Detection from Time Series in Text|
|Regression Function Characterization of Synchronous Machine Magnetization and Its Impact on Machine Stability Analysis|
|Phonographic signal with a fractional-order chaotic system: a novel and simple algorithm for analyzing residual arteriovenous access stenosis|
|Verification of the dynamic properties of the Svinesund Bridge by traffic-induced strain measurements|
|Methods for digital processing of verbal signal for pattern recognition of isolated words|
|Aitken’s convergence accelerator|
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