Mathematical Foundations
Brzeźniak & Zastawniak — Basic Stochastic Processes
harder follow-on
Up next
Topics added as I begin this book.
Maximum Likelihood Estimation
Likelihood, log-likelihood, invariance — the same object as minimising cross-entropy
STATS 200
Sufficiency & Fisher Information
Sufficient statistics, Fisher information, the Cramér–Rao lower bound
STATS 200
Efficiency & the MVUE
Unbiased estimators, Rao–Blackwell, attaining the CRB — what Kay applies to signals
STATS 200
Hypothesis Testing
Neyman–Pearson, likelihood-ratio tests, p-values, power — becomes Detection Theory in Kay
STATS 200
Resampling & Model Selection
Bootstrap, jackknife, cross-validation — how deep learning actually measures itself
STATS 200
Arnold — Ordinary Differential Equations · 3Blue1Brown — Differential Equations
Completed
To do — 3Blue1Brown
Fourier Series
Decomposing functions into sine/cosine modes; why they solve the heat equation
3B1B
Laplace Transforms
Solving ODEs via algebraic manipulation in s-domain
3B1B
To do — Arnold
Phase Portraits & Vector Fields
Qualitative analysis of autonomous systems; equilibria and orbits
Arnold §1–2
Stability of Equilibria
Lyapunov stability; linearisation; stable vs unstable fixed points
Arnold §3
Linear ODE Systems
x' = Ax; eigenvalue classification of phase portraits
Arnold §4
Limit Cycles
Isolated closed orbits; Poincaré–Bendixson theorem
Arnold §5
Structural Stability & Bifurcations
How phase portraits change as parameters vary
Arnold §6
Differential Equations on Manifolds
Flows on surfaces; torus; global qualitative behaviour
Arnold §7–8
Abbott — Understanding Analysis (Springer UTM, 2nd ed.)
The Real Numbers
Axiom of completeness, Archimedean property, uncountability of ℝ
Abbott §1
Sequences & Series
Convergence, Cauchy sequences, monotone convergence, infinite series
Abbott §2
Basic Topology of ℝ
Open and closed sets, compactness, connectedness — the real line version before Armstrong's general treatment
Abbott §3
Functional Limits & Continuity
ε–δ definition, uniform continuity, extreme value and intermediate value theorems
Abbott §4
The Derivative
Rigorous definition, mean value theorem, L'Hôpital's rule
Abbott §5
Sequences & Series of Functions
Pointwise vs uniform convergence; power series; Taylor series with rigorous remainder
Abbott §6
The Riemann Integral
Darboux definition, integrability criteria, fundamental theorem of calculus
Abbott §7
Armstrong — Basic Topology (Springer UTM) · Abbott §3 provides the ℝ warm-up
Topological Spaces & Continuity
Open sets, neighbourhoods, continuous maps — without distance
Armstrong §1–2
Homeomorphisms
Topological equivalence; invariants that tell spaces apart
Armstrong §2
Connectedness
Path-connected vs connected; intermediate value theorem revisited
Armstrong §3
Compactness
Open covers; Heine–Borel; why compact spaces behave nicely
Armstrong §3
Identification Spaces & Quotient Topology
Gluing constructions; torus, Möbius band, Klein bottle
Armstrong §4
The Fundamental Group
π₁ — loops based at a point; homotopy; simply connected spaces
Armstrong §5
Classification of Surfaces
Genus, orientability; every compact surface is a sphere, connected sum of tori, or projective planes
Armstrong §7
Simplicial Homology
Triangulations; boundary operator; H₀, H₁, H₂ — holes in different dimensions
Armstrong §8
Applications & Engineering
Kinematics
Circular Motion
v = rω, centripetal and tangential acceleration
Thomson §1
Angular Velocity
Why ω is orthogonal, and v = ω × r
Thomson §1
Plane Motion
Radial and transverse components in polar coordinates
Thomson §1
Instantaneous Center
The point about which the body rotates instantaneously
Thomson §1
Euler Angles
ψ, θ, φ and transformation of displacements
Thomson §1
Areal Rate
r × v, equal areas, and Kepler's second law
Thomson §2
Orbital Mechanics
Kepler's First Law
Orbits are conic sections — Newton's inverse-square law via Binet's substitution
Thomson §4
Kepler's Second Law
Equal areas in equal times — conservation of h = r²θ̇
Thomson §4
Kepler's Third Law
T² = 4π²a³/K — period depends only on semi-major axis
Thomson §4
Satellite Orbits
Radial & transverse equations, Binet's substitution, orbit as a conic
Thomson §4
Two-Body Problem
CoM reduction, relative coordinate, and reduced mass
Thomson §4
Orbit from Initial Conditions
χ, eccentricity from v₀ and β₀, Fig 4.9-2 chart
Thomson §4.9
Hohmann Transfer
Cotangential transfer between coplanar circular orbits, Δv₁, Δv₂
Thomson §4
Repulsive Inverse-Square Force
F = +K/r² produces repulsive hyperbola — Rutherford scattering
Thomson §4.13
Impulsive Orbit Change
Δv at θ* transfers between orbits sharing the apse line
Thomson §4.13
Orbit from Burnout
Given χ, β₀, r₀/R at engine cutoff — derive e, a/R, θ₀
Thomson §4.13
Gyrodynamics
Polhode & Herpolhode
Motion of the instantaneous rotation axis in body and space frames
Thomson §5
Rigid Body Dynamics & Gyrodynamics
Euler's Equations for Rigid Body Rotation
Body-frame equations of motion; torque-free case
Thomson §3
Moment of Inertia Tensor
Principal axes, eigenvalues of I, Steiner's theorem
Thomson §3
Precession & Nutation
Spinning top under gravity; steady precession conditions
Thomson §5
Gyroscope Dynamics
Gyroscopic couple, stabilisation, spacecraft attitude control
Thomson §5
The circuit theory behind the Bench track's early rungs (DC fundamentals → analog).
Linear circuits
DC Circuit Analysis
Ohm's & Kirchhoff's laws, series/parallel combination, voltage & current dividers, source and load
Network Theorems
Thévenin & Norton equivalents, superposition, output impedance, maximum power transfer
Capacitors, Inductors & Transients
Reactance, RC/RL first-order response, time constants, charging and step response
AC Steady State & Phasors
Sinusoidal steady state, complex impedance, phasor analysis, real and reactive power
Frequency Response & Filters
RLC resonance and Q, Bode plots, passive RC/LC filters, corner frequency
Active devices
Diodes & Rectifiers
The pn junction, half/full-wave rectifiers and smoothing, Zener references, clamps and limiters
Bipolar Transistors
Biasing, common-emitter and emitter-follower amplifiers, the small-signal model
Field-Effect Transistors
MOSFETs and JFETs as switches and amplifiers, transfer characteristics, biasing
Operational Amplifiers
The ideal op-amp, negative feedback, inverting/non-inverting, active filters, comparators
Oscillators & Signal Generation
The Barkhausen criterion, LC and RC feedback oscillators, relaxation (555), crystal oscillators
Oppenheim & Willsky — Signals and Systems (2nd ed.)
Continuous-time signals & systems
Signals & Systems — Classification
Memory, causality, stability, invertibility; continuous vs discrete; energy and power signals
O&W §1
CT LTI Systems & Convolution
Convolution integral, impulse response, BIBO stability, causality from h(t)
O&W §2
Fourier Series (CT)
Orthogonality, synthesis and analysis equations, Gibbs phenomenon, Parseval's theorem
O&W §3
Continuous-Time Fourier Transform
CTFT pair, convolution theorem, Parseval, duality; spectrum of standard signals
O&W §4
Frequency Response of CT LTI Systems
H(jω), ideal filters, first- and second-order system frequency response
O&W §3–4
Sampling Theorem
Nyquist rate, aliasing, reconstruction; the bridge from CT to DT
O&W §7
Laplace & Z-transforms (system perspective)
Laplace Transform & Transfer Functions
Region of convergence, poles and zeros, partial fractions, system stability from pole locations
O&W §9
Block Diagrams & System Interconnections
Series, parallel, feedback; unilateral Laplace for IVPs; signal flow graphs
O&W §9–10
Z-Transform
ROC, poles and zeros, inverse Z-transform; DT system stability
O&W §10
Oppenheim & Schafer — Discrete-Time Signal Processing
Sampling & Reconstruction
Nyquist theorem, aliasing, reconstruction from samples
Oppenheim §1
Convolution & LTI Systems
Impulse response, linearity, time-invariance, BIBO stability
Oppenheim §2
Z-Transform
Region of convergence, poles and zeros, inverse Z-transform
Oppenheim §3
Discrete Fourier Transform & FFT
DFT as sampled spectrum; FFT algorithm; spectral leakage and windowing
Oppenheim §8
Kay — Statistical Signal Processing (Estimation & Detection) · builds on Probability
Estimation & detection
Estimation Theory
MVUE, Cramér–Rao bound, maximum likelihood estimation, bias vs variance
Kay Vol.1 §1–3
Detection Theory
Hypothesis testing, Neyman–Pearson, ROC curves, matched filter
Kay Vol.2 §1–3
Wiener Filter
Optimal linear filter for stationary processes; MMSE estimation
Kay Vol.1 §12
Kalman & sequential filtering
Linear Kalman Filter
State-space model, predict–update cycle, optimal gain, covariance propagation
Kay · Welch & Bishop tutorial
Extended & Unscented Kalman Filter
Linearisation for nonlinear systems; UKF sigma-point approach; orbit determination
Kay · Crassidis & Junkins
Particle Filters
Sequential Monte Carlo; non-Gaussian state estimation; tracking highly nonlinear dynamics
Arulampalam et al. tutorial
Ogata — Modern Control Engineering (5th ed.) · Franklin — Feedback Control of Dynamic Systems
Classical control
Mathematical Models of Systems
Transfer functions from ODEs; block diagram algebra; linearisation around operating points
Ogata §2
Time-Domain Response
First- and second-order step response; damping ratio, natural frequency, settling time, overshoot
Ogata §4
Root Locus
Closed-loop poles as gain varies; construction rules; designing for desired transient specs
Ogata §6
Frequency Response & Bode Plots
Magnitude and phase vs frequency; asymptotic Bode construction; gain and phase margins
Ogata §7
Nyquist Stability Criterion
Encirclement condition; stability margins in the frequency domain; robustness
Ogata §8
PID Controllers
Proportional, integral, derivative action; Ziegler–Nichols tuning; practical limitations
Ogata §8
Modern (state-space) control
State-Space Representation
ẋ = Ax + Bu, y = Cx + Du; eigenvalues as poles; solution via matrix exponential
Ogata §9
Controllability & Observability
Controllability matrix rank; observability matrix rank; duality theorem
Ogata §10
State Feedback & Pole Placement
Full-state feedback u = −Kx; placing closed-loop poles; integral action for zero steady-state error
Ogata §10
State Observers (Luenberger)
Estimating states from outputs; observer gain; separation principle — direct precursor to Kalman filter
Ogata §10 · Franklin §7
LQR & Optimal Control
Quadratic cost minimisation; Riccati equation; relationship between LQR and Kalman filtering (LQG)
Franklin §9
Proakis & Salehi — Communication Systems Engineering (2nd ed.) · Haykin — Communication Systems
Foundations
Channel Models & Noise
AWGN channel, SNR, noise power spectral density; thermal noise and N₀/2
Proakis §3
Analog Modulation
AM, DSB-SC, SSB, FM, PM; bandwidth and power tradeoffs; coherent vs envelope detection
Proakis §3
Digital communications
Digital Modulation — BPSK, QPSK, QAM
Signal constellations, decision regions, BER vs Eb/N₀; matched filter receiver
Proakis §5
Spread Spectrum — DSSS & FHSS
PN sequences, processing gain, jamming margin; CDMA; GPS L1 C/A signal structure
Proakis §9
Channel Coding & Shannon Capacity
Shannon's theorem, capacity–bandwidth tradeoff; Hamming codes; convolutional codes and Viterbi
Proakis §8
RF propagation & link budgets
Antenna Fundamentals
Gain, directivity, effective aperture, beam pattern; dipole and patch antennas for GNSS receivers
Proakis §2 · Balanis §1–2
Link Budget & Friis Equation
EIRP, path loss, receiver sensitivity, C/N₀; computing GPS received power from 20,200 km
Proakis §2
Multipath & Ionospheric Effects
Rayleigh fading, Doppler shift, ionospheric delay model; how these degrade GNSS pseudorange
Proakis §13 · Kaplan §7
Kaplan & Hegarty — Understanding GPS/GNSS · Vallado — Fundamentals of Astrodynamics
GNSS Architecture & Signal Structure
GPS/Galileo/GLONASS signal design; pseudorange, carrier phase, satellite geometry (DOP)
Kaplan & Hegarty §1–4
Spoofing, Jamming & Resilient PNT
Threat taxonomy; detection algorithms; alternative and complementary positioning (IMU, eLoran, LEO PNT)
Kaplan §9 · CISA advisories
Orbit Determination & SSA
Batch least squares, sequential estimation, conjunction analysis — Thomson dynamics + Kalman estimation combined
Vallado · Crassidis & Junkins
Foundations
Supervised Learning
Input–output mappings, loss functions, empirical risk minimisation
Prince §2
Training
Measuring Performance
Bias–variance tradeoff, train/val/test split, double descent
Prince §8
Regularisation
L1/L2, dropout, data augmentation, early stopping
Prince §9
Architectures
Residual Networks
Skip connections, batch norm, modern CNN architectures
Prince §11
Transformers
Self-attention, multi-head attention, positional encoding, encoder–decoder
Prince §12
Graph Neural Networks
Message passing, node/edge/graph classification, relational inductive bias
Prince §13
Generative models
Unsupervised Learning
Clustering, dimensionality reduction, self-supervised pretraining
Prince §14
Generative Adversarial Networks
Minimax game, training instability, mode collapse, Wasserstein GAN
Prince §15
Normalizing Flows
Bijective mappings, change-of-variables formula, exact likelihood
Prince §16
Variational Autoencoders
Latent variable models, ELBO, reparameterisation trick
Prince §17
Diffusion Models
Forward noising process, denoising score matching, DDPM
Prince §18
Reinforcement learning
Reinforcement Learning
MDP, policy/value functions, Q-learning, policy gradient, RLHF
Prince §19