Categories / Optimization

Introduction to Koopman Operator

Koopman operator theory provides a linear model of a dynamical system in the infinite dimensional space. In this post, I have summarized some basics of the Koopman operator and its extention to control systems.


Introduction to Trajectory Optimization

Trajectory optimization has been widely used in robotics for various tasks such as navigation and manipulation. In this post, I have summarized related mathematical background and common computational approaches in trajectory optimization.


Introduction to Markov Decision Processes

We introduction the formulation, value functions and solution methods for infinite-horizon MDPs.

Recursive Least Squares

Recursive least squares (RLS), an adaptative filtering algorithm.

Shortest Path Problem

We introduce the shortest path problem and summarize some common algorihtms.