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Principal Component Analysis (PCA)

Steve Brunton
13 min
Beginner
Video
Theory

Principal component analysis (PCA) is a workhorse algorithm in statistics, where dominant correlation patterns are extracted from high-dimensional data.

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Computing the DFT Matrix

Steve Brunton
7 min
Beginner
Video
Theory

This video discusses how to compute the Discrete Fourier Transform (DFT) matrix in Matlab and Python. In practice, the DFT should usually be computed using the fast Fourier transform (FFT)...

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Final Value Theorem

Christopher Lum
33 min
Beginner
Video
Theory

In this video we discuss the Final Value Theorem. Given a signal in the Laplace domain, this allows us to predict the steady state value of the signal in th...

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Linear Regression 2 [Python]

Steve Brunton
5 min
Intermediate
Video
Application

This video describes how the singular value decomposition (SVD) can be used for linear regression in Python (part 2).

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