Learn Like a Kindergartener

This is a Bilibili series designed to make advanced topics accessible to everyone. Each episode is 6-10 minutes long and covers topics such as control, estimation, and optimization. The series explores the mathematical beauty of classical theories from perspectives beyond standard textbooks. I hope you enjoy it!

Episodes

• Optimal Estimation
  1. Kalman Filter in 3 Ways
  2. EKF, UKF, and Particle Filter
  3. Information Filter and Factor Graph
• Optimal Control
  1. LQR in 3 Ways
  2. The duality between LQR and KF
  3. Reinforcement Learning is Adaptive Optimal Control
• Optimization
  1. LBFGS as Quasi-Newton Method
  2. From Lagrange Multiplier to KKT Condition
  3. Augmented Lagrangian Method for Conic Optimization

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