# Appendices

# Some signal processing and statistical appendices

Sometimes, just to understand something, I write an appendixâ€¦

- A derivation of Fourier transforms
- Two derivations of Laplace transforms and z-transforms
- A note on the real and complex cepstrum
- A derivation of the EM algorithm
- A derivation of the Kalman filter and Kalman smoother
- The origin of the multivariate normal distribution
- The Complex Gaussian distribution
- Convolution of two complex Gaussians
- Maximum likelihood and MAP derivations of linear prediction
- A derivation of a second order damped system
- How to derive a Student-t from a Gaussian
- A note on sparse conditional probability