Fundamentals of Linear Estimation. Revision A
CALIFORNIA INST OF TECHNOLOGY PASADENA JET PROPULSION LAB
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This document tracts a selection of topics in linear estimation, beginning with a very simple situation and progressing through more complications. A Topics in estimation 1 One dimensional estimation with one observation, 2 Same with two observations, 3 With same or different observational errors, 4 Any number of observations, 5 Two dimensional estimation, independent errors, 6 Multidimensional estimation, 7 Combining sets of observations B Properties of random distribution 1 Mean, first moment, 2 Standard deviation, variance, second moment, 3 Distribution, frequency function, all moments - Normal distribution, Chi squared distribution, Students distribution, F distribution. 4 Confidence intervals C Least squares 1 Statement, geometric interpretation - Gradient of the sum of squares, 2 Solution methods - Orthogonal transformations, and 3 Using the covariance matrix of observation errors.
- Statistics and Probability