Fundamentals of Linear Estimation. Revision A

Abstract

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, Student's 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.

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Document Details

Document Type
Technical Report
Publication Date
Sep 28, 1987
Accession Number
ADA196125

Entities

People

  • Charles L. Lawson

Organizations

  • California Institute of Technology

Tags

Communities of Interest

  • Air Platforms
  • C4I

DTIC Thesaurus Topics

  • Data Mining
  • Data Science
  • Distribution Functions
  • Estimators
  • Gaussian Distributions
  • Information Science
  • Jet Propulsion
  • Linear Algebra
  • Mathematical Filters
  • Mathematical Models
  • Normal Distribution
  • Probability
  • Probability Density Functions
  • Random Variables
  • Statistical Algorithms
  • Statistical Analysis
  • Two Dimensional

Fields of Study

  • Mathematics

Readers

  • Statistical inference.