Stochastic model
Course subject(s)
2. Mathematical model
In part 2.1 on the Functional Model, it was already explained that the complete mathematical model in the case of estimation problems, comprises of the functional model and the stochastic model.
So far, we have focused on the functional model and its properties. We will now have a look at the stochastic model.
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Observation Theory: Estimating the Unknown by TU Delft OpenCourseWare is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Based on a work at https://ocw.tudelft.nl/courses/observation-theory-estimating-unknown.