Concept of Least Squares
Course subject(s)
3. Least Squares Estimation (LSE)
In the previous module you learned how to set up the mathematical model, comprising the functional and stochastic model. Now that we have introduced all the ingredients, it’s time to find out how to solve an estimation problem based on the least squares principle.
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.
