Deriving the equations
Course subject(s)
3. Least Squares Estimation (LSE)
Now that the weighted least squares principle has been introduced conceptually, it is time to derive the analytical solution in the following video.
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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.