In this course, the focus is on problems with a linear functional model. This means that the unknown parameters are linearly related to the observables. However, in practice for many estimation problems the observation equations are non-linear.

In this optional part of the course, we will show how you can solve problems with a non-linear functional model based on the principle of non-linear least squares.

In this part you will learn how to set up the non-linear observation equations, how to linearise these equations and how to solve the linearised model. 

The first video is an introduction in which examples of non-linear estimation problems and the associated observation equations are given.