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Home Courses Observation Theory: Estimating the Unknown Course materials Readings Course Introduction

Course Introduction

Course subject(s) 0. Getting started

A warm welcome to this course Observation Theory: Estimating the Unknown.

The course introduces a standardized approach for parameter estimation, using a functional model (relating the observations to the unknown parameters) and a stochastic model (describing the quality of the observations). Using the concepts of least squares and best linear unbiased estimation (BLUE), parameters are estimated and analyzed in terms of precision and significance. The course ends with the concept of the overall model test, to check the validity of the parameter estimation results using hypothesis testing. Emphasis is given to developing a standardized way to deal with estimation problems.

In addition, we offer a review of some concepts from linear algebra, statistics, and multivariate calculus that we will be using throughout the course. Take some time to have a look. You can find it in the Pre-knowledge Mathematics module. Reviewing this will help you to determine whether you are up to speed with these concepts; if you feel that you need to study some of the topics in more detail, there is still time to do so.

We hope you will enjoy the course!

Creative Commons License
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.
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