Lecture

Recursive Least Squares

In course

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Description

This lecture covers the Recursive Least Squares method, focusing on observation equations, design matrices, and the LS-method for parameter estimation. It explains the iterative process of updating estimates based on new data.

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Instructor

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Official source

https://mediaspace.epfl.ch/media/0_a6dz9os4

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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