15. Least Square Estimation
Given two correlated random vectors, how do you infer one from a measurement of the other? This chapter develops the least-squares estimator that answers that question — the conceptual bridge to the Kalman filter.
Given two correlated random vectors, how do you infer one from a measurement of the other? This chapter develops the least-squares estimator that answers that question — the conceptual bridge to the Kalman filter.