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1
vote
1
answer
60
views
Does there exist a simple regression method to fit a single sinusoid period to a data set?
I'm currently working on a project where I want to fit a single sinusoid period to a data set. Essentially I have very good control/knowledge of the signal's dominant frequency, so I'm only sampling f …
0
votes
0
answers
30
views
How sensitive is parameter estimation to uncertainty in time?
Suppose I have the following deterministic system that is a function of time:
$y = k*t + b$
Now let's say I have the ability to measure this system but there is a zero-mean noise component in the me …
1
vote
1
answer
114
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Why is the concept of a "state covariance matrix" necessary in estimation?
I'm currently taking a course in optimal estimation (and it's still very early in the course).
Much of our work is based around the idea of a measurement model
$y=Hx + v$
This model assumes our m …
6
votes
4
answers
2k
views
Sequential Form of the Least Squares Estimator for Linear Least Squares Model
I'm currently working on a project in which I need to find the tilt of a surface. Let's assume I'm only concerned with a single dimension tilt (i.e. slope) to begin.
I currently have the ability to c …