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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 …
Izzo's user avatar
  • 912
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 …
Izzo's user avatar
  • 912
1 vote
1 answer
114 views

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 …
Izzo's user avatar
  • 912
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 …
Izzo's user avatar
  • 912