Sumários
Parameter estimation
4 maio 2017, 11:00 • Jorge Salvador Marques
Estimation problem. Classic and Bayesian approaches. Estimator. Characterization of estimators: bias and variance. Exercises.
Lab 5
3 maio 2017, 12:30 • Margarida Silveira
Least Squares Estimation.
Polynomial fit and spline fit.
Lab 5
2 maio 2017, 14:00 • Margarida Silveira
Least Squares Estimation.
Polynomial fit and spline fit.
Random signals
2 maio 2017, 09:30 • Jorge Salvador Marques
Review of least squares method.
Random signals. Examples. Finite length signals (random vectors). Discrete and continuous random variables. Full characterization of the random vector by the joint probability density function or by the joint probability function. Independent random variables. Second order characterization: mean vector and covariance matrix. The normal distribution N(m,R).