课程简介(中英文):
参数估计主要研究从数据测量中提取感兴趣的参数值,例如利用手机中的GPS系统进行定位时,感兴趣的参数是手机位置坐标,而测量值是来自卫星的GPS信号。本次课程介绍了确定性参数估计的基本概念和方法。课程主要涵盖参数估计基本概念、性能指标、线性模型、最佳线性无偏估计(BLUE)、最优估计器、最小二乘估计、性能极限和应用示例等主题。
Estimation concerns with the extraction of the values of the parameters of interests from data measurements, such as locating where you are based on GPS from your phone, where the parameters are your position coordinates and the measurements are the GPS signals from the satellites. This seminar series introduces the basic concept and methods for the estimation of deterministic parameters. In particular, we will cover the topics of the estimation concept, performance metrics, linear model, BLUE, optimal estimator, least-square estimation, performance limit and application examples.