Inference from Data and Models

Calendar

Lec #	Topics
1	Introduction Content of the Course
2	Examples of Inverse Problems, Static and Time Dependent
3	Basic Vector/Matrix Notation Algebraic Formulation
4-6	Over/Underdetermined Problems Varieties of Least-Squares
7	Basic Statistics Concepts and Notation
8	Variances/Covariances Biases of Solutions
9	Special Case of Eigenvector Solutions
10-11	Singular Value Decomposition and Singular Vector Solutions
12-13	Recursive Least-Squares Gauss-Markov Estimation; Recursive Estimation
14	Time-dependent Models Whole Domain Least-Squares
15-16	Sequential Methods (Kalman Filter/RTS Smoother)
16-17	Control Problems Lagrange Multiplier (adjoint) Methods Non-linear Problems
18	Stationary Processes Numerical Fourier Series/Transforms; Delta Functions
19	Statistics of Fourier Representations Sampling Periodograms
20	Convolution Power Density Spectral Estimates
21	Coherence; Multiple Linear Regression
22	Filtering, Prediction Problems
23-24	Special Topics, Spillover