Lecture Notes
lecture_3.pdf
Description:
This resource includes information on the physical meaning of matrix P, initial conditions and properties of RLS, estimation of time-varying parameters, orthogonal projection, and multi-output, weighted least squares estimation.
Resource Type:
Lecture Notes
pdf
245 kB
lecture_3.pdf
Course Info
Instructor
Departments
As Taught In
Spring
2006
Level
Course Info
Instructor
Departments
As Taught In
Spring
2006
Level
Learning Resource Types
grading
Exams
notes
Lecture Notes
assignment
Problem Sets
