Detection and Estimation Theory Lecture 12 Mojtaba Soltanalian- UIC - PowerPoint PPT Presentation

Jan 31, 2024 •234 likes •437 views

Detection and Estimation Theory Lecture 12 Mojtaba Soltanalian- UIC msol@uic.edu http://msol.people.uic.edu Based on ECE 531 Slides- 2011 (Prof. Natasha Devroye) Summary Need (at least some) information about the pdf. Least Square

Detection and Estimation Theory Lecture 12 Mojtaba Soltanalian- UIC msol@uic.edu http://msol.people.uic.edu Based on ECE 531 Slides- 2011 (Prof. Natasha Devroye)
Summary  Need (at least some) information about the pdf.
Least Square Estimation
Least Square Estimation
Least Square Estimation
Least Square Estimation Basic Examples
Least Square Estimation Basic Examples
Least Square Estimation Basic Examples (Regression)
Least Square Estimation The Linear Case (Theory)
Least Square Estimation Linear Case: LSE vs Other Estimators
Least Square Estimation Linear Case: LSE vs Other Estimators A side remark:
Weighted Linear LSE
LSE: A Geometric Interpretation
LSE: A Geometric Interpretation
Various Versions of the LSE
Various Versions of the LSE ….
Various Versions of the LSE  A typical example in non-negative least squares
Various Versions of the LSE  A typical example in non-negative least squares
Non-Linear LSE  Another important trick: Linearize! (example)

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