ELEC-E8107 - Stochastic models, estimation and control D, Lecture, 6.9.2022-7.12.2022
Kurssiasetusten perusteella kurssi on päättynyt 07.12.2022 Etsi kursseja: ELEC-E8107
Lecture 1, Sep 6: Arrangements, Statistics and stochastics
Suorituksen vaatimukset
Statistics and stochastics
• Gradient, Jacobian and Hessian; Eigenvalues, Eigenvectors, and Quadratic Forms
• Gaussian Random Variables; pdf, Mean and Covariance; Joint and Conditional Random Variables
• Fundamental Equations of Linear Estimation
• Stochastic processes; Correlation; White noise process
• Random Sequences, Markov Processes; Markov Sequences and Markov Chains