Bài 4: Estimation Theory

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Bài 4: Estimation Theory

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An important issue encountered in various branches of science is how to estimate the quantities of interest from a given finite set of uncertain (noisy) measurements. This is studied in estimation theory, which we shall discuss in this chapter. There exist many estimation techniques developed for various situations; the quantities to be estimated may be nonrandom or have some probability distributions themselves, and they may be constant or time-varying.

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