Lesson 1 Introduction, Coverage, Philosophy, and Computation


The objectives of this first lesson are to (1) relate estimation to the larger issue of modeling, (2) describe the coverage of the book, and (3) explain why the discrete-time (digital) viewpoint is emphasized.

Estimation is one of four modeling problems. The other three are representation, measurement, and validation. We shall cover a wide range of estimation techniques, which are summarized in Table 1-1. The techniques are for parameter or state estimation or a combination of the two, as applied to either linear or nonlinear models.

The discrete-time viewpoint is emphasized in this book because (1) many real data are collected in a digitized manner, so they are in a form ...

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