The main purpose of this lesson is to introduce a generic model that is linear in the unknown parameters, *z*(*k)* = H(*k*)θ + V(*k*). In this model, which we refer to as a *generic linear model,* vector θ contains the unknown deterministic or random parameters that will be estimated using one or more of this book’s techniques. Examples are given which demonstrate how to obtain a generic linear model for real problems.

Some estimation notation is also introduced: denotes an estimate of *x* and denotes the error in estimation, ...

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