Lessons in Estimation Theory for Signal Processing, Communications, and Control, Second Edition

Lesson 2 The Linear Model

Summary

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, ...