Numerical Methods in Estimation: Recursive Least Squares and Covariance Matrix
By Gilbert Strang - MIT
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Lecture Description
Course Description
This course provides a review of linear algebra, including applications to networks, structures, and estimation, Lagrange multipliers. Also covered are: differential equations of equilibrium; Laplace's equation and potential flow; boundary-value problems; minimum principles and calculus of variations; Fourier series; discrete Fourier transform; convolution; and applications.
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