SI&DA - Lecture 7 'Linear Estimation Problems'

Linear Estimation Problems

Already solved here (TODO - link @ exercise of lecture 6)

NOTE: This problem is easy to solve.

→ Using the properties of Matrix Derivatives, we can solve as:

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Special Case: ${\sum }_e={\sigma }_e^2\cdot I$

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~Ex.:

SIandDAHomework

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~Ex.:

SIandDAHomework

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~Ex.: What Happens when $E[e_i]=m_e=0\forall i=1,\dots ,m$ ?

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Definition of ‘GM Estimator (GME)’

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Proof:

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~Ex.:

SIandDAHomework

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~Ex.:

SIandDAHomework