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The course introduces a standardized approach for parameter estimation, using a functional model (relating the observations to the unknown parameters) and a stochastic model (describing the quality of the observations). Using the concepts of least squares and best linear unbiased estimation (BLUE), parameters are estimated and analyzed in terms of precision and significance. This course teaches how to translate real-life estimation problems to easy mathematical models.

Assessment

This course does not involve any written exams. Students need to answer 5 assignment questions to complete the course, the answers will be in the form of written work in pdf or word. Students can write the answers in their own time. Each answer needs to be 200 words (1 Page). Once the answers are submitted, the tutor will check and assess the work.

Certification

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Course Credit: TU Delft

Course Curriculum

Module: 01
Introduction video: measuring the canal width 00:05:00
Course video 00:02:00
Course team 00:02:00
Module: 02
What is an “estimation problem”? 00:08:00
Deterministic and stochastic variables 00:04:00
Quality of measurements 00:05:00
Random errors 00:04:00
Precision and covariance matrix 00:04:00
Precision and covariance matrix (cont’d) 00:05:00
Elements of the estimation problem 00:04:00
1. Feedback video 00:03:00
Module: 03
Introduction video: sea level rise 00:04:00
Model formulation 00:05:00
The functional model: connecting the elements 00:05:00
Sea level example 00:05:00
Solvability of a system of equations 00:05:00
Uniqueness of solutions 00:02:00
Overdetermined systems 00:04:00
Stochastic model 00:04:00
Stochastic model (cont’d) 00:05:00
2. Feedback video 00:02:00
Module: 04
Concept of Least Squares 00:05:00
Least Squares: Analytical solution 00:05:00
Weighted Least Squares Estimation 00:08:00
Deriving the equations 00:07:00
Geometry of least squares 00:06:00
Geometry of least squares – example 00:04:00
3. Feedback video 00:04:00
Module: 05
Estimate vs Estimator 00:04:00
Estimator Properties 00:05:00
An introduction to BLUE 00:07:00
Elaboration on BLUE 00:09:00
Non-linear Least Squares: Introduction 00:06:00
Non-linear Least Squares: Principle 00:07:00
Non-linear Least Squares: Solution and Properties 00:08:00
4. Feedback video 00:05:00
Module: 06
Precision 00:03:00
Error Propagation (1) 00:05:00
Error Propagation (2) 00:06:00
Estimator Precision and Confidence Interval (1) 00:04:00
Estimator Precision and Confidence Interval (2) 00:05:00
Module: 07
5. Feedback video 00:02:00
Error Detection: Introduction 00:05:00
Error Detection: Overall Model Test 00:07:00
Overal Model Test: Interpretation 00:03:00
Overal Model Test: Interpretation (cont.) 00:07:00
Module: 08
6. Feedback video 00:04:00
Closing video 00:07:00
Module: 09
Mat 1.1 What is MATLAB? 00:02:00
Mat 1.2 MATLAB Online 00:02:00
Mat 1.3 MATLAB Variables 00:03:00
Mat 1.4 MATLAB Functions 00:03:00
Mat 1.5 MATLAB as a Calculator 00:02:00
Module: 10
Mat 2.1 Creating Vectors 00:01:00
Mat 2.3 Matrix Creation Functions 00:02:00
Mat 2.4 Combining Matrices 00:02:00
Module: 11
Mat 3.1 Accessing Elements of a Matrix 00:02:00
Mat 3.2 Logical Variables 00:03:00
Mat 3.3 Accessing Elements of a Vector Using Conditions 00:02:00
Mat 3.4 Determining Array Size and Length 00:02:00
Mat 3.5 Statistical Functions on Matrices 00:02:00
Mat 3.6 Calculations with Matrices 00:02:00
Module: 12
Mat 4.1 Making Histograms 00:03:00
Module: 13
Mat 5.1 If-Else Statements 00:03:00
Mat 5.2 Writing a FOR Loop 00:02:00
Mat 5.3 Writing a WHILE Loop 00:03:00
Assessment
Submit Your Assignment 00:00:00
Certification 00:00:00

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