AnmeldenEstimation Theory
(ECTS: 3; SWS: 2)Lecturers
Prof. Dr. Richard Bamler, M.Sc. Xiaoxiang Zhu| prerequisites | complex calculus, signal processing, linear algebra, integrals | |
| contents | Statistical Basics, Bayes' Theorem, Detection, Courseification, Parameter Estimation, Time and Frequency Estimation, Multi-Parameter Estimation (Optimal Estimation), Model Selection, Tracking Algorithms (Kalman Filter, Particle Filters), Signal Reconstruction from Irregular Sampling | |
| literature | There is not a dedicated book accompanying the lecture. The following two books, however, cover essential parts: Sivia, D.S., Data Analysis: A Bayesian Tutorial, Oxford Science Publications, 1996. Rodgers, C. D., Inverse methods for atmospheric sounding: Theory and practice, World Science, London, 2000. |
