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Is Ele C6)- ESTIMATION THERY IAT TO MSTRUCTOR : STEVEN KAY i TEXT: FUNDAHENTALS OF STATISTICAL SIGNAL PReCEISIN GE - ESTIMATION J. KAY REFERENCES! 1) ADVANCED THEORY OF STATISTICS yoL >, Kewsare, tC STUART 2) PARAMETER EST/MAT IW, SORENSON COVRSE CUTLINE. SEE TALE OF CoWTEWTSe (LE, CRLB, LEAST SQUARES, CLASSICAL ) SUFFiClenT STATISTIEL, WY, GLUE, HETHoR OF paeHewts Baresi 4 AME, MAP, Kitt FpLTERde Prete quspres | y ELE s0q OC cyrrens mim RAvpors [NP VTL) 2) LAER ALGEBRA + CATRIX THERY {(N GRADING + wD HortweaK ASS 6A ED wkeKcy DvVE FoLrcpowiwWe WEEK - Nor GRABED BvT REASONABLE SFFoaT RE RURED 2 pPRosecr (fo) A) LITERATRE SURVEY 6) Avaeysis CoritiwAL ReSEhhH/ CG) . COMPUTER SIM ULATI OW PRP oS AL, ORAL PREFSENTATIW And FIAL Whitten REPokr REQ UIED 3) DATA ANALYSIS (20%) OFHCE Hours! MN, WF 9-U PTF rs Foy Keucey Pwwex Apes IN TILOPYLT?) ow AREAS OF APPLICATION uv RADAR (AIRPORT SURVEILLANCE RADA (ASR Oe AIL CRAFT AO PETER (NE A jRERAPT f Rane AL A FuNeTiw OF Time [lo MET Hon ' TRANS AIT ERJES Of Poses, AWiLyY2E RET WISH TO FIND Round WG? PAAL. + & PINE = 28 © SPEXD oF LikhT NVST. ESTINATE Ee Sywee Etre fece ven fuse insepom mw Wore C AABENT, CLUTTER, EletrRowy ¢) 2/7 SONAR SUF ACE Spifl Towed ARERY ENEMY Z ap 548 MY theppowe With, TO PETER Mi~E BERING oF .TRAbET ELAINE STENALS AT OUTPUT of METHOD > HYDRO BONE ‘BRRAY pypnornone d £ NC. Mowe (PRESENT é, CAn BE VSB TO FIND BERRINE SICNPAS WiLe BE (beep WW NOE t Pribient, Flow | ELE LONE , Su / PP nb, ETE DY bfomens heh EKG ar 4 With T° betenwe Hear rare CY), SVG MAL CORRUPT By ELELTRON;< MOE, PATIENT Movin’, SONS 6R NOISE | EFZ. i tJ COMM YM ICATIONS ESTIMATE NOISE LEVEL ow TELEPHONE Chi eR TO SED ArpisfleR CAinT SD Stonmomses Es zpnte © GCVESSD pow FOWES AVERIGE fAeirAasnisry ESTUIATE Herd TIE bE TWEEN FAILURES WY ACTARIAL ESTIMATE AYERACE LIFE SPAN oF (IALSE IN USA GEWERIC EXAMPLE GEWERIC EXAGPLE DAMPER SylvsuD sin) oasekves bvT CORRUPTED BY APLITINE NOISE Wha}, Klay = Stal + whos NFO, bon WHt ‘ “oy Senoret® HAS taKaewn PARAN ETERS Stays Ar cvrilearh org) at. , ft Estinave FAL, ta $) of Lypyer oF TEs & Nias 1 Zens NEW, We VaRpANCE 6 EXAMPLES : X Lay = AtwWilra Tapes LEVEL Wie, 10 were GAvsrian wore (wen? XO ao AervALLy DIS tRErE~ ‘Tie whe ren arin How po we esrinare A? INTVITIYELY, A IS AVERAGE Lever of eid C Wh as 2eRe Hem) REDS IWAELE ESTIMATOR: a zw AtW @ XK Las n~o DENOTES ESTIMATIA 1 Iw EFS TINATR DEP EWDS ONLY ON ObsYVED DATA. CAN BE VIEWED AS REttL FUNLTI OW oF oasEnvaTions OR Ax a Cater, 2015. elon How abour- 4 =xloj? AYWY OTHER POSS{ALE ESTIMA TRL ? WHICH IS THE Gecr ove ® EXPERIMENT FT N = foo A Exrimapon-is Rawkor Vauiaece ( £yneried OF RAnbom rariabrEes) > zhey ovrcone if PIFFEREAT > NEED To pEercaiae STATIS Fi) cCALLY LEP ERIMENT > N=)09 AI REVERT EXPERIMEN Joos Tine" fL0T ley Aisseéear of RESULT” NUMBER oF OU TLOMES o ‘ FC 2 “ ? A ‘ 4 BETTY esting @ 4. BECAUSE por M0RE COMCEN TRATED PpoovT TRYE VALE oe VARIANCE fs tess, “On THE AVERAGE A. Wit PRODULE VALVE Choc To A=" © "Pho eer $0 Coettepe HOY AtD VARIA CE ” LOF ESriMATors EO) = Ely Sutuda 4 ‘E Eli) Bre Fo =A ech) Fel xe =k veh) = var (Yu Exca) wet ~ ee VAR (xt) = oY, oe a vacla) = Vaelxtey)= ¢> > vaelbs {o A IS PREF ErRED Crresrgusty of A seé Coren 7p AUS BleHER 1 SER PorEWoRK Cw) G versTjous ! te GVESAED AT Fath of ESTIMATE ~ yor POSSIBLE (NH GENERAL - WED a “TURN THE LRINK “ NETHOD- ay DOES AN oP TiNnaL ESTHIATR. extiry? Ove WITH MunittUn VaR awe? WW PREViovs Examece ECR) =A. WHAT ARPPENS TF wet A Sain ? nae POF ?oF - ye > vanlD= & rArCAd =e gS ‘lj t a 4 4 4 Aa AS No pe Reaser WF (i a a aA a 8 OWE ATTEnpT Fo MiWinIZe VALLANCE , MVET CONSTR AWW ESTIMATOR To phir ECA) =A 3 UbiASE ES THIATOR MOI ATED : ; . . Cw hte WHAT Us VAtigwce CO) CHpPe TER 2 Ai VARI AWE - ea ee aes UNBIASED ESTIMATION . UNBIASED = On THE AVERACE ESTINATR Wite YIELD TRIE Varve of £0Cb = ao FoR Ale o P reve. VALE ExXAnPLE ¢ bo LEVEL ww WEY XiLjA)= AeWwhad AAO wy Wl Pwew A CHK TAKE Of ValvEr -m< Az co Ae WE x Ew wet AA) = We % El xt) he =z A Feh. ALLA — Se => VABIALED POF oF UNIASER 8. Teves. 70 CE SYA a ETRIC on Per A e @ WoT NECESSARY THOUCH, ( EXAMPLE 2 Te Be VubsASeD £(8)= 6 For Ae £08)= JS gles ple ehs -@ —S CO 6. PIF of DATA (x pewotes We vectoR Cio x to oe KAD) N? ExAnPele : SAME Ekin ce oes A= Bw fk bay a~o UYNLIAS ED ¥ aa ECA) = =A =~ A a> o th & fo Bias of ESTiAaAToR = E(0I-6 = b(6) Giwernnley SEEK WNBIATED: EST UrATOAS CwecessAhy gvriwor SUFFICIENT por Good E Boa, = APF OY yg Devewos on A. GeweRaley CowtreaAw Bras To bE Zeno An > Thew NwittlE YAR ANCE D> MiNined VAtiaNcE Vilbsasen Cove ESTIMATOR (co R EXISTENCE OF MYV ESTiNATOA OO does myy exis? vae CO) a Must HAVE SMALLEST YARIa_ce Fo ALL banves of & - OC yw ppokALy mye EStiMAToR) IN Gewenae, Witt MOT EIST. sonst. ew . 2 ppc, oo" Eaneee + xis ~v Cea os we KLiyn MY Ge f N27 Oe A ao, = Celey tees): &~ L : / (Un bASe ?) 3 choo + Suh Yan(b) 2 VAR Ccko) + EVRA LE VB) = He vrelctos) +4 VAR (kta) rae Cxty) = 7 Var Cetij= t Bee 2 eLo WHY NOT CHoore OL 0? & Fee oro Awo B. tea € caw aise Cow THAT. Varn (8) Lora 820 And VECO) FoR Geo POLS POLE B& WO trav J PRE SnALcesr 4 oTHhe. FO WITH Lowen How Bo we Fide mee ? VE AT Exisre) APPROACHES + CHRETE COMPUTE CRAMER-RAS Lower found en VARIANCE © FIND ESTIMATeR TAAT~ SATIS FIES IT. WHEN CRLE SATISFIED MI EQvaLITy FoR ALL e > MYO ESTINATOA CHAE APPLY BAC BLACK WAL - LE Any *Seyerre Thee : D FINE SURE icfenr STATISTYS And FARE iT UNBIASED =) payu EsTIATBR 6% RESTRIET ESTIMATOR To 0& Lweak PD BEST LWERR WNOIASE ESTIMATOR of five FoR ALL tyweme ESTIAATIAS PIVV FoR VYECTER PARANE TR LIV FR VECRR PARAMETER a . a: [é prt Veer OF PARAIIE TEL % - a worsen IF Ele D= Oe 6k LETTE eli. ley “ g, . [eles a]. > e48)= 2 (bo =la =o UMA SD ‘ 4 E (by) r Myo inert YRRiptce MERE VARCBLD C31 aay p IS MIM VA CRAneR-RAO Lower. gow LB AORN OR ROMER BOM CeReay How ACCURATAY WE CAN ESTIMATE & DEPEWRS ow PDF. WHAT HAP PEWS IF PDF DOES wer DEvEWD ow 0° EXPE - — XLoj= A+ who) t VNC OY Choose A= lo) = Atwlos > IF G* tanse , 4 Pook IF O° pte A Seen ALTERNATIVE ViEWPaNT t - bye &bou-a™ ‘ 2h Pe Oxted; ar "en ¢ ph Por Pil eies=3;a$ = Pr f3-& exlj)e arb} oh Pe (elds AE 1? 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