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課程名稱 |
估測理論
Estimation Theory |
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開課學期 |
106-1 |
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授課對象 |
工學院 工程科學及海洋工程學系 |
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授課教師 |
郭振華 |
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課號 |
ESOE5015 |
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課程識別碼 |
525 U0230 |
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班次 |
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學分 |
3.0 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期四6,7,8(13:20~16:20) |
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上課地點 |
工科204 |
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備註 |
總人數上限：30人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1061ESOE5015_ |
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課程簡介影片 |
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核心能力關聯 |
本課程尚未建立核心能力關連 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
1.Linear Algebra; 2. Probability and Statistics; 3. Linear Regression; 4. Rank Deficiency and Ill-Conditioning; 5. Discretizing Problems Using Basis Functions; 5. Sparse Solutions of Underdetermined Systems; 6. Sparse Recovery via l1-Minimization; 7. Iterative Methods; 8. Fourier Techniques; 9. Nonlinear Regression; 10. Nonlinear Inverse Problems; 11. Bayesian Methods. |
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課程目標 |
This course introduces students to the estimation theory, which has the goal of extracting from noise-corrupted observations the values of disturbance parameters (noise variance, for example). The course is about the principles and techniques of the underlying theory of inversion and data inference in the statistical data processing problems. Areas to be covered include: The theory behind Linear, Linearized and Nonlinear inverse problems; Techniques for fitting models to data; Ill-posed inverse problems and methods of solution; Resolution, error propagation and goodness of fit. Nonlinear optimization and algorithms; Probabilistic inference theory and techniques; Monte Carlo based approaches to exploring parameter spaces. |
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課程要求 |
待補 |
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預期每週課後學習時數 |
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Office Hours |
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參考書目 |
待補 |
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指定閱讀 |
Parameter Estimation and Inverse Problems (Second Edition), by Richard C. Aster, Brian Borchers and Clifford H. Thurber ISBN: 978-0-12-385048-5. |
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評量方式
(僅供參考) |
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