課程資訊
課程名稱
估測理論
Estimation Theory 
開課學期
106-1 
授課對象
工學院  工程科學及海洋工程學研究所  
授課教師
郭振華 
課號
ESOE5015 
課程識別碼
525 U0230 
班次
 
學分
3.0 
全/半年
半年 
必/選修
選修 
上課時間
星期四6,7,8(13:20~16:20) 
上課地點
工科204 
備註
總人數上限:30人 
Ceiba 課程網頁
http://ceiba.ntu.edu.tw/1061ESOE5015_ 
課程簡介影片
 
核心能力關聯
本課程尚未建立核心能力關連
課程大綱
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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. 

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. 
課程要求
待補 
預期每週課後學習時數
 
Office Hours
 
參考書目
待補 
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. 
評量方式
(僅供參考)
   
課程進度
週次
日期
單元主題