... Estimation Correlated Data Uncertainty Kalman Filter Consider estimating the thermal conductivity by measuring temperatures as a function of time and position, T = F x , t , k . The usual approach is to minimize the weighted sum of the errors squared (1) S = ∑ i...

... July 2, 2002. Associate Editor: A. F. Emery. 24 August 2001 02 July 2002 03 12 2002 information theory sampling methods parameter estimation Information Parameter Estimation Correlated Data Uncertainty Experiments are often performed to prove the accuracy...