Location: Academic Organisations » OpenCourseWare Consortium » MIT OpenCourseWare » MIT 18.085 Computational Science and Engineering I - Fall 2007

event thumbnail image

MIT 18.085 Computational Science and Engineering I - Fall 2007

Lecture 15: Numerical methods in estimation: recursive least squares and covariance matrix

author:Gilbert Strang, Department of Mathematics, Center for Future Civic Media
published: Nov. 24, 2008, recorded: March 2001, views: 571

Turn off the lights

You might be experiencing some problems with Your Video player.

See Also:

Launch Windows Media Player Launch in a standalone WM Player

WMedia Player Switch to Windows Media Player

Download Flash video Download mit18085f07_strang_lec15_01.flv (Flash video 252.9 MB)

Download mp4 video Download mit18085f07_strang_lec15_01.m4v (mp4 video 150.6 MB)

Download Real media video Download mit18085f07_strang_lec15_01.rm (Real media video 106.5 MB)

Download Windows Media video Download mit18085f07_strang_lec15_01.wmv (Windows Media video 536.2 MB)

Help icon Streaming Video Help

WebLink icon Windows Media Player Firefox Plugin - Download

Related content

Visitors who watched this lecture also watched...

Lecture 16: Dynamic estimation: Kalman filter and square root filter
888 views - Gilbert Strang, 2001

Lecture 14: Numerical linear algebra: SVD and applications
520 views - Gilbert Strang, 2001

Lecture 4: Applications to linear estimation: least squares
368 views - Gilbert Strang, 2001

Numerical Methods for Solving Least Squares Problems with Constraints
1996 views - Gene Golub, 2004

Lecture 1: Positive definite matrices K = A'CA
1399 views - Gilbert Strang, 2001

Lecture 17: Finite difference methods: equilibrium problems
144 views - Gilbert Strang, 2001

Lecture 13: Numerical linear algebra: orthogonalization and A = QR
193 views - Gilbert Strang, 2001

Lecture 19: Optimization and minimum principles: Euler equation
182 views - Gilbert Strang, 2001

Lecture 1: The Geometry of Linear Equations
4878 views - Gilbert Strang, 1999

Lecture 11: Initial value problems: wave equation and heat equation
307 views - Gilbert Strang, 2001

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.

Lecture popularity: You need to login to cast your vote.

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

Comment
Name
Email address
URL

make sure you have javascript enabled or clear this field: