Estimation Summary Examine correlations Process noise White noise · Random walk First-order Gauss Markov Processes Kalman filters- Estimation in which the parameters to be estimated are changing with time 03/1802 12.540Lec1203/18/02 12.540 Lec 12 2 Estimation • Summary – Examine correlations – Process noise • W hit e n ois e • Random walk • First-order Gauss Markov Processes – Kalman filters – Estimation in which the parameters to be estimated are changing with time