# Tagged Questions

is related to control theory, dynamic optimization and statistical methods to build mathematical models based on some measured data.

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### Efficient estimator: best choice for the weight matrix in the Weighted Least Squares Estimation

I am facing the linear regression problem in the form: $$y = \Phi\theta+\eta$$ where $y\in\mathbb{R}^N$ is the vector of the measurements (the available data), $\Phi\in\mathbb{R}^{N\times n}$ the ...
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### Properties of Injective Operator on Hilbert Space

I am new to functional analysis and have the following issue: Given an infinite dimensional Hilbert space $H$ and an operator $f: H \times \Omega \to H$, where $\Omega$ is some finite dimensional ...
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### What is the name of this formula??

Let formula_a = lambda array: sum(array) / len(array). We may rename this formula to be average or ...
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### Automatic component identification/extraction of a system

This may probably be a nonsensical question, but here goes… A definition of a system could be: “a set of interacting components, which give structure and behaviour to the system”. E.g. say, a car (a ...
Definitions Persistence Excitation on page 121 here or shortly here and here. A signal is PE if this limit exists $$r_u(\tau)=\lim_{N\rightarrow\infty}\frac 1 N \sum_{t=1}^{N} u(t+\tau)u^T(t)$$...