# Questions tagged [estimation-theory]

Estimation theory is a branch of statistics and signal processing that deals with estimating the values of parameters based on measured/empirical data that has a random component.

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### Energy estimate for nonlinear term

Let $\Omega$ be open and bounded. Consider that $u$ is smooth solution of \begin{equation} \frac{\partial u}{\partial t}=(u\cdot \nabla)u~~~in~\Omega\times[0,T]\\ u=0~on~~~\partial \Omega\times[0,T]\\...
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### Gelbs Solution of Nonhomogeneous Linear System of Differential Equations

I am struggling with Gelbs derivation of the discretization of a differential equation of the form: $$\dot{x}(t) = F(t)x(t) + L(t)u(t)$$ Here F and L are matrices, while u represents a ...
I am given the sequence $v_0, v_1, \ldots$ of i.i.d. Gaussian random variables $\sim \mathcal{N}(\mu,\sigma^2)$ for some unknown parameter $\mu$ ($\sigma$ is known) which I need to estimate given the ...