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\section{Multi-Sensor Estimation}
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\section{Multi-Sensor Estimation}
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\input{parts/03_multi-sensor-estimation/00_linearization.tex}
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\input{parts/03_multi-sensor-estimation/00_linearization.tex}
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\input{parts/03_multi-sensor-estimation/01_least-squares.tex}
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\input{parts/03_multi-sensor-estimation/01_least-squares.tex}
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% \input{parts/03_multi-sensor-estimation/02_nonlinear-least-squares.tex}
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\input{parts/03_multi-sensor-estimation/02_nonlinear-least-squares.tex}
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% \input{parts/03_multi-sensor-estimation/}
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% \input{parts/03_multi-sensor-estimation/}
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\end{document}
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\end{document}
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\subsection{Linear Least Squares}
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\subsection{Linear Least Squares}
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\bi{Goal}: $\argmin{x \in \R^n} ||\mat{A}\vec{x} - b||^2_2$, $\mat{A}$: rows $i$-th datap. col $c$: $t_i^{c - 1}$.
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\bi{Goal}: $\argmin{x \in \R^n} ||\mat{A}\vec{x} - b||^2_2$, $\mat{A}$: rows $i$-th datap. col $c$: $t_i^{c - 1}$.
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\bi{Man. sol.}: comp. $M = A^\top A$, $b' = A^\top b$, then $Mx = b'$
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\bi{Man. sol.}: comp. $M = A^\top A$, $b' = A^\top b$, then $Mx = b'$.
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\bi{Prob. sol.}: $\text{argmax} p(\vec{x} \divider \vec{z})$ with
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\begin{itemize}
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\item \bi{Max. Like} $p(\vec{x} | \vec{z}) \propto p(\vec{z} | \vec{x}) = \prod_{i = 1}^N p(\vec{z}_i | \vec{x})$
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\item \bi{M a Post} $p(\vec{x} | \vec{z}) \propto p(\vec{z} | \vec{x}) p(\vec{x}) = p(\vec{x}) \prod_{i = 1}^N p(\vec{z}_i | \vec{x})$
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\end{itemize}
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\subsection{Non-Linear Least Squares}
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Find $\vec{x}^* = \text{argmax} p(\vec{x} | \vec{z}) = \argmin{}(-\log(p(\vec{x}|\vec{z})))$
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\bi{Gauss-Newton}
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\bi{Levenberg-Marquardt}
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