Unformatted text preview: and E ± vv T ² = R DeFne: W = R1 Cost function: J WLS (ˆ x ) = ( zH ˆ x ) T W ( zH ˆ x ) Solution: ˆ x = ( H T W H )1 H T W z Error covariance: E h (ˆ xx ) (ˆ xx ) T i = ( H T W H )1 1...
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This note was uploaded on 01/15/2012 for the course EEL 6935 taught by Professor Staff during the Fall '08 term at University of Florida.
 Fall '08
 Staff

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