Suppose we are given a linear dynamical system $$G=(A,B,C,D)$$ (recall that a linear system is an input $$x$$ to output $$y$$ map such that $$y_k = Cx_k + Du_k, x_{k+1}=Ax_k+Bu_k$$), and $$G$$ has …

Well, if one were to cut to the chase, it appears to be because of the Central Limit Theorem (CLT). However, there is more underlying structure under the hood as to why the Gaussians seem to be the …

It might seem out of place that in the world of big data, finding a singular parameter’s estimate could be interesting. Quite the contrary – point estimation problems are one of the most …