The effect of correlations and uncertain parameters on the efficiency of estimating and the precision of estimated parameters

Introduction .........................................................................................................395 Correlation and its effect on precision ............................................................397 Least squares estimation and linearization ....................................................399 Determination of

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............................................................................................407 Ergodic and stationary processes.....................................................................409 Uncertain parameters.........................................................................................413 Bayesian probabilities, prior information, and uncertain parameters.......420 Conclusions..........................................................................................................422 References.............................................................................................................423