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Scope of the final exam for Stochastic.

Chapter 3.

- Least Square Estimator / Minimum mean square estimator :

- ch.3.2.1 - Week_4_chapter3

- Ex. 3.9 / Ex. 3.10 (page 100,102)

- Ch.3.5 “Tunning” a kalman filter

- Chapter 3 Exercises: Prob. 3.8 / Prob. 3.14 (Week_7_supplememt)

Chapter 4. Recursive Least Square Estimator

- Ex. 4.5 (P.126)

- Recursive Least Square Estimator(Page 136)

- Chapter 4 Exercises : Prob.10, Prob.11

Chapter 5.

- Examp. 5.24

- Exercises: Prob. 8.

- Week_12 : Kim’s comment

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