Gull's lighthouse problem is a famous problem in tomography or
localisation problem, that is an example of an inverse problem. This
exercise uses all the knowledge gained so far in the course, including
using probability transformations, conditional probabilities,
independence, Bayes theorem, marginalisation and optimisation. This
relatively simple problem is analysed systematically, with the various
assumptions discussed. The video then finishes by discussing two key
problems in signal processing: the problems of integration (for
marginalisation of nuisance parameters), and optimisation (for finding
estimators). Some example techniques for addressing these problems are
then discussed.
PGEE11164 Probability, Estimation Theory, and Random Signals Lectures -- School of Engineering, University of Edinburgh. Copyright James R. Hopgood and University of Edinburgh, Scotland, United Kingdom (UK). 2020.
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