- #1
senmeis
- 69
- 2
Hello,
I have a question to Maximum Likelihood Estimation. The typical form of MLE looks like this:
X = Hθ + W. W is gaussion with N(0, C).
θml = (HTC-1H)-1HTC-1X
I think θml can only be calculated after a lot of measurements are made, that is, there are plenty of samples of H and X. Or, it is impossible to get θml if only information about θ is known. Do I understand it correctly?
Senmeis
I have a question to Maximum Likelihood Estimation. The typical form of MLE looks like this:
X = Hθ + W. W is gaussion with N(0, C).
θml = (HTC-1H)-1HTC-1X
I think θml can only be calculated after a lot of measurements are made, that is, there are plenty of samples of H and X. Or, it is impossible to get θml if only information about θ is known. Do I understand it correctly?
Senmeis