PowerPoint Presentation - 19th century in the the context of the 20th

Example of Optimal Interpolation

T=TB+eB

HT=To+eo

<eB>=< eo >=< eBeoT>= 0

< eB eBT >=C Hard to know in detail!

< eo eoT >=R

Solution minimizes the cost function

S[T]=(HT-To)TR-1(HT-To)+(T-TB)TC-1(T-TB)

T=(HTR-1H+C-1) -1(HTR-1To+C-1TB)