[PDF] Lessons In Digital Estimation Theory eBook

Author : Jerry M. Mendel
Publisher : Pearson Education
Page : 891 pages
File Size : 11,43 MB
Release : 1995-03-14
Category : Technology & Engineering
ISBN : 0132440792

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Estimation theory is a product of need and technology. As a result, it is an integral part of many branches of science and engineering. To help readers differentiate among the rich collection of estimation methods and algorithms, this book describes in detail many of the important estimation methods and shows how they are interrelated. Written as a collection of lessons, this book introduces readers o the general field of estimation theory and includes abundant supplementary material.

Author : University of Southern Jerry M. Mendel - Department of Electrical Engineering
Publisher :
Page : 592 pages
File Size : 28,55 MB
Release : 1995
Category : Estimation theory
ISBN :

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Estimation theory is a product of need and technology. As a result, it is an integral part of many branches of science and engineering. To help readers differentiate among the rich collection of estimation methods and algorithms, this book describes in detail many of the important estimation methods and shows how they are interrelated. Written as a collection of lessons, this book introduces readers o the general field of estimation theory and includes abundant supplementary material.

Author :
Publisher :
Page : 0 pages
File Size : 41,47 MB
Release : 1995
Category :
ISBN :

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Estimation theory is a product of need and technology. As a result, it is an integral part of many branches of science and engineering. To help readers differentiate among the rich collection of estimation methods and algorithms, this book describes in detail many of the important estimation methods and shows how they are interrelated. Written as a collection of lessons, this book introduces readers o the general field of estimation theory and includes abundant supplementary material.

Author : L. Kubacek
Publisher : Elsevier
Page : 335 pages
File Size : 21,92 MB
Release : 2012-12-02
Category : Mathematics
ISBN : 0444598081

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The application of estimation theory renders the processing of experimental results both rational and effective, and thus helps not only to make our knowledge more precise but to determine the measure of its reliability. As a consequence, estimation theory is indispensable in the analysis of the measuring processes and of experiments in general.The knowledge necessary for studying this book encompasses the disciplines of probability and mathematical statistics as studied in the third or fourth year at university. For readers interested in applications, comparatively detailed chapters on linear and quadratic estimations, and normality of observation vectors have been included. Chapter 2 includes selected items of information from algebra, functional analysis and the theory of probability, intended to facilitate the reading of the text proper and to save the reader looking up individual theorems in various textbooks and papers; it is mainly devoted to the reproducing kernel Hilbert spaces, helpful in solving many estimation problems. The text proper of the book begins with Chapter 3. This is divided into two parts: the first deals with sufficient statistics, complete sufficient statistics, minimal sufficient statistics and relations between them; the second contains the mostimportant inequalities of estimation theory for scalar and vector valued parameters and presents properties of the exponential family of distributions.The fourth chapter is an introduction to asymptotic methods of estimation. The method of statistical moments and the maximum-likelihood method are investigated. The sufficient conditions for asymptotical normality of the estimators are given for both methods. The linear and quadratic methods of estimation are dealt with in the fifth chapter. The method of least squares estimation is treated. Five basic regular versions of the regression model and the unified linear model of estimation are described. Unbiased estimators for unit dispersion (factor of the covariance matrix) are given for all mentioned cases. The equivalence of the least-squares method to the method of generalized minimum norm inversion of the design matrix of the regression model is studied in detail. The problem of estimating the covariance components in the mixed model is mentioned as well. Statistical properties of linear and quadratic estimators developed in the fifth chapter in the case of normally distributed errors of measurement are given in Chapter 6. Further, the application of tensor products of Hilbert spaces generated by the covariance matrix of random error vector of observations is demonstrated. Chapter 7 reviews some further important methods of estimation theory. In the first part Wald's method of decision functions is applied to the construction of estimators. The method of contracted estimators and the method of Hoerl and Kennard are presented in the second part. The basic ideas of robustness and Bahadur's approach to estimation theory are presented in the third and fourth parts of this last chapter.

Author : David D'Argenio
Publisher : Springer Science & Business Media
Page : 202 pages
File Size : 16,66 MB
Release : 2013-06-29
Category : Medical
ISBN : 147579021X

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This volume records the proceedings of the Workshop on Advanced Meth ods of Pharmacokinetic and Pharmacodynamic Systems Analysis, organized by the Biomedical Simulations Resource in May 1990. The meeting brought together over 120 investigators from a number of disciplines, including clinical pharmacology, clinical pharmacy, pharmaceutical science, biomathematics, statistics and biomed ical engineering with the purpose of providing a high-level forum to facilitate the exchange of ideas between basic and clinical research scientists, experimentalists and modelers working on problems in pharmacokinetics and pharmacodynamics. It has been my experience that in many areas of biomedical research, when a meeting of this type is held, the general attitude of those experimentalists willing to attend is one of extreme skepticism: as a group they feel that mathematical modeling has little to offer them in furthering their understanding of the particular biological processes they are studying. This is certainly not the prevailing view when the topic is pharmacokinetics and drug response. Quite the contrary, the use of mathemati cal modeling and associated data analysis and computational methods has been a central feature of pharmacokinetics almost from its beginnings. In fact, the field has borrowed techniques of modeling from other disciplines including applied math ematics, statistics and engineering, in an effort to better describe and understand the processes of drug disposition and drug response.

Author : K.W. Hipel
Publisher : Elsevier
Page : 1053 pages
File Size : 36,40 MB
Release : 1994-04-07
Category : Technology & Engineering
ISBN : 0080870368

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This is a comprehensive presentation of the theory and practice of time series modelling of environmental systems. A variety of time series models are explained and illustrated, including ARMA (autoregressive-moving average), nonstationary, long memory, three families of seasonal, multiple input-single output, intervention and multivariate ARMA models. Other topics in environmetrics covered in this book include time series analysis in decision making, estimating missing observations, simulation, the Hurst phenomenon, forecasting experiments and causality. Professionals working in fields overlapping with environmetrics - such as water resources engineers, environmental scientists, hydrologists, geophysicists, geographers, earth scientists and planners - will find this book a valuable resource. Equally, environmetrics, systems scientists, economists, mechanical engineers, chemical engineers, and management scientists will find the time series methods presented in this book useful.

Author : Kenichi Kanatani
Publisher : Courier Corporation
Page : 548 pages
File Size : 44,25 MB
Release : 2005-07-26
Category : Mathematics
ISBN : 0486443086

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This text for graduate students discusses the mathematical foundations of statistical inference for building three-dimensional models from image and sensor data that contain noise--a task involving autonomous robots guided by video cameras and sensors. The text employs a theoretical accuracy for the optimization procedure, which maximizes the reliability of estimations based on noise data. The numerous mathematical prerequisites for developing the theories are explained systematically in separate chapters. These methods range from linear algebra, optimization, and geometry to a detailed statistical theory of geometric patterns, fitting estimates, and model selection. In addition, examples drawn from both synthetic and real data demonstrate the insufficiencies of conventional procedures and the improvements in accuracy that result from the use of optimal methods.

Author : Charles K. Chui
Publisher : Springer Science & Business Media
Page : 241 pages
File Size : 47,65 MB
Release : 2009
Category : Business & Economics
ISBN : 3540878483

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This book presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method and an indirect method.