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Author: Thomas Kailath
Publisher: Pearson
ISBN:
Category : Mathematics
Languages : en
Pages : 888
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Book Description
This original work offers the most comprehensive and up-to-date treatment of the important subject of optimal linear estimation, which is encountered in many areas of engineering such as communications, control, and signal processing, and also in several other fields, e.g., econometrics and statistics. The book not only highlights the most significant contributions to this field during the 20th century, including the works of Wiener and Kalman, but it does so in an original and novel manner that paves the way for further developments. This book contains a large collection of problems that complement it and are an important part of piece, in addition to numerous sections that offer interesting historical accounts and insights. The book also includes several results that appear in print for the first time. FEATURES/BENEFITS Takes a geometric point of view. Emphasis on the numerically favored array forms of many algorithms. Emphasis on equivalence and duality concepts for the solution of several related problems in adaptive filtering, estimation, and control. These features are generally absent in most prior treatments, ostensibly on the grounds that they are too abstract and complicated. It is the authors' hope that these misconceptions will be dispelled by the presentation herein, and that the fundamental simplicity and power of these ideas will be more widely recognized and exploited. Among other things, these features already yielded new insights and new results for linear and nonlinear problems in areas such as adaptive filtering, quadratic control, and estimation, including the recent Hà theories.
Author: Thomas Kailath
Publisher: Pearson
ISBN:
Category : Mathematics
Languages : en
Pages : 888
Get Book Here
Book Description
This original work offers the most comprehensive and up-to-date treatment of the important subject of optimal linear estimation, which is encountered in many areas of engineering such as communications, control, and signal processing, and also in several other fields, e.g., econometrics and statistics. The book not only highlights the most significant contributions to this field during the 20th century, including the works of Wiener and Kalman, but it does so in an original and novel manner that paves the way for further developments. This book contains a large collection of problems that complement it and are an important part of piece, in addition to numerous sections that offer interesting historical accounts and insights. The book also includes several results that appear in print for the first time. FEATURES/BENEFITS Takes a geometric point of view. Emphasis on the numerically favored array forms of many algorithms. Emphasis on equivalence and duality concepts for the solution of several related problems in adaptive filtering, estimation, and control. These features are generally absent in most prior treatments, ostensibly on the grounds that they are too abstract and complicated. It is the authors' hope that these misconceptions will be dispelled by the presentation herein, and that the fundamental simplicity and power of these ideas will be more widely recognized and exploited. Among other things, these features already yielded new insights and new results for linear and nonlinear problems in areas such as adaptive filtering, quadratic control, and estimation, including the recent Hà theories.
Author: D. D. Joshi
Publisher: New Age International
ISBN: 9780852265178
Category : Science
Languages : en
Pages : 308
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Book Description
Author: Karl-Rudolf Koch
Publisher: Springer Science & Business Media
ISBN: 3662039761
Category : Mathematics
Languages : en
Pages : 344
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Book Description
A treatment of estimating unknown parameters, testing hypotheses and estimating confidence intervals in linear models. Readers will find here presentations of the Gauss-Markoff model, the analysis of variance, the multivariate model, the model with unknown variance and covariance components and the regression model as well as the mixed model for estimating random parameters. A chapter on the robust estimation of parameters and several examples have been added to this second edition. The necessary theorems of vector and matrix algebra and the probability distributions of test statistics are derived so as to make this book self-contained. Geodesy students as well as those in the natural sciences and engineering will find the emphasis on the geodetic application of statistical models extremely useful.
Author: Anders Lindquist
Publisher: Springer
ISBN: 3662457504
Category : Science
Languages : en
Pages : 788
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Book Description
This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribution that will inform the fields of stochastic modeling, estimation, system identification, and time series analysis for decades to come. It also provides the mathematical tools needed to grasp and analyze the structures of algorithms in stochastic systems theory.
Author: George H. Dunteman
Publisher: SAGE
ISBN: 9780761920847
Category : Mathematics
Languages : en
Pages : 92
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Book Description
Providing a thorough introduction to generalized linear models (GLM), exponential family distribution & maximum likelihood estimation, this book includes discussion on checking model adequacy & description on how to use a popular statistical software programme, SAS, to fit GLM.
Author: John H. Aldrich
Publisher: SAGE
ISBN: 9780803921337
Category : Mathematics
Languages : en
Pages : 100
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Book Description
After showing why ordinary regression analysis is not appropriate for investigating dichotomous or otherwise 'limited' dependent variables, this volume examines three techniques which are well suited for such data. It reviews the linear probability model and discusses alternative specifications of non-linear models.
Author: Richard C. Aster
Publisher: Elsevier
ISBN: 0128134232
Category : Science
Languages : en
Pages : 406
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Book Description
Parameter Estimation and Inverse Problems, Third Edition, is structured around a course at New Mexico Tech and is designed to be accessible to typical graduate students in the physical sciences who do not have an extensive mathematical background. The book is complemented by a companion website that includes MATLAB codes that correspond to examples that are illustrated with simple, easy to follow problems that illuminate the details of particular numerical methods. Updates to the new edition include more discussions of Laplacian smoothing, an expansion of basis function exercises, the addition of stochastic descent, an improved presentation of Fourier methods and exercises, and more. - Features examples that are illustrated with simple, easy to follow problems that illuminate the details of a particular numerical method - Includes an online instructor's guide that helps professors teach and customize exercises and select homework problems - Covers updated information on adjoint methods that are presented in an accessible manner
Author: H. Vincent Poor
Publisher: Springer Science & Business Media
ISBN: 1475723415
Category : Technology & Engineering
Languages : en
Pages : 405
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Book Description
Essential background reading for engineers and scientists working in such fields as communications, control, signal, and image processing, radar and sonar, radio astronomy, seismology, remote sensing, and instrumentation. The book can be used as a textbook for a single course, as well as a combination of an introductory and an advanced course, or even for two separate courses, one in signal detection, the other in estimation.
Author: M. H. A. Davis
Publisher: Chapman & Hall
ISBN:
Category : Mathematics
Languages : en
Pages : 248
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Book Description
Finite-dimensional linear estimation; Stochastic processes and linear estimation; Orthogonal increments processes; Estimation in dynamical systems; Linear stochastic control; An outline of further developments.
Author: Harry L. Van Trees
Publisher: John Wiley & Sons
ISBN: 0470542969
Category : Technology & Engineering
Languages : en
Pages : 1188
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Book Description
Originally published in 1968, Harry Van Trees’s Detection, Estimation, and Modulation Theory, Part I is one of the great time-tested classics in the field of signal processing. Highly readable and practically organized, it is as imperative today for professionals, researchers, and students in optimum signal processing as it was over thirty years ago. The second edition is a thorough revision and expansion almost doubling the size of the first edition and accounting for the new developments thus making it again the most comprehensive and up-to-date treatment of the subject. With a wide range of applications such as radar, sonar, communications, seismology, biomedical engineering, and radar astronomy, among others, the important field of detection and estimation has rarely been given such expert treatment as it is here. Each chapter includes section summaries, realistic examples, and a large number of challenging problems that provide excellent study material. This volume which is Part I of a set of four volumes is the most important and widely used textbook and professional reference in the field.
