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Author: Jorma Rissanen
Publisher: Cambridge University Press
ISBN: 1107004748
Category : Computers
Languages : en
Pages : 171
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Book Description
A comprehensive and consistent theory of estimation, including a description of a powerful new tool, the generalized maximum capacity estimator.
Author: Jorma Rissanen
Publisher: Cambridge University Press
ISBN: 1107004748
Category : Computers
Languages : en
Pages : 171
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Book Description
A comprehensive and consistent theory of estimation, including a description of a powerful new tool, the generalized maximum capacity estimator.
Author: Dan Simon
Publisher: John Wiley & Sons
ISBN: 0470045337
Category : Technology & Engineering
Languages : en
Pages : 554
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Book Description
A bottom-up approach that enables readers to master and apply the latest techniques in state estimation This book offers the best mathematical approaches to estimating the state of a general system. The author presents state estimation theory clearly and rigorously, providing the right amount of advanced material, recent research results, and references to enable the reader to apply state estimation techniques confidently across a variety of fields in science and engineering. While there are other textbooks that treat state estimation, this one offers special features and a unique perspective and pedagogical approach that speed learning: * Straightforward, bottom-up approach begins with basic concepts and then builds step by step to more advanced topics for a clear understanding of state estimation * Simple examples and problems that require only paper and pen to solve lead to an intuitive understanding of how theory works in practice * MATLAB(r)-based source code that corresponds to examples in the book, available on the author's Web site, enables readers to recreate results and experiment with other simulation setups and parameters Armed with a solid foundation in the basics, readers are presented with a careful treatment of advanced topics, including unscented filtering, high order nonlinear filtering, particle filtering, constrained state estimation, reduced order filtering, robust Kalman filtering, and mixed Kalman/H? filtering. Problems at the end of each chapter include both written exercises and computer exercises. Written exercises focus on improving the reader's understanding of theory and key concepts, whereas computer exercises help readers apply theory to problems similar to ones they are likely to encounter in industry. With its expert blend of theory and practice, coupled with its presentation of recent research results, Optimal State Estimation is strongly recommended for undergraduate and graduate-level courses in optimal control and state estimation theory. It also serves as a reference for engineers and science professionals across a wide array of industries.
Author: James Vere Beck
Publisher: James Beck
ISBN: 9780471061182
Category : Mathematics
Languages : en
Pages : 540
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Book Description
Introduction to and survey of parameter estimation; Probability; Introduction to statistics; Parameter estimation methods; Introduction to linear estimation; Matrix analysis for linear parameter estimation; Minimization of sum of squares functions for models nonlinear in parameters; Design of optimal experiments.
Author: Clive D. Rodgers
Publisher: World Scientific
ISBN: 981022740X
Category : Science
Languages : en
Pages : 256
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Book Description
Annotation Rodgers (U. of Oxford) provides graduate students and other researchers a background to the inverse problem and its solution, with applications relating to atmospheric measurements. He introduces the stages in the reverse order than the usual approach in order to develop the learner's intuition about the nature of the inverse problem. Annotation copyrighted by Book News, Inc., Portland, OR.
Author: Bertrand Clarke
Publisher: Springer Science & Business Media
ISBN: 0387981357
Category : Computers
Languages : en
Pages : 786
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Book Description
Extensive treatment of the most up-to-date topics Provides the theory and concepts behind popular and emerging methods Range of topics drawn from Statistics, Computer Science, and Electrical Engineering
Author: Jerry M. Mendel
Publisher: Pearson Education
ISBN: 0132440792
Category : Technology & Engineering
Languages : en
Pages : 891
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Book Description
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: Ne-Zheng Sun
Publisher: Springer
ISBN: 1493923234
Category : Mathematics
Languages : en
Pages : 638
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Book Description
This three-part book provides a comprehensive and systematic introduction to these challenging topics such as model calibration, parameter estimation, reliability assessment, and data collection design. Part 1 covers the classical inverse problem for parameter estimation in both deterministic and statistical frameworks, Part 2 is dedicated to system identification, hyperparameter estimation, and model dimension reduction, and Part 3 considers how to collect data and construct reliable models for prediction and decision-making. For the first time, topics such as multiscale inversion, stochastic field parameterization, level set method, machine learning, global sensitivity analysis, data assimilation, model uncertainty quantification, robust design, and goal-oriented modeling, are systematically described and summarized in a single book from the perspective of model inversion, and elucidated with numerical examples from environmental and water resources modeling. Readers of this book will not only learn basic concepts and methods for simple parameter estimation, but also get familiar with advanced methods for modeling complex systems. Algorithms for mathematical tools used in this book, such as numerical optimization, automatic differentiation, adaptive parameterization, hierarchical Bayesian, metamodeling, Markov chain Monte Carlo, are covered in details. This book can be used as a reference for graduate and upper level undergraduate students majoring in environmental engineering, hydrology, and geosciences. It also serves as an essential reference book for professionals such as petroleum engineers, mining engineers, chemists, mechanical engineers, biologists, biology and medical engineering, applied mathematicians, and others who perform mathematical modeling.
Author: Hamish McCallum
Publisher: John Wiley & Sons
ISBN: 0470757426
Category : Science
Languages : en
Pages : 360
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Book Description
Ecologists and environmental managers rely on mathematical models, both to understand ecological systems and to predict future system behavior. In turn, models rely on appropriate estimates of their parameters. This book brings together a diverse and scattered literature, to provide clear guidance on how to estimate parameters for models of animal populations. It is not a recipe book of statistical procedures. Instead, it concentrates on how to select the best approach to parameter estimation for a particular problem, and how to ensure that the quality estimated is the appropriate one for the specific purpose of the modelling exercise. Commencing with a toolbox of useful generic approaches to parameter estimation, the book deals with methods for estimating parameters for single populations. These parameters include population size, birth and death rates, and the population growth rate. For such parameters, rigorous statistical theory has been developed, and software is readily available. The problem is to select the optimal sampling design and method of analysis. The second part of the book deals with parameters that describe spatial dynamics, and ecological interactions such as competition, predation and parasitism. Here the principle problems are designing appropriate experiments and ensuring that the quantities measured by the experiments are relevant to the ecological models in which they will be used. This book will be essential reading for ecological researchers, postgraduate students and environmental managers who need to address an ecological problem through a population model. It is accessible to anyone with an understanding of basic statistical methods and population ecology. Unique in concentrating on parameter estimation within modelling. Fills a glaring gap in the literature. Not too technical, so suitable for the statistically inept. Methods explained in algebra, but also in worked examples using commonly available computer packages (SAS, GLIM, and some more specialised packages where relvant). Some spreadsheet based examples also included.
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: Emanuel Parzen
Publisher: Springer Science & Business Media
ISBN: 146121694X
Category : Mathematics
Languages : en
Pages : 432
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Book Description
The pioneering research of Hirotugu Akaike has an international reputation for profoundly affecting how data and time series are analyzed and modelled and is highly regarded by the statistical and technological communities of Japan and the world. His 1974 paper "A new look at the statistical model identification" (IEEE Trans Automatic Control, AC-19, 716-723) is one of the most frequently cited papers in the area of engineering, technology, and applied sciences (according to a 1981 Citation Classic of the Institute of Scientific Information). It introduced the broad scientific community to model identification using the methods of Akaike's criterion AIC. The AIC method is cited and applied in almost every area of physical and social science. The best way to learn about the seminal ideas of pioneering researchers is to read their original papers. This book reprints 29 papers of Akaike's more than 140 papers. This book of papers by Akaike is a tribute to his outstanding career and a service to provide students and researchers with access to Akaike's innovative and influential ideas and applications. To provide a commentary on the career of Akaike, the motivations of his ideas, and his many remarkable honors and prizes, this book reprints "A Conversation with Hirotugu Akaike" by David F. Findley and Emanuel Parzen, published in 1995 in the journal Statistical Science. This survey of Akaike's career provides each of us with a role model for how to have an impact on society by stimulating applied researchers to implement new statistical methods.
