Download or read book Estimation Theory with Applications to Communications and Control written by Andrew P. Sage and published by . This book was released on 1979 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Lessons in Estimation Theory for Signal Processing Communications and Control written by Jerry M. Mendel and published by Pearson Education. This book was released on 1995-03-14 with total page 891 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Theory of Point Estimation written by Erich L. Lehmann and published by Springer Science & Business Media. This book was released on 2006-05-02 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second, much enlarged edition by Lehmann and Casella of Lehmann's classic text on point estimation maintains the outlook and general style of the first edition. All of the topics are updated, while an entirely new chapter on Bayesian and hierarchical Bayesian approaches is provided, and there is much new material on simultaneous estimation. Each chapter concludes with a Notes section which contains suggestions for further study. This is a companion volume to the second edition of Lehmann's "Testing Statistical Hypotheses".
Download or read book Decision and Estimation Theory written by James L. Melsa and published by McGraw-Hill Companies. This book was released on 1978 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Fundamentals of Statistical Signal Processing written by Steven M. Kay and published by Pearson Education. This book was released on 2013 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: "For those involved in the design and implementation of signal processing algorithms, this book strikes a balance between highly theoretical expositions and the more practical treatments, covering only those approaches necessary for obtaining an optimal estimator and analyzing its performance. Author Steven M. Kay discusses classical estimation followed by Bayesian estimation, and illustrates the theory with numerous pedagogical and real-world examples."--Cover, volume 1.
Download or read book Quantum Detection and Estimation Theory written by Helstrom and published by Academic Press. This book was released on 1976-07-06 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantum Detection and Estimation Theory
Download or read book Statistical Estimation written by I.A. Ibragimov and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: when certain parameters in the problem tend to limiting values (for example, when the sample size increases indefinitely, the intensity of the noise ap proaches zero, etc.) To address the problem of asymptotically optimal estimators consider the following important case. Let X 1, X 2, ... , X n be independent observations with the joint probability density !(x,O) (with respect to the Lebesgue measure on the real line) which depends on the unknown patameter o e 9 c R1. It is required to derive the best (asymptotically) estimator 0:( X b ... , X n) of the parameter O. The first question which arises in connection with this problem is how to compare different estimators or, equivalently, how to assess their quality, in terms of the mean square deviation from the parameter or perhaps in some other way. The presently accepted approach to this problem, resulting from A. Wald's contributions, is as follows: introduce a nonnegative function w(0l> ( ), Ob Oe 9 (the loss function) and given two estimators Of and O! n 2 2 the estimator for which the expected loss (risk) Eown(Oj, 0), j = 1 or 2, is smallest is called the better with respect to Wn at point 0 (here EoO is the expectation evaluated under the assumption that the true value of the parameter is 0). Obviously, such a method of comparison is not without its defects.
Download or read book Modern Spectral Estimation written by Steven M. Kay and published by . This book was released on 1988 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Digital Signal Processing and Control and Estimation Theory written by Alan S. Willsky and published by MIT Press (MA). This book was released on 1979 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to explore several specific areas of research in two distinct but related fields: digital signal processing and modern control and estimation theory. There are enough similarities "and" differences in the philosophies, goals, and analytical techniques of the two fields to indicate that a concerted effort to understand these better might lead to some useful interaction and collaboration among researchers.The author writes that his examination "will in general not be result-oriented. Instead, I have been most interested in understanding the goals of the research and the methods and approach used. Understanding the goals may help us to see why the techniques used in the two disciplines differ. Inspecting the methods and approaches may allow one to see areas in which concepts in one field may be usefully applied in the other. The book undoubtedly has a control-oriented flavor, since it reflects the author's background and also since the original purpose of this study was to present a control theorist's point of view at the 1976 Arden House Workshop on Digital Signal Processing. However, an effort has been made to explore avenues in both disciplines in order to encourage researchers in the two fields to continue along these lines."Indeed, the book contains numerous suggestions for new research directions and speculations on possible new results, all of them a direct result of the purposeful mixing of the ideas of the two disciplines. For the benefit of researchers who may wish to follow up some of these suggestions and speculations, the author has assembled a comprehensive bibliography, consisting of more than 600 references.In order to achieve his unique perspective of viewing each field in the context of the other, the author examines such topics as stability analysis of feedback control systems and digital filters subject to the effects of finite wordlength arithmetic; linear prediction, parameter identification, and relationships involving Kalman filtering and "fast" algorithms; system synthesis, realization, and implementation; two-dimensional filtering, decentralized control and estimation, and some of their connections with image processing; and aspects of nonlinear system theory, including homomorphic and bilinear systems.
Download or read book Chemical Property Estimation written by Edward Baum and published by CRC Press. This book was released on 2018-05-11 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: Our world is widely contaminated with damaging chemicals, and companies create thousands of new, potentially dangerous chemicals each year. Due to the difficulty and expense of obtaining accurate measurements and the unreliability of reported values, we know surprisingly little about the properties of these contaminants. Determining the properties of chemicals is critical to judging their impact on environmental quality and in making decisions about emission rates, clean-up, and other important public health issues. Chemical Property Estimation describes modern methods of estimating chemical properties, methods which cost much less than traditional laboratory techniques and are sufficiently accurate for most environmental applications. Estimation methods are used to screen chemicals for testing, design monitoring and analysis methods, design clean-up procedures, and verify experimental measurements. The book discusses key methods for estimating chemical properties and considers their relative strengths and weaknesses. Several chapters are devoted to the partitioning of chemicals between air, water, soil, and biota; and properties such as solubility, vapor pressure, and chemical transport. Each chapter begins with a review of relevant theory and background information explaining the applications and limitations of each method. Sample calculations and practical advice on how and when to use each method are included as well. Each method is evaluated for accuracy and reliability. Computer software, databases, and internet resources are evaluated, as well as other supplementary material, such as fundamental constants, units of measure, and more.
Download or read book An Introduction to Signal Detection and Estimation written by H. Vincent Poor and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to introduce the reader to the basic theory of signal detection and estimation. It is assumed that the reader has a working knowledge of applied probabil ity and random processes such as that taught in a typical first-semester graduate engineering course on these subjects. This material is covered, for example, in the book by Wong (1983) in this series. More advanced concepts in these areas are introduced where needed, primarily in Chapters VI and VII, where continuous-time problems are treated. This book is adapted from a one-semester, second-tier graduate course taught at the University of Illinois. However, this material can also be used for a shorter or first-tier course by restricting coverage to Chapters I through V, which for the most part can be read with a background of only the basics of applied probability, including random vectors and conditional expectations. Sufficient background for the latter option is given for exam pIe in the book by Thomas (1986), also in this series.
Download or read book Foundations of Estimation Theory written by L. Kubacek and published by Elsevier. This book was released on 2012-12-02 with total page 335 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Power System State Estimation written by Ali Abur and published by CRC Press. This book was released on 2004-03-24 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offering an up-to-date account of the strategies utilized in state estimation of electric power systems, this text provides a broad overview of power system operation and the role of state estimation in overall energy management. It uses an abundance of examples, models, tables, and guidelines to clearly examine new aspects of state estimation, the testing of network observability, and methods to assure computational efficiency. Includes numerous tutorial examples that fully analyze problems posed by the inclusion of current measurements in existing state estimators and illustrate practical solutions to these challenges. Written by two expert researchers in the field, Power System State Estimation extensively details topics never before covered in depth in any other text, including novel robust state estimation methods, estimation of parameter and topology errors, and the use of ampere measurements for state estimation. It introduces various methods and computational issues involved in the formulation and implementation of the weighted least squares (WLS) approach, presents statistical tests for the detection and identification of bad data in system measurements, and reveals alternative topological and numerical formulations for the network observability problem.
Download or read book Statistical Decision Theory written by F. Liese and published by Springer Science & Business Media. This book was released on 2008-12-30 with total page 696 pages. Available in PDF, EPUB and Kindle. Book excerpt: For advanced graduate students, this book is a one-stop shop that presents the main ideas of decision theory in an organized, balanced, and mathematically rigorous manner, while observing statistical relevance. All of the major topics are introduced at an elementary level, then developed incrementally to higher levels. The book is self-contained as it provides full proofs, worked-out examples, and problems. The authors present a rigorous account of the concepts and a broad treatment of the major results of classical finite sample size decision theory and modern asymptotic decision theory. With its broad coverage of decision theory, this book fills the gap between standard graduate texts in mathematical statistics and advanced monographs on modern asymptotic theory.
Download or read book Nonparametric Curve Estimation written by Sam Efromovich and published by Springer Science & Business Media. This book was released on 2008-01-19 with total page 423 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a systematic, comprehensive, and unified account of modern nonparametric statistics of density estimation, nonparametric regression, filtering signals, and time series analysis. The companion software package, available over the Internet, brings all of the discussed topics into the realm of interactive research. Virtually every claim and development mentioned in the book is illustrated with graphs which are available for the reader to reproduce and modify, making the material fully transparent and allowing for complete interactivity.
Download or read book Principles of Signal Detection and Parameter Estimation written by Bernard C. Levy and published by Springer Science & Business Media. This book was released on 2008-07-07 with total page 647 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook provides a comprehensive and current understanding of signal detection and estimation, including problems and solutions for each chapter. Signal detection plays an important role in fields such as radar, sonar, digital communications, image processing, and failure detection. The book explores both Gaussian detection and detection of Markov chains, presenting a unified treatment of coding and modulation topics. Addresses asymptotic of tests with the theory of large deviations, and robust detection. This text is appropriate for students of Electrical Engineering in graduate courses in Signal Detection and Estimation.
Download or read book Optimal Estimation of Parameters written by Jorma Rissanen and published by Cambridge University Press. This book was released on 2012-06-07 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and consistent theory of estimation, including a description of a powerful new tool, the generalized maximum capacity estimator.
