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Recursive Nonlinear Estimation
Rudolph Kulhavy
€ 66.54
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Description for Recursive Nonlinear Estimation
Paperback. In a close analogy to matching data in Euclidean space, this monograph views parameter estimation as matching of the empirical distribution of data with a model-based distribution. The book suggests a solution to the problem of recursive estimation of non-Gaussian and nonlinear models. Series: Lecture Notes in Control and Information Sciences. Num Pages: 243 pages, 17 black & white illustrations, biography. BIC Classification: PBT; PDE; TBJ. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 13. Weight in Grams: 390.
In a close analogy to matching data in Euclidean space, this monograph views parameter estimation as matching of the empirical distribution of data with a model-based distribution. Using an appealing Pythagorean-like geometry of the empirical and model distributions, the book brings a new solution to the problem of recursive estimation of non-Gaussian and nonlinear models which can be regarded as a specific approximation of Bayesian estimation. The cases of independent observations and controlled dynamic systems are considered in parallel; the former case giving initial insight into the latter case which is of primary interest to the control community. A number ... Read more
In a close analogy to matching data in Euclidean space, this monograph views parameter estimation as matching of the empirical distribution of data with a model-based distribution. Using an appealing Pythagorean-like geometry of the empirical and model distributions, the book brings a new solution to the problem of recursive estimation of non-Gaussian and nonlinear models which can be regarded as a specific approximation of Bayesian estimation. The cases of independent observations and controlled dynamic systems are considered in parallel; the former case giving initial insight into the latter case which is of primary interest to the control community. A number ... Read more
Product Details
Format
Paperback
Publication date
1996
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
243
Condition
New
Series
Lecture Notes in Control and Information Sciences
Number of Pages
227
Place of Publication
Berlin, Germany
ISBN
9783540760634
SKU
V9783540760634
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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