Recursive Nonlinear Estimation

Name: Recursive Nonlinear Estimation
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783540760634
Price: 1147 CZK
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A Geometric Approach

Autor: Rudolph Kulhavy

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostupnost: Skladem u dodavatele

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In a close analogy to matching data in Euclidean space, this monograph views parameter estimation as...

Informace o knize

Autor

Rudolph Kulhavy

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

1996

Stránek

227

EAN

9783540760634

ISBN

3540760636

Enbook ID

02645811

Vydavatel

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Hmotnost

390

Rozměry

155 x 235 x 14

Kompletní popis

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 of examples illustrate the key concepts and tools used. This unique monograph follows some previous results on the Pythagorean theory of estimation in the literature (e.g., Chentsov, Csiszar and Amari) but extends the results to the case of controlled dynamic systems.

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Recursive Nonlinear Estimation

A Geometric Approach

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také