Estimation Theory with Applications to Communications and Control PDF Download

Author: Andrew P. Sage
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 552

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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: Erich L. Lehmann
Publisher: Springer Science & Business Media
ISBN: 0387227288
Category : Mathematics
Languages : en
Pages : 610

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Book Description
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".

Author: Steven M. Kay
Publisher: Pearson Education
ISBN: 013280803X
Category : Technology & Engineering
Languages : en
Pages : 496

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Book Description
"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.

Author: Steven M. Kay
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 574

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Author: Helstrom
Publisher: Academic Press
ISBN: 0080956327
Category : Computers
Languages : en
Pages : 321

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Book Description
Quantum Detection and Estimation Theory

Author: Alan S. Willsky
Publisher: MIT Press (MA)
ISBN:
Category : Computers
Languages : en
Pages : 280

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Book Description
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.

Author: I.A. Ibragimov
Publisher: Springer Science & Business Media
ISBN: 1489900276
Category : Mathematics
Languages : en
Pages : 410

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Book Description
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.

Author: Edward Baum
Publisher: CRC Press
ISBN: 1351461443
Category : Science
Languages : en
Pages : 404

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Book Description
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.

Author: James L. Melsa
Publisher: McGraw-Hill Companies
ISBN:
Category : Business & Economics
Languages : en
Pages : 296

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