Recursive nonlinear estimation : a geometric approach /
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 t...
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
[1996]
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| Series: | Lecture notes in control and information sciences ;
216. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xvi, 224 pages) : illustrations. |
| Format: | Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |
| Bibliography: | Includes bibliographical references (pages 213-222) and index. |
| ISBN: | 9783540409472 (electronic bk.) 3540409475 (electronic bk.) |