Recursive Nonlinear Estimation: A Geometric Approach (Lecture Notes In Control And Information Sciences) - Couverture souple

Kulhavy, Rudolph

Couverture souple

ISBN 10 : 3540760636 ISBN 13 : 9783540760634

Editeur : Springer, 1996

Synopsis

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.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 1996
• Langue: anglais
• ISBN 10: 3540760636
• ISBN 13: 9783540760634
• Reliure: Broché
• Nombre de pages: 244
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Allemagne