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OverviewIn 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 a Pythagorean-like geometry of the empirical and model distributions, the book suggests a 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; orm er case gives insight into the latter case, which should be of interest to the control community. A number of examples illustrate the key concepts and tools used. Full Product DetailsAuthor: Rudolph KulhavyPublisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K Edition: 1996 ed. Volume: 216 Dimensions: Width: 15.50cm , Height: 1.30cm , Length: 23.50cm Weight: 0.390kg ISBN: 9783540760634ISBN 10: 3540760636 Pages: 227 Publication Date: 25 June 1996 Audience: College/higher education , Professional and scholarly , Postgraduate, Research & Scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: In Print ![]() This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsInference under constraints.- From matching data to matching probabilities.- Optimal estimation with compressed data.- Approximate estimation with compressed data.- Numerical implementation.- Concluding remarks.- Selected topics from probability theory.- Selected topics from convex optimization.ReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |