Recursive Nonlinear Estimation: A Geometric Approach: 216 (Lecture Notes in Control and Information Sciences, 216) - Softcover

Kulhavy, Rudolph

 
9783540760634: Recursive Nonlinear Estimation: A Geometric Approach: 216 (Lecture Notes in Control and Information Sciences, 216)
Softcover
ISBN 10: 3540760636 ISBN 13: 9783540760634
Publisher: 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.

"synopsis" may belong to another edition of this title.

Publisher
Springer
Publication date
1996
Language
English
ISBN 10 
3540760636
ISBN 13 
9783540760634
Binding
Paperback
Number of pages
243