An Algorithm for Efficient Maximum Likelihood Estimation and Confidence Interval Determination in Nonlinear Estimation Problems

Name: An Algorithm for Efficient Maximum Likelihood Estimation and Confidence Interval Determination in Nonlinear Estimation Problems
Author: Murphy, Patrick Charles
ISBN: 9781288915491

Murphy, Patrick Charles

Language: English

Published by BIBLIOSCHOLAR, 2013

1288915497 / 9781288915491

Softcover
New

See all details

Seller: moluna, Greven, Germanymoluna

5-star seller

AbeBooks seller since July 9, 2020

View this seller's items

Softcover

Condition: New

£ 21.32

£ 41.47 shipping

Ships from Germany to U.S.A.

Quantity: Over 20 available

Add to basket

Free 30-day returns

Save for laterCreate a Want for similar items

Item description from seller

KlappentextrnrnAn algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonl.

Seller Inventory # 4085875

Contact seller about this item

Report this item

Title: An Algorithm for Efficient Maximum Likelihood Estimation and Confidence Interval Determination in Nonlinear Estimation Problems
Author: Murphy, Patrick Charles
Publisher: BIBLIOSCHOLAR
Publication year: 2013
Condition: New
Binding: Kartoniert / Broschiert
Language: English
ISBN 10: 1288915497
ISBN 13: 9781288915491

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.

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

moluna

Greven, Germany

5-star seller

AbeBooks seller since July 9, 2020

Shipping rates from Germany to U.S.A.

Item	26 to 60 business days	26 to 60 business days
First item	£ 41.47	£ 41.47

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.

Payment methods

Bank Wire Transfer
Check
Paypal

Store description

Online Handel nur mit Neubüchern

Seller's business information

Moluna GmbH

Engberdingdamm 27
Greven, Germany 48268

Contact sellerView this seller's itemsView seller's storefront

Terms of sale

About Us

Legal website operator identification:

Moluna GmbH
Represented by the general manager Helge Blischke
Engberdingdamm 27
48268 Greven
Germany
Telephone: 02571/5698933
Telefax: 02571/5698930
E-Mail: abe@moluna.de
VAT No.: DE296281834
listed in the commercial register of the local court Steinfurt
Commercial register number - Part B of the commercial register - 10553

We are a member of the initiative „FairCommerce“ since 24.07.2015.
For more information, see: www.haendlerbund.de/faircommerce.

Right of withdrawal

If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.

Information regarding the right of withdrawal

Statutory right to withdraw

You have the right to withdraw from this contract within 14 days without giving any reason.

The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.

To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.

To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.

Effects of withdrawal

If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).

We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.

We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.

We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.

We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.

You shall send back the goods or hand them over to moluna, Greven, Germany, without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.

Exceptions to the right of withdrawal

The right of withdrawal does not apply to:

The delivery of newspapers, journals or magazines with the exception of subscription contracts; and
The supply of digital content which is not supplied on a tangible medium (e.g. on a CD or DVD) if you accepted when you placed your order that we could start to deliver it, and that you could not withdraw once delivery had started.