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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Recursive Nonlinear Estimation: A Geometric Approach

Recursive Nonlinear Estimation: A Geometric Approach

Kulhavy, Rudolph

Paperback

Series: Lecture Notes in Control and Information Sciences, Book 216

Technology & EngineeringProbability & Statistics

ISBN10: 3540760636
ISBN13: 9783540760634
Publisher: Springer Nature
Published: Jun 25 1996
Pages: 227
Weight: 0.76
Height: 0.51 Width: 6.14 Depth: 9.21
Language: English
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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