Parameter Estimation for Scientists and Engineers (Q3596009)
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English | Parameter Estimation for Scientists and Engineers |
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Parameter Estimation for Scientists and Engineers (English)
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28 August 2007
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Cauchy-Schwarz inequality
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consistency
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contour
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convergence in quadratic mean
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covariance
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complex covariance matrix
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Cramer-Rao inequality
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Cramer-Rao lower bound
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Dekker's theorem
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efficient unbiased estimator
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nonsystematic error
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error propagation
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exact observation
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expectation model
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generalized linear expectation model
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exponential family
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optimal experimental design
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Fisher information
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Fisher scoring method
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Gauss-Markov theorem
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generalized Gauss-Newton method
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probability density function
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probability function
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least squares
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weighted linear least squares estimation
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best linear unbiased estimator
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recursive linear least squares estimation
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Levenberg-Marquardt method
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likelihood equation
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likelihood function
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likelihood ratio test
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log-likelihood
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linear model
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linear combination of stochastic variables
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linearly dependent stochastic variables
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Lorentz line
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Hessian matrix
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Hermitian matrix
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Jacobian matrix
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maximum likelihood estimator
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asymptotic efficiency
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asymptotic normality
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invariance
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mean lagged product
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mean squared error
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minimax estimator
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Newton-Raphson method
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Newton method
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precision
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Prony's method
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regularity condition
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residual
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size of tests
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standard deviation
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stationary point
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steepest ascent method
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steepest descent method
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circularly complex
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Taylor polynomial
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remainder
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uncorrelated observations
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Wilks's theorem
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parametric model
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Poisson probability
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multinomial distribution
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complex stochastic variable
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scalar
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joint real-complex normal distribution
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influence of estimation of additional parameters
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biased estimator
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hypothesis testing
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nonlinear least squares estimation
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numerical optimization
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iteratively reweighted least squares method
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recursive with forgetting
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Jennrich and Moore property
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Jennrich's theorem
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log-linear Poisson model
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logistic model
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