Recursive nonlinear estimation. A geometric approach (Q1921013)

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Recursive nonlinear estimation. A geometric approach
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    Recursive nonlinear estimation. A geometric approach (English)
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    8 August 1996
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    The author shows that statistical estimation procedures may be considered as distance minimizing. This is called a geometric view of estimation. A unifying approach is given involving maximum likelihood estimation, Kullback-Leibler distance, Shannon information measure and Bayesian estimation. A comprehensive discussion of the subject, many interconnections of related literature and a lot of evaluated numerical examples are presented. Although the mathematician may miss a more rigorous treatment of some subjects, the book may be of interest for both theoretically and practically oriented people.
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    nonlinear estimation
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    geometric view of estimation
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    unifying approach
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    maximum likelihood estimation
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    Kullback-Leibler distance
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    Shannon information measure
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    Bayesian estimation
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