Parameter Estimation for Scientists and Engineers (Q3596009)

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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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