Parameter Estimation for Scientists and Engineers

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mean squared errorparametric modeloptimal experimental designnumerical optimizationnonsystematic errornonlinear least squares estimationNewton-Raphson methodNewton methodmultinomial distributionminimax estimatorPoisson probabilitymean lagged productmaximum likelihood estimatorLorentz linelogistic modellog-linear Poisson modellog-likelihoodlinearly dependent stochastic variableslinear modellinear combination of stochastic variablesscalarWilks's theoremweighted linear least squares estimationuncorrelated observationsTaylor polynomialsteepest descent methodsteepest ascent methodstationary pointstandard deviationsize of testslikelihood ratio testresidualremainderregularity conditionrecursive with forgettingrecursive linear least squares estimationProny's methodprobability functionprobability density functionprecisionconvergence in quadratic meanexponential familyexpectation modelexact observationerror propagationefficient unbiased estimatorDekker's theoremCramer-Rao lower boundCramer-Rao inequalitycovarianceFisher informationcontourconsistencycomplex stochastic variablecomplex covariance matrixcircularly complexCauchy-Schwarz inequalitybiased estimatorbest linear unbiased estimatorasymptotic normalityinvariancelikelihood functionlikelihood equationLevenberg-Marquardt methodleast squaresjoint real-complex normal distributionJennrich's theoremJennrich and Moore propertyJacobian matrixiteratively reweighted least squares methodasymptotic efficiencyinfluence of estimation of additional parametershypothesis testingHessian matrixHermitian matrixgeneralized linear expectation modelgeneralized Gauss-Newton methodGauss-Markov theoremFisher scoring method






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