Recursive nonlinear estimation. A geometric approach

DOI10.1007/BFb0031830zbMath0860.62002OpenAlexW4244947583MaRDI QIDQ1921013

Rudolf Kulhavý

Publication date: 8 August 1996

Published in: Lecture Notes in Control and Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0031830

zbMATH Keywords

maximum likelihood estimationBayesian estimationKullback-Leibler distancenonlinear estimationunifying approachgeometric view of estimationShannon information measure

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Statistical aspects of information-theoretic topics (62B10)

Related Items (7)

Asymptotic equivalence of empirical likelihood and Bayesian MAP ⋮ Unnamed Item ⋮ Adaptive multiple importance sampling for Gaussian processes ⋮ Decomposition of Kullback-Leibler risk and unbiasedness for parameter-free estimators ⋮ Combining marginal probability distributions via minimization of weighted sum of Kullback-Leibler divergences ⋮ Statistical information approaches for the modelling of the epileptic brain ⋮ Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems

This page was built for publication: Recursive nonlinear estimation. A geometric approach