Parameter Estimation for Scientists and Engineers

Author: Adriaan van den Bos  

Publisher: John Wiley & Sons Inc‎

Publication year: 2007

E-ISBN: 9780470173855

P-ISBN(Hardback):  9780470147818

Subject: TM Electrotechnical

Language: ENG

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Description

The subject of this book is estimating parameters of expectation models of statistical observations. The book describes the most important aspects of the subject for applied scientists and engineers. This group of users is often not aware of estimators other than least squares. Therefore one purpose of this book is to show that statistical parameter estimation has much more to offer than least squares estimation alone. In the approach of this book, knowledge of the distribution of the observations is involved in the choice of estimators. A further advantage of the chosen approach is that it unifies the underlying theory and reduces it to a relatively small collection of coherent, generally applicable principles and notions.

Chapter

Preface

pp.:  15 – 17

1 Introduction

pp.:  17 – 23

3 Distributions of Observations

pp.:  37 – 61

4 Precision and Accuracy

pp.:  61 – 115

5 Precise and Accurate Estimation

pp.:  115 – 179

6 Numerical Methods for Parameter Estimation

pp.:  179 – 227

7 Solutions or Partial Solutions to Problems

pp.:  227 – 263

Appendix A: Statistical Results

pp.:  263 – 267

Appendix B: Vectors and Matrices

pp.:  267 – 275

Appendix C: Positive Semidefinite and Positive Definite Matrices

pp.:  275 – 281

Appendix D: Vector and Matrix Differentiation

pp.:  281 – 285

References

pp.:  285 – 287

Topic Index

pp.:  287 – 290

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