estimation theory


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estimation theory

[‚es·tə′mā·shən ‚thē·ə·rē]
(statistics)
A branch of probability and statistics concerned with deriving information about properties of random variables, stochastic processes, and systems based on observed samples.
References in periodicals archive ?
Our research plan also inherently relies on advances in several other important areas within signal processing and combines multi-disciplinary research at the intersection of signal processing, information theory, optimization, estimation theory and hardware design.
Based on a breakthrough in mathematical research and development at the University of Cambridge, Darktrace's revolutionary technology is anchored on a new branch of Recursive Bayesian Estimation theory.
Later chapters cover estimation theory, detection theory, message passing algorithms, mixed integer programming, network optimization, game theory, and frame theory.
Observer design or estimation theory seeks to identify the states of a system based on the online knowledge of the system output.
Also covered are the fundamentals of statistical signal processing, and detection and estimation theory.
These assumptions are relaxed in reverse order in which they were presented, allowing a sort of deconstruction of estimation theory into its fundamental components.
Bruce Hansen of Boston College is developing the statistical estimation theory for models that capture regime-switching behavior in the macroeconomy.
It is also suitable for final year undergraduates and postgraduates, lecturers, development officers, and practitioners in the areas of rigid-body modeling, hydrodynamics, simulation of marine craft, control and estimation theory, decision-support systems and sensor fusion.
To achieve this goal, we will develop a new interdisciplinary research approach that combines and fuses research areas developed in different fields in traffic theory, control theory, optimal control, optimization, big data mining and fusing, and estimation theory.
Among their topics are probability concepts in least squares, sequential state estimation, batch state estimation, and optimal control and estimation theory.
The overall themes are models in statistical estimation theory, robustness for a fixed number of observations, and metric methods in statistics.
The chapter on information geometry now includes material on classical and quantum estimation theory.