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 ?
Thus, roughly speaking, we can say that in this paper we are dealing with a "multi-faceted" topic, which we investigate from the points of view of point estimation theory, approximation theory, and game theory.
His research interests include MIMO OFDM systems, relay networks, and detection and parameter estimation theory.
On the basis of robust estimation theory, the least-squares estimation can be expressed as follows:
His general research interests cover estimation theory, statistical signal processing, communication theory, wireless sensor networks and array processing.
Other fitting models based on an application of estimation theory were worked out by Cobb [4].
[z.sup.m(g).sub.i,pilot] and [[summation].sup.k=2i[beta].sub.k=2(i-1)[beta]+1]] [([x.sup.(p).sub.k]).sup.2] are known as desired signal and known signal in estimation theory [25].
This engineering text describes state-space and linear regression models of systems subject to disturbance and measurement noise, the temporal and spectral characterization of signals, estimation theory, and the residual property of the Kalman filter.
Accurate models and estimation theory are needed to address this problem, especially in highly dynamic and safety critical environments such as electric vehicles.
Kay, Fundamentals of Statistical Signal Processing: Estimation Theory, Prentice-Hall, 2003.
According to the classical estimation theory, the ML estimators are asymptotically unbiased and normally distributed with variances given by the Cramer-Rao bound.
Fundamentals of Statistical Signal Processing: Estimation Theory .--Upper Saddle River, NJ: Prentice-Hall, 1993.-303p.