Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking 9780470120958

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Автор: Van Trees
Название: Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking
Перевод названия: Байесов предел при оценке параметров
ISBN: 9780470120958
Издательство: Wiley
Издательство: IEEE Computer Society Press
Классификация:

Вероятность и статистика

ISBN-10: 0470120959
Обложка/Формат: Hardback
Страницы: 952
Вес: 2.49 кг.
Дата издания: 18.09.2007
Серия: Signal Processing
Язык: English
Иллюстрации: Illustrations
Размер: 28.12 x 22.48 x 5.41 cm
Читательская аудитория: Professional & vocational
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание: Bayesian Bounds provides a collection of the important papers dealing with the theory and application of Bayesian bounds. The book will be useful to both engineers and statisticians whether they are practicioners or theorists. The organization of the book and selection criteria is covered in the preface. Each part is introduced with the contributions of each selected paper and their interrelationship. Part 1contains a short history of Reverend Thomas Bayes and his classic paper that established the field. Part 2 contains the original derivation of the Bayesian Cramer-Rao bound and a simple derivation of the multiple parameter Bayesian CRB. Part 3 discusses global Bayesian bounds to provide broad coverage of this important area. Part 4 considers the case in which some of the parameters are deterministic and some are random. Hybrid Bayesian bounds are derived, as they are particularly important in the study of model mismatch problems. Part 5 considers generalized Cramer-Rao bounds. Part 6 discusses nonlinear stochastic dynamic systems. This type of system is a major component of most radar, sonar, and navigation systems. They are also encountered in nonlinear filtering problems. Applications of various Bayesian bounds to static parameter estimation problems are covered in Part 7 and to dynamic systems in Part 8. The book concludes with papers from the statistics literature that focus on Bayesian bounds in various models in Part 9.

Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking, Van Trees