Chapter 11 - Parametric estimation

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buir.contributor.authorKozat, Süleyman Serdar
dc.citation.epage716en_US
dc.citation.spage689
dc.contributor.authorCorey, R. M.
dc.contributor.authorKozat, Süleyman Serdar
dc.contributor.authorSinger, A. C.
dc.contributor.editorDiniz, P. S. R.
dc.date.accessioned2024-03-20T13:47:38Z
dc.date.available2024-03-20T13:47:38Z
dc.date.issued2023-06-30
dc.departmentDepartment of Electrical and Electronics Engineering
dc.description.abstractAn important engineering concept is that of modeling signals and systems in a manner that enables their study, analysis, and control. We seek models that are relatively easy to compute or estimate, yet at the same time provide insight into the salient characteristics of the signals or systems under study. One way to control the complexity of such models is through the use of parametric models. These are models that explicitly depend on a fixed number of parameters. In this chapter, we explore parametric models for signals and systems with a focus on the estimation of these model parameters under a variety of scenarios. Under statistical and deterministic formulations, we begin with models that are linear in their parameters and study both the batch and recursive formulations of these problems. We next apply these methods to problems in spectrum estimation, prediction, and filtering. Nonlinear modeling, universal methods, and order estimation are advanced topics that are also considered.
dc.description.provenanceMade available in DSpace on 2024-03-20T13:47:38Z (GMT). No. of bitstreams: 1 Chapter_11_Parametric_estimation.pdf: 755674 bytes, checksum: ec4b2128c08075f859fbe0520e9aece2 (MD5) Previous issue date: 2023-06-30en
dc.identifier.doi10.1016/B978-0-32-391772-8.00017-X
dc.identifier.isbn9780323917728
dc.identifier.urihttps://hdl.handle.net/11693/115023
dc.language.isoen
dc.publisherAcademic Press
dc.relation.ispartofSignal Processing and Machine Learning Theory
dc.relation.isversionofhttps://dx.doi.org/10.1016/B978-0-32-391772-8.00017-X
dc.subjectAR models
dc.subjectARMA models
dc.subjectLeast-squares estimation
dc.subjectLinear prediction
dc.subjectMA models
dc.subjectMMSE estimation modeling
dc.subjectParameter estimation
dc.subjectRecursive estimation
dc.titleChapter 11 - Parametric estimation
dc.typeBook Chapter

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