Nonlinear Estimation

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Nonlinear Estimation

Nonlinear Estimation
Author :
Publisher : Springer Science & Business Media
Total Pages : 198
Release :
ISBN-10 : 9781461234128
ISBN-13 : 1461234123
Rating : 4/5 (123 Downloads)

Book Synopsis Nonlinear Estimation by : Gavin J.S. Ross

Download or read book Nonlinear Estimation written by Gavin J.S. Ross and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: Non-Linear Estimation is a handbook for the practical statistician or modeller interested in fitting and interpreting non-linear models with the aid of a computer. A major theme of the book is the use of 'stable parameter systems'; these provide rapid convergence of optimization algorithms, more reliable dispersion matrices and confidence regions for parameters, and easier comparison of rival models. The book provides insights into why some models are difficult to fit, how to combine fits over different data sets, how to improve data collection to reduce prediction variance, and how to program particular models to handle a full range of data sets. The book combines an algebraic, a geometric and a computational approach, and is illustrated with practical examples. A final chapter shows how this approach is implemented in the author's Maximum Likelihood Program, MLP.


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Researchers in many disciplines face the formidable task of analyzing massive amounts of high-dimensional and highly-structured data. This is due in part to rec