Survival Analysis : Efficient Nonparametric Curve Estimation for Censored Dat…
This textbook is used in many universities across the country.
Optimal State Estimation : Kalman, H Infinity, And Nonlinear Approaches, Hard…
This textbook includes a DVD with video lectures and supplementary materials.
Continuous Time Dynamical Systems : State Estimation and Optimal Control With…
A nice touch in this textbook is the list of common mistakes to avoid.
Modelling and Estimation Strategies for Fault Diagnosis of Non-Linear Systems: F
I. Principles of Fault Diagnosis. - Analytical Techniques-Based FDI. - Soft Computing-Based FDI. - State Estimation Techniques for FDI. Soft Computing Strategies. - Evolutionary Algorithms. - Neural Networks.
Parallel Algorithms for Linear Models: Numerical Methods and Estimation Problems
The monograph is in two parts. The first part consists of four chapters and deals with the computational aspects for solving linear models that have applicability in diverse areas. Linear Models and QR Decomposition.
Optimal Input Signals for Parameter Estimation: In Linear Systems with Spatio-Te
The emphasis is on functions having a tensor product (Kronecker) structure that is compatible with eigenfunctions of many partial differential operators. These conditions and the resulting algorithms are interesting in their own right and, moreover, they are second building blocks for optimality of spatio-temporal signals.
Engineering Approach to Optimal Control and Estimation Theory, Hardcover by S…
After a brief history of the field and mathematical preliminaries, coverage includes linear regression, the Kalman filter, and covariance analysis, with chapter problems. Appendices review matrix operations and subroutines.
Specification, Estimation, and Analysis of Macroeconomic Models, Hardcover by…
This book gives a practical, applications-oriented account of the latest techniques for estimating and analyzing large, nonlinear macroeconomic models. Ray Fair demonstrates the application of these techniques in a detailed presentation of several actual models, including his United States model, his multicountry model, Sargent's classical macroeconomic model, autoregressive and vector autoregressive models, and a small (twelve equation) linear structural model.
Parameter Estimation and Hypothesis Testing in Linear Models by Karl-Rudolf Koch
1 Vector and Matrix Algebra. - 2 Probability Theory. - 4 Hypothesis Testing, Interval Estimation and Test for Outliers. by Karl-Rudolf Koch. To make the book self-contained most of the necessary theorems of vector and matrix algebra and the probability distributions of test statistics are derived.
Factorization Methods for Discrete Sequential Estimation, Paperback by Bierma…
This textbook has been a reliable resource for students for years.