List of digital estimation techniques

From Free net encyclopedia

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• Linear models
  • Parameter Estimation
    • Deterministic parameters
      • Least-squares (batch and recursive processing)
      • Best linear unbiased estimation (BLUE)
      • Maximum likelihood
    • Random parameters
      • Mean-squared
      • Maximum a posteriori
      • BLUE
      • Weighted least squares
  • State estimation
    • Mean-squared prediction
    • Mean-squared filtering (Kalman filter)
    • Mean-squared smoothing
• Nonlinear models
  • Parameter estimation
    • Iterated least squares for deterministic parameters
  • State estimation
    • Extended Kalman filter
  • Combined state and parameter estimation
    • Extended Kalman filter
    • Maximum likelihood

References

Mendel, J. "Lessons in Digital Estimation Theory", Prentice-Hall, 1987