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Estimation theory

About: Estimation theory is a research topic. Over the lifetime, 35334 publications have been published within this topic receiving 1037566 citations.


Papers
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Journal ArticleDOI
TL;DR: In this article, a new estimate minimum information theoretical criterion estimate (MAICE) is introduced for the purpose of statistical identification, which is free from the ambiguities inherent in the application of conventional hypothesis testing procedure.
Abstract: The history of the development of statistical hypothesis testing in time series analysis is reviewed briefly and it is pointed out that the hypothesis testing procedure is not adequately defined as the procedure for statistical model identification. The classical maximum likelihood estimation procedure is reviewed and a new estimate minimum information theoretical criterion (AIC) estimate (MAICE) which is designed for the purpose of statistical identification is introduced. When there are several competing models the MAICE is defined by the model and the maximum likelihood estimates of the parameters which give the minimum of AIC defined by AIC = (-2)log-(maximum likelihood) + 2(number of independently adjusted parameters within the model). MAICE provides a versatile procedure for statistical model identification which is free from the ambiguities inherent in the application of conventional hypothesis testing procedure. The practical utility of MAICE in time series analysis is demonstrated with some numerical examples.

47,133 citations

Book ChapterDOI
01 Jan 1973
TL;DR: In this paper, it is shown that the classical maximum likelihood principle can be considered to be a method of asymptotic realization of an optimum estimate with respect to a very general information theoretic criterion.
Abstract: In this paper it is shown that the classical maximum likelihood principle can be considered to be a method of asymptotic realization of an optimum estimate with respect to a very general information theoretic criterion. This observation shows an extension of the principle to provide answers to many practical problems of statistical model fitting.

15,424 citations

Journal ArticleDOI
TL;DR: The Fundamentals of Statistical Signal Processing: Estimation Theory as mentioned in this paper is a seminal work in the field of statistical signal processing, and it has been used extensively in many applications.
Abstract: (1995). Fundamentals of Statistical Signal Processing: Estimation Theory. Technometrics: Vol. 37, No. 4, pp. 465-466.

14,342 citations

Journal ArticleDOI
TL;DR: In this article, a description of the multiple signal classification (MUSIC) algorithm, which provides asymptotically unbiased estimates of 1) number of incident wavefronts present; 2) directions of arrival (DOA) (or emitter locations); 3) strengths and cross correlations among the incident waveforms; 4) noise/interference strength.
Abstract: Processing the signals received on an array of sensors for the location of the emitter is of great enough interest to have been treated under many special case assumptions. The general problem considers sensors with arbitrary locations and arbitrary directional characteristics (gain/phase/polarization) in a noise/interference environment of arbitrary covariance matrix. This report is concerned first with the multiple emitter aspect of this problem and second with the generality of solution. A description is given of the multiple signal classification (MUSIC) algorithm, which provides asymptotically unbiased estimates of 1) number of incident wavefronts present; 2) directions of arrival (DOA) (or emitter locations); 3) strengths and cross correlations among the incident waveforms; 4) noise/interference strength. Examples and comparisons with methods based on maximum likelihood (ML) and maximum entropy (ME), as well as conventional beamforming are included. An example of its use as a multiple frequency estimator operating on time series is included.

12,446 citations

Journal ArticleDOI
TL;DR: It is proved the convergence of a recursive mean shift procedure to the nearest stationary point of the underlying density function and, thus, its utility in detecting the modes of the density.
Abstract: A general non-parametric technique is proposed for the analysis of a complex multimodal feature space and to delineate arbitrarily shaped clusters in it. The basic computational module of the technique is an old pattern recognition procedure: the mean shift. For discrete data, we prove the convergence of a recursive mean shift procedure to the nearest stationary point of the underlying density function and, thus, its utility in detecting the modes of the density. The relation of the mean shift procedure to the Nadaraya-Watson estimator from kernel regression and the robust M-estimators; of location is also established. Algorithms for two low-level vision tasks discontinuity-preserving smoothing and image segmentation - are described as applications. In these algorithms, the only user-set parameter is the resolution of the analysis, and either gray-level or color images are accepted as input. Extensive experimental results illustrate their excellent performance.

11,727 citations


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Performance
Metrics
No. of papers in the topic in previous years
YearPapers
2023177
2022507
2021960
20201,124
20191,170
20181,157