发帖
雷达卡
Parameter Estimation for Scientists and Engineers
Adriaan van den Bos
Copyright @ 2007 by John Wiley & Sons, Inc. All rights reserved.
The contents of the book may be summarized as follows. In Chapter 1, I present a
detailed overview of the book in words, without the use of equations or mathematical
formalism. I recommend the reading of this account since it is a first introduction to
important terminology and definitions used in the subsequent chapters. The chapter also
sketches the relations between the various parts of the book. In Chapter 2, I explain what
statistical parametric models of observations are and why we use them. Such models require
a description of the distribution of the observations around their expectations. Therefore, in
Chapter 3, I present a number of distributions along with some of their characteristics, their
Fisher score in particular. For the greater part, Chapter 4 is devoted to Fisher information
and the Cram&-Rao lower bound. These are key notions in this book. They will be used
to judge the quality of parameter estimators and of experimental designs. In Chapter 5,
I discuss the use of the maximum likelihood method and the least squares method for
estimating parameters of expectation models. I chose the former method because of its
excellent properties and the latter because it is widely used. Chapter 5 also contains a short
discussion of model hypothesis testing. In Chapter 6, I explain and compare a number of
numerical methods suitable for the parameter estimation problems dealt with in this book.
Also, in this chapter, I give my views on how to use these methods in practice. In Chapter
7, I present solutions to the problems of the Chapters 3-6. The book is concluded by four
appendices. They are intended to provide the user with a number of useful mathematical
and statistical tools and to introduce essential terminology and notation. Finally, I chose to
collect and discuss all references of Chapters 2-6 in a Comments and References section
at the end of each of these chapters to further the continuity of the text.
ADRIAAN VAN DEN BOS
京公网安备 11010802022788号
