error criterion
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Chauvenet's criterion — In statistical theory, the Chauvenet s criterion (named for William Chauvenet[1]) is a means of assessing whether one piece of experimental data an outlier from a set of observations, is likely to be spurious. To apply Chauvenet s criterion,… … Wikipedia
Mean squared error — In statistics, the mean squared error (MSE) of an estimator is one of many ways to quantify the difference between values implied by a kernel density estimator and the true values of the quantity being estimated. MSE is a risk function,… … Wikipedia
Similarities between Wiener and LMS — The Least mean squares filter solution converges to the Wiener filter solution, assuming that the unknown system is LTI and the noise is stationary. Both filters can be used to identify the impulse response of an unknown system, knowing only the… … Wikipedia
Wiener filter — In signal processing, the Wiener filter is a filter proposed by Norbert Wiener during the 1940s and published in 1949.ref|Wiener1949 Its purpose is to reduce the amount of noise present in a signal by comparison with an estimation of the desired… … Wikipedia
Multivariate kernel density estimation — Kernel density estimation is a nonparametric technique for density estimation i.e., estimation of probability density functions, which is one of the fundamental questions in statistics. It can be viewed as a generalisation of histogram density… … Wikipedia
Filter design — is the process of designing a filter (in the sense in which the term is used in signal processing, statistics, and applied mathematics), often a linear shift invariant filter, which satisfies a set of requirements, some of which are contradictory … Wikipedia
Levinson recursion — or Levinson Durbin recursion is a procedure in linear algebra to recursively calculate the solution to an equation involving a Toeplitz matrix. The algorithm runs in Θ(n2) time, which is a strong improvement over Gauss Jordan elimination, which… … Wikipedia
Recursión de Levinson — Saltar a navegación, búsqueda La recursión de Levinson o de Levinson Durbin es un algoritmo del álgebra lineal para calcular en forma recursiva la solución de una ecuación que involucra una matriz de Toeplitz. El costo computacional es de Θ(n2),… … Wikipedia Español
Algoritmo de Levinson — El algoritmo de Levinson o de Levinson Durbin es un algoritmo del álgebra lineal para calcular en forma recursiva la solución de una ecuación que involucra una matriz de Toeplitz. El costo computacional es de Θ(n2), una mejora considerable frente … Wikipedia Español
Least mean squares filter — Least mean squares (LMS) algorithms are a class of adaptive filter used to mimic a desired filter by finding the filter coefficients that relate to producing the least mean squares of the error signal (difference between the desired and the… … Wikipedia
Rao–Blackwell theorem — In statistics, the Rao–Blackwell theorem is a result which characterizes the transformation of an arbitrarily crude estimator into an estimator that is optimal by the mean squared error criterion or any of a variety of similar criteria. The Rao… … Wikipedia
