estimation theory
71Invariant estimator — In statistics, the concept of being an invariant estimator is a criterion that can be used to compare the properties of different estimators for the same quantity. It is a way of formalising the idea that an estimator should have certain… …
72Matched filter — In telecommunications, a matched filter (originally known as a North filter[1]) is obtained by correlating a known signal, or template, with an unknown signal to detect the presence of the template in the unknown signal. This is equivalent to… …
73Mean 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,… …
74Method of moments (statistics) — See method of moments (probability theory) for an account of a technique for proving convergence in distribution. In statistics, the method of moments is a method of estimation of population parameters such as mean, variance, median, etc. (which… …
75Mathematics of radio engineering — A complex valued function. The mathematics of radio engineering is a pleasant and very useful subject. This article is an attempt to provide a reasonably comprehensive summary of this almost limitless topic. While the ideas have historically… …
76Théorème de Masreliez — Le théorème de Masreliez est un algorithme récursif largement utilisé dans la technologie pour l estimation robuste et le filtre de Kalman étendu[1], nommé d après le physicien suédo américain, C. Johan Masreliez, qui est son auteur. Sommaire 1… …
77Likelihood function — In statistics, a likelihood function (often simply the likelihood) is a function of the parameters of a statistical model, defined as follows: the likelihood of a set of parameter values given some observed outcomes is equal to the probability of …
78Minimum-variance unbiased estimator — In statistics a uniformly minimum variance unbiased estimator or minimum variance unbiased estimator (UMVUE or MVUE) is an unbiased estimator that has lower variance than any other unbiased estimator for all possible values of the parameter. The… …
79Chapman–Robbins bound — In statistics, the Chapman–Robbins bound or Hammersley–Chapman–Robbins bound is a lower bound on the variance of estimators of a deterministic parameter. It is a generalization of the Cramér–Rao bound; compared to the Cramér–Rao bound, it is both …
80Digital signal processing — (DSP) is concerned with the representation of discrete time signals by a sequence of numbers or symbols and the processing of these signals. Digital signal processing and analog signal processing are subfields of signal processing. DSP includes… …
