Abstract
In this appendix, some important fundamental notions of estimation theory shall be repeated. Also, the calculus for vectors and matrices shall very shortly be outlined. A detailed overview of the fundamental notions for estimation theory can e.g. be found in (Papoulis and Pillai, 2002; Doob, 1953; Davenport and Root, 1958; Richter, 1966; Åström, 1970; Fisher, 1922, 1950).
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Åström KJ (1970) Introduction to stochastic control theory. Academic Press, New York
Brookes M (2005) The matrix reference manual. URL http://www.ee.ic.ac.uk/hp/staff/dmb/matrix/intro.html
Davenport W, Root W (1958) An introduction to the theory of random signals and noise. McGraw-Hill, New York
Deutsch R (1965) Estimation theory. Prentice-Hall, Englewood Cliffs, NJ
Doob JL (1953) Stochastic processes. Wiley, New York, NY
Fisher RA (1922) On the mathematical foundation of theoretical statistics. Philos Trans R Soc London, Ser A 222:309–368
Fisher RA (1950) Contributions to mathematical statistics. J. Wiley, New York, NY
Gauss KF (1809) Theory of the motion of the heavenly bodies moving about the sun in conic sections: Reprint 2004. Dover phoenix editions, Dover, Mineola, NY
Goldberger AS (1964) Econometric theory. Wiley Publications in Applied Statistics, John Wiley and Sons Ltd
Kendall MG, Stuart A (1961) The advanced theory of statistics. Volume 2. Griffin, London, UK
Kendall MG, Stuart A (1977) The advanced theory of statistics: Inference and relationship (vol. 2). Charles Griffin, London
Papoulis A, Pillai SU (2002) Probability, random variables and stochastic processes, 4th edn. McGraw Hill, Boston
Richter H (1966) Wahrscheinlichkeitstheorie, 2nd edn. Spinger, Berlin
Wilks SS (1962) Mathematical statistics. Wiley, New York
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2011 Springer Berlin Heidelberg
About this chapter
Cite this chapter
Isermann, R., Münchhof, M. (2011). Mathematical Aspects. In: Identification of Dynamic Systems. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-78879-9_25
Download citation
DOI: https://doi.org/10.1007/978-3-540-78879-9_25
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-78878-2
Online ISBN: 978-3-540-78879-9
eBook Packages: EngineeringEngineering (R0)