Parameter Estimation for Scientists and Engineers

Adriaan van den Bos, PhD, is Professor Emeritus of the Department of Applied Physics of Delft University of Technology, The Netherlands. He carries out research in the field of statistical signal processing, parameter estimation, statistics, and application of parameter estimation to problems in applied physics, to optics and electron-optics in particular. He authored or coauthored some fifty journal papers, and his paper "Alternative Interpretation of Maximum Entropy Spectral Analysis," published in IEEE Transactions on Information Theory in 1971, became an official Citation Classic. In addition to journal papers, he has contributed to a number of books. In 2000, Dr. van den Bos was elected to the grade of Fellow of the Institute of Electrical and Electronics Engineers for his fundamental work in modeling and identification and its application in instrumentation and signal processing.

Preface. 1 Introduction. 2 Parametric Models of Observations. 3 Distributions of Observations. 4 Precision and Accuracy. 5 Precise and Accurate Estimation. 6 Numerical Methods for Parameter Estimation. 7 Solutions or Partial Solutions to Problems. Appendix A: Statistical Results. Appendix B: Vectors and Matrices. Appendix C: Positive Semidefinite and Positive Definite Matrices. Appendix D: Vector and Matrix Differentiation. References. Topic Index.