The subject of this book is estimating parameters of expectation models of statistical observations. The book describes the most important aspects of the subject for applied scientists and engineers. This group of users is often not aware of estimators other than least squares. Therefore one purpose of this book is to show that statistical parameter estimation has much more to offer than least squares estimation alone. In the approach of this book, knowledge of the distribution of the observations is involved in the choice of estimators. A further advantage of the chosen approach is that it unifies the underlying theory and reduces it to a relatively small collection of coherent, generally applicable principles and notions.

Introduction to and survey of parameter estimation; Probability; Introduction to statistics; Parameter estimation methods; Introduction to linear estimation; Matrix analysis for linear parameter estimation; Minimization of sum of squares functions for models nonlinear in parameters; Design of optimal experiments.

Classification, Parameter Estimation and State Estimation is a practical guide for data analysts and designers of measurement systems and postgraduates students that are interested in advanced measurement systems using MATLAB. 'Prtools' is a powerful MATLAB toolbox for pattern recognition and is written and owned by one of the co-authors, B. Duin of the Delft University of Technology. After an introductory chapter, the book provides the theoretical construction for classification, estimation and state estimation. The book also deals with the skills required to bring the theoretical concepts to practical systems, and how to evaluate these systems. Together with the many examples in the chapters, the book is accompanied by a MATLAB toolbox for pattern recognition and classification. The appendix provides the necessary documentation for this toolbox as well as an overview of the most useful functions from these toolboxes. With its integrated and unified approach to classification, parameter estimation and state estimation, this book is a suitable practical supplement in existing university courses in pattern classification, optimal estimation and data analysis. Covers all contemporary main methods for classification and estimation. Integrated approach to classification, parameter estimation and state estimation Highlights the practical deployment of theoretical issues. Provides a concise and practical approach supported by MATLAB toolbox. Offers exercises at the end of each chapter and numerous worked out examples. PRtools toolbox (MATLAB) and code of worked out examples available from the internet Many examples showing implementations in MATLAB Enables students to practice their skills using a MATLAB environment

Estimation theory is widely used in many branches of science and engineering. Written in a "lesson" format that is especially convenient for self-study, this book describes many of the important estimation methods and shows how they are interrelated. Covers key topics in parameter estimation and state estimation, with supplemental lessons on sufficient statistics and statistical estimation of parameters, higher-order statistics, and a review of state variable models. Links computations into MATLAB®® and its associated toolboxes. A small number of important estimation M-files, which do not presently appear in any MathWork's toolbox, are included in an appendix. For engineers and scientists interested in digital estimation theory.

This book presents neural partial differentiation as an estimation algorithm for extracting aerodynamic derivatives from flight data. It discusses neural modeling of the aircraft system. The neural partial differentiation approach discussed in the book helps estimate parameters with their statistical information from the noisy data. Moreover, this method avoids the need for prior information about the aircraft model parameters. The objective of the book is to extend the use of the neural partial differentiation method to the multi-input multi-output aircraft system for the online estimation of aircraft parameters from an established neural model. This approach will be relevant for the design of an adaptive flight control system. The book also discusses the estimation of aerodynamic derivatives of rigid and flexible aircraft which are treated separately. The longitudinal and lateral-directional derivatives of aircraft are estimated from flight data. Besides the aerodynamic derivatives, mode shape parameters of flexible aircraft are also identified in the book as part of identification for the state space aircraft model. Since the detailed description of the approach is illustrated through the block diagram and their results are presented in tabular form with figures of parameters converge to their estimates, the contents of this book are intended for readers who want to pursue a postgraduate and doctoral degree in science and engineering. This book is useful for practicing scientists, engineers, and teachers in the field of aerospace engineering.