Bayesian discriminant approach to input signal selection in parameter estimation problems

DOI10.1016/0020-0255(77)90038-XzbMath0351.93028OpenAlexW2019691482MaRDI QIDQ1235678

Belle R. Upadhyaya, Harold W. Sorenson

Publication date: 1977

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(77)90038-x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Synthesis of linear stochastic signals in identification problems
• On input signal synthesis in parameter identification
• On the Design and Comparison of Certain Dichotomous Experiments
• Optimal input signals for parameter estimation in dynamic systems--Survey and new results
• Optimal policies for identification of stochastic linear systems
• Frequency-Domain Synthesis of Optimal Inputs for Linear System Parameter Estimation
• On the best finite set of linear observables for discriminating two Gaussian signals
• Derivation of the Moments of a Continuous Stochastic System
• Feature Selection in Pattern Recognition
• On the Extraction of Pattern Features from Continuous Measurements
• Probing signal design for linear channel identification
• On the identifiability of parameters
• An actively adaptive control for linear systems with random parameters via the dual control approach
• Signal selection in communication and radar systems
• On Information and Sufficiency
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Generalization of a Probability Limit Theorem of Cramer
• Decision Rules, Based on the Distance, for Problems of Fit, Two Samples, and Estimation
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