List of digital estimation techniques

List of digital estimation techniques

*Linear models
**Parameter Estimation
***Deterministic parameters
****Least-squares (batch and recursive processing)
****Best linear unbiased estimation (BLUE)
****Maximum likelihood
***Random parameters
****Mean-squared
****Maximum a posteriori
****BLUE
****Weighted least squares
**State estimation
***Mean-squared prediction
***Mean-squared filtering (Kalman filter or Moving horizon estimation)
***Mean-squared smoothing
*Nonlinear models
**Parameter estimation
***Iteratively re-weighted least squares for deterministic parameters
**State estimation
***Extended Kalman filter
***Moving horizon estimation
**Combined state and parameter estimation
***Extended Kalman filter
***Maximum likelihood
***Moving horizon estimation

References

*Mendel, J. "Lessons in Digital Estimation Theory", Prentice-Hall, 1987 ISBN 0-1353-0809-7


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