Name: On two-stage parameter estimation in static system
Creator: J. Swiatek
Keywords: 0209 industrial biotechnology, Estimation and detection in stochastic control theory, Identification in stochastic control theory, Computational methods in stochastic control, Stationary stochastic processes, 0202 electrical engineering, electronic engineering, information engineering, Foundations and philosophical topics in statistics, 02 engineering and technology, maximum likelihood, two-stage parameter estimation

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 1983Publisher:Institute of Electrical and Electronics Engineers (IEEE)Journal:IEEE Transactions on Systems, Man, and Cybernetics, volume SMC-13, pages 77-81 (issn: 0018-9472, eissn: 2168-2909,

Authors: J. Swiatek;

doi: 10.1109/tsmc.1983.6313033

On two-stage parameter estimation in static system

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Abstract

The general two-stage estimation idea is described. Maximum likelihood and maximum a posteriori probability methods for two-stage estimation are presented. The estimation algorithms for simple cases are given. The comparison of the direct and two-stage estimation is discussed.

Related Organizations

University of Wrocław
Poland
Wrocław University of Science and Technology
Poland

Keywords

Estimation and detection in stochastic control theory, Identification in stochastic control theory, Computational methods in stochastic control, Stationary stochastic processes, Foundations and philosophical topics in statistics, maximum likelihood, two-stage parameter estimation, maximum a posteriori probability

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