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derivation of estimate

См. также в других словарях:

  • Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… …   Wikipedia

  • Estimation of covariance matrices — In statistics, sometimes the covariance matrix of a multivariate random variable is not known but has to be estimated. Estimation of covariance matrices then deals with the question of how to approximate the actual covariance matrix on the basis… …   Wikipedia

  • Confidence interval — This article is about the confidence interval. For Confidence distribution, see Confidence Distribution. In statistics, a confidence interval (CI) is a particular kind of interval estimate of a population parameter and is used to indicate the… …   Wikipedia

  • Matched filter — In telecommunications, a matched filter (originally known as a North filter[1]) is obtained by correlating a known signal, or template, with an unknown signal to detect the presence of the template in the unknown signal. This is equivalent to… …   Wikipedia

  • German tank problem — During World War II, production of German tanks such as the Panther was accurately estimated by Allied intelligence using statistical methods. In the statistical theory of estimation, estimating the maximum of a uniform distribution is a common… …   Wikipedia

  • Rule of 72 — In finance, the rule of 72, the rule of 70 and the rule of 69 are methods for estimating an investment s doubling time. The number in the title is divided by the interest percentage per period to get the approximate number of periods needed for… …   Wikipedia

  • Expectation-maximization algorithm — An expectation maximization (EM) algorithm is used in statistics for finding maximum likelihood estimates of parameters in probabilistic models, where the model depends on unobserved latent variables. EM alternates between performing an… …   Wikipedia

  • CHSH inequality — In physics, the CHSH Bell test is an application of Bell s theorem, intended to distinguish between the entanglement hypothesis of quantum mechanics and local hidden variable theories. CHSH stands for John Clauser, Michael Horne, Abner Shimony… …   Wikipedia

  • analysis — /euh nal euh sis/, n., pl. analyses / seez /. 1. the separating of any material or abstract entity into its constituent elements (opposed to synthesis). 2. this process as a method of studying the nature of something or of determining its… …   Universalium

  • Depth of field — The area within the depth of field appears sharp, while the areas in front of and beyond the depth of field appear blurry …   Wikipedia

  • Least squares — The method of least squares is a standard approach to the approximate solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns. Least squares means that the overall solution minimizes the sum of… …   Wikipedia

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