INDEX
Some entries in this index refer to the Wiley ftp site for this book, which can be found at ftp://ftp.wiley.com/public/sci_tech_med/least_squares/.
A
Accelerometer
ADAPTxTM
Akaike final prediction error (FPE)
Akaike information criteria (AIC)
Attitude determination
B
Bayes’ theorem
Bierman, Gerald
Bilinear transform
Bode, Hendrik
Bucy, Richard
C
Canonical variate analysis (CVA)—see Empirical modeling, ARMA/ARMAX, canonical variate analysis (CVA)
CHAMP spacecraft
Chebyshev polynomial
Convolution
Cost function
Bayesian
least-squares
maximum a posteriori (MAP)
maximum likelihood (ML)
minimum mean squared error (MMSE)
unweighted least-squares
weighted least-squares
Cost gradient
Cramér-Rao bound
Curve fitting
D
Delta function
Dirac
Kronecker
Dirichlet conditions
Domain
covariance
frequency
information
time
E
Eigenvalue
Eigenvector
Empirical modeling
AR models
Burg MEM
Marple
maximum entropy method (MEM)
MEM comparison
Yule-Walker AR normal equation
Yule-Walker MEM
ARMA/ARMAX
canonical variate analysis (CVA)
parameter estimation
Yule-Walker normal equations
via spectral analysis—see Spectral analysis
Error analysis. See also Least-squares, error analysis; Kalman (discrete-time) filter, error analysis
Error function
Estimate
a posteriori
a priori
Estimation
Bayesian
best linear unbiased (BLUE)
filtering
Kalman filter—see Kalman filter
least-squares—see Least-squares
maximum a posteriori (MAP)
maximum likelihood (ML)
maximum likelihood parameter identification
