book

System Parameter Identification

by Badong Chen, Yu Zhu, Jinchun Hu, Jose C. Principe

July 2013

Intermediate to advanced

266 pages

6h 26m

English

Elsevier

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1.1 Elements of System Identification1.2 Traditional Identification Criteria1.3 Information Theoretic Criteria1.4 Organization of This BookAppendix A Unifying Framework of ITL
2.1 Entropy2.2 Mutual Information2.3 Information Divergence2.4 Fisher Information2.5 Information RateAppendix B -Stable DistributionAppendix C Proof of (2.17)Appendix D Proof of Cramer–Rao Inequality
3.1 Traditional Methods for Parameter Estimation3.2 Information Theoretic Approaches to Classical Estimation3.3 Information Theoretic Approaches to Bayes Estimation3.4 Information Criteria for Model SelectionAppendix E: EM AlgorithmAppendix F: Minimum MSE EstimationAppendix G: Derivation of AIC Criterion

4.1 Brief Sketch of System Parameter Identification4.2 MEE Identification Criterion4.3 Identification Algorithms Under MEE Criterion4.4 Convergence Analysis4.5 Optimization of -Entropy Criterion4.6 Survival Information Potential Criterion4.7 Δ-Entropy Criterion4.8 System Identification with MCCAppendix H Vector Gradient and Matrix Gradient
5.1 Parameter Identifiability Under KLID Criterion5.2 Minimum Information Divergence Identification with Reference PDF
6.1 System Identification Under the MinMI Criterion6.2 System Identification Under the MaxMI CriterionAppendix I MinMI Rate Criterion

Overview

Recently, criterion functions based on information theoretic measures (entropy, mutual information, information divergence) have attracted attention and become an emerging area of study in signal processing and system identification domain. This book presents a systematic framework for system identification and information processing, investigating system identification from an information theory point of view. The book is divided into six chapters, which cover the information needed to understand the theory and application of system parameter identification. The authors’ research provides a base for the book, but it incorporates the results from the latest international research publications.

Named a 2013 Notable Computer Book for Information Systems by Computing Reviews
One of the first books to present system parameter identification with information theoretic criteria so readers can track the latest developments
Contains numerous illustrative examples to help the reader grasp basic methods