系统参数辨识的信息准则及算法

图书标准信息

• 作者 陈霸东、朱煜、胡金春 著
• 出版社 清华大学出版社
• 出版时间 2014-05
• 版次 1
• ISBN 9787302359418
• 定价 120.00元
• 装帧 平装
• 开本 16开
• 纸张 胶版纸
• 页数 249页
• 正文语种 英语

【内容简介】

　　《系统参数辨识的信息准则及算法》系统地介绍系统参数辨识信息准则及算法的最新研究成果，主要内容包括信息论基本概念、基于信息论的参数估计、基于最小误差熵准则的系统辨识、基于最小信息距离的系统辨识、基于互信息准则的系统辨识。《系统参数辨识的信息准则及算法》在2011年出版的同名中文版图书基础上进行了修订和增补，适合高等院校或研究机构从事系统辨识、信号处理、机器学习等研究工作的师生以及其他科技工作者阅读参考。

【目录】

abouttheauthorsiprefaceiiisymbolsandabbreviationsv
1introduction
1.1elementsofsystemidentification
1.2traditionalidentificationcriteria
1.3informationtheoreticcriteria
1.3.1meecriteria
1.3.2minimuminformationdivergencecriteria
1.3.3mutualinformation-basedcriteria
1.4organizationofthisbook8appendixa:unifyingframeworkofitl

2informationmeasures
2.1entropy
2.2mutualinformation
2.3informationdivergence
2.4fisherinformation
2.5informationrate24appendixb:α-stabledistribution26appendixc:proofof（2.17）26appendixd:proofofcramer-raoinequality

3informationtheoreticparameterestimation
3.1traditionalmethodsforparameterestimation
3.1.1classicalestimation
3.1.2bayesestimation
3.2informationtheoreticapproachestoclassicalestimation
3.2.1entropymatchingmethod
3.2.2maximumentropymethod
3.2.3minimumdivergenceestimation
3.3informationtheoreticapproachestobayesestimation
3.3.1minimumerrorentropyestimation
3.3.2mcestimation
3.4informationcriteriaformodelselection56appendixe:emalgorithm57appendixf:minimummseestimation58appendixg:derivationofaiccriterion

4systemidentificationunderminimumerrorentropycriteria
4.1briefsketchofsystemparameteridentification
4.1.1modelstructure
4.1.2criterionfunction
4.1.3identificationalgorithm
4.2meeidentificationcriterion
4.2.1commonapproachestoentropyestimation
4.2.2empiricalerrorentropiesbasedonkde
4.3identificationalgorithmsundermeecriterion
4.3.1nonparametricinformationgradientalgorithms
4.3.2parametricigalgorithms
4.3.3fixed-pointminimumerrorentropyalgorithm
4.3.4kernelminimumerrorentropyalgorithm
4.3.5simulationexamples
4.4convergenceanalysis
4.4.1convergenceanalysisbasedonapproximatelinearization
4.4.2energyconservationrelation
4.4.3meansquareconvergenceanalysisbasedonenergyconservationrelation
4.5optimizationofφ-entropycriterion
4.6survivalinformationpotentialcriterion
4.6.1definitionofsip
4.6.2propertiesofthesip
4.6.3empiricalsip
4.6.4applicationtosystemidentification
4.7δ-entropycriterion
4.7.1definitionofδ-entropy
4.7.2somepropertiesoftheδ-entropy
4.7.3estimationofδ-entropy
4.7.4applicationtosystemidentification
4.8systemidentificationwithmcc161appendixh:vectorgradientandmatrixgradient

5systemidentificationunderinformationdivergencecriteria
5.1parameteridentifiabilityunderklidcriterion
5.1.1definitionsandassumptions
5.1.2relationswithfisherinformation
5.1.3gaussianprocesscase
5.1.4markovprocesscase
5.1.5asymptoticklid-identifiability
5.2minimuminformationdivergenceidentificationwithreferencepdf
5.2.1someproperties
5.2.2identificationalgorithm
5.2.3simulationexamples
5.2.4adaptiveinfiniteimpulsiveresponsefilterwitheuclideandistancecriterion

6systemidentificationbasedonmutualinformationcriteria
6.1systemidentificationundertheminmicriterion
6.1.1propertiesofminmicriterion
6.1.2relationshipwithindependentcomponentanalysis
6.1.3ica-basedstochasticgradientidentificationalgorithm
6.1.4numericalsimulationexample
6.2systemidentificationunderthemaxmicriterion
6.2.1propertiesofthemaxmicriterion
6.2.2stochasticmutualinformationgradientidentificationalgorithm
6.2.3double-criterionidentificationmethod227appendixi:minmiratecriterion
references