FUNDAMENTALS OF PARAMETER ESTIMATION

Abstract

Since the time that man first became involved with measurements, he has had to deal with the problems caused by discrepancies in different measurements of the same object. The attempt for reducing the effects of these discrepancies had led to the development of estimation theory. The discrepancies or errors are generally regarded as being unknowable or random. To reduce their effect with respect to the quantity of interest one is led to the problem of defining an estimator. The problem of estimating parameters from observational data can be traced from antiquity. From about 300 B.C. Babylonian astronomers dealt with this problem. Up to present times astronomical studies have provided a major stimulus for the development of estimation theory. In the 18. and 19. century we find essential contributions by Bernoulli, Euler, Legendre, Gauss and Bayes. In these days we recognize wide applications in the space technology, control and measurement theory.