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System parameter identification : information criteria and algorithms

Author: Badong Chen; Yu Zhu; Jinchun Hu; J C Príncipe
Publisher: London, UK ; Waltham, MA, USA : Elsevier, 2013.
Edition/Format:   Print book : English : First editionView all editions and formats
Summary:
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  Read more...
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Document Type: Book
All Authors / Contributors: Badong Chen; Yu Zhu; Jinchun Hu; J C Príncipe
ISBN: 9780124045743 012404574X
OCLC Number: 819717440
Awards: Winner of Notable Computing Books 2013: Information Systems 2013
Description: xv, 249 pages : illustrations ; 24 cm
Contents: 1.Introduction2.Information Measures3.Information Theoretic Estimation4.System Identification Under Minimum Error Entropy Criteria5.System Identification Under Information Divergence Criteria6.System Identification Based on Mutual Information Criteria
Responsibility: Badong Chen, Institute of Artificial Intelligence and Robotics (IAIR), Xi'an Jiaotong University, Xi'an, China, Yu Zhu, Department of Mechanical Engineering, Tsinghua University, Beijing, China, Jinchun Hu, Department of Mechanical Engineering, Tsinghua University, Beijing, China, Jose C. Principe, Department of Electrical and Computer Engineering, University of Florida, Gainesville, FL, USA.
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Abstract:

Presents a systematic framework for system identification and information processing, investigating system identification from an information theory point of view. This book is divided into six  Read more...

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"...almost all of the variables used in the formulas are defined, something I cannot say about many other mathematical books...I found this book timely, interesting, and very well written. Readers Read more...

 
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