BOOK-CHAPTER

Bayes Sequential Estimation Procedures

Abstract

The Bayesian sequential estimation problem is considered for a family of continuous time stochastic processes whose likelihood functions have the exponential form.

Keywords:
Exponential family Bayes' theorem Estimation Bayes estimator Sequential estimation Bayesian probability Computer science Maximum likelihood Mathematics Algorithm Statistics Artificial intelligence Engineering

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Topics

Advanced Statistical Process Monitoring
Social Sciences →  Decision Sciences →  Statistics, Probability and Uncertainty
Fault Detection and Control Systems
Physical Sciences →  Engineering →  Control and Systems Engineering
Reservoir Engineering and Simulation Methods
Physical Sciences →  Engineering →  Ocean Engineering

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