Parameter Estimation with Additional Information

Beschreibung

This PhD thesis deals with the problem of estimating unknown parameters from noisy data using additional information. By additional information we denote any domain knowledge that is available to us except the data itself. Such prior domain knowledge very often arises naturally from the estimation problem at hand if the context is taken into account. The motivation to incorporate the prior domain knowledge is twofold: First, it allows us to ensure that the estimate will fulfill physical constraints which are given and second, we can also expect a better estimation performance.

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Stefan Uhlich

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