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• W2110994414 abstract "In many practical problems, both decision and estimation are involved. This dissertation intends to study the relationship between decision and estimation in these problems, so that more accurate inference methods can be developed. Hybrid estimation is an important formulation that deals with state estimation and model structure identification simultaneously. Multiple-model (MM) methods are the most widelyused tool for hybrid estimation. A novel approach to predict the Internet end-to-end delay using MM methods is proposed. Based on preliminary analysis of the collected end-to-end delay data, we propose an off-line model set design procedure using vector quantization (VQ) and short-term time series analysis so that MM methods can be applied to predict on-line measurement data. Experimental results show that the proposed MM predictor outperforms two widely used adaptive filters in terms of prediction accuracy and robustness. Although hybrid estimation can identify model structure, it mainly focuses on the estimation part. When decision and estimation are of (nearly) equal importance, a joint solution is preferred. By noticing the resemblance, a new Bayes risk is generalized from those of decision and estimation, respectively. Based on this generalized Bayes risk, a novel, integrated solution to decision and estimation is introduced. Our study tries to give a more systematic view on the joint decision and estimation (JDE) problem, which we believe the work in various fields, such as target tracking, communications, time series modeling, will benefit greatly from. We apply this integrated Bayes solution to joint target tracking and classification, a very important topic in target inference, with simplified measurement models. The results of this new approach are compared with two conventional strategies." @default.
• W2110994414 created "2016-06-24" @default.
• W2110994414 creator A5020507222 @default.
• W2110994414 date "2007-01-01" @default.
• W2110994414 modified "2023-09-27" @default.
• W2110994414 title "When decision meets estimation: Theory and applications" @default.
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