10.3 Types of estimation problems 36 Parameter estimation Known distribution observables Distribution-free estimation Bayes (optimal estimate) Minimum variance (MV) (cost function needed) Mean-square error cost Least-square function (minimum MSE) Maximum a posteriori(MAP) Durbin (a priori pdf of a needed) Levinson/Weiner Absolute error cost function Cholesky Maximum likelihood (ML) (conditional pdf p(la)needed) Burg Minimax (MMX)estimate Lattice Kalman Square-root Kalman Figure 10.3.Classification of parameter estimation problems6 UESTC 10.3 Types of estimation problems