List of digital estimation techniques

• Linear models
  • Parameter Estimation
    • Deterministic parameters
      • Least-squares (batch and recursive processing)
      • Best linear unbiased estimation (BLUE)
      • Maximum likelihood
    • Random parameters
      • Mean-squared
      • Maximum a posteriori
      • BLUE
      • Weighted least squares
  • State estimation
    • Mean-squared prediction
    • Mean-squared filtering (Kalman filter or Moving horizon estimation)
    • Mean-squared smoothing
• Nonlinear models
  • Parameter estimation
    • Iteratively re-weighted least squares for deterministic parameters
  • State estimation
    • Extended Kalman filter
    • Moving horizon estimation
  • Combined state and parameter estimation
    • Extended Kalman filter
    • Maximum likelihood
    • Moving horizon estimation

References

• Mendel, J. Lessons in Digital Estimation Theory, Prentice-Hall, 1987 ISBN 0-1353-0809-7