EstimatorIn statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguished. For example, the sample mean is a commonly used estimator of the population mean. There are point and interval estimators. The point estimators yield single-valued results. This is in contrast to an interval estimator, where the result would be a range of plausible values.
Bias of an estimatorIn statistics, the bias of an estimator (or bias function) is the difference between this estimator's expected value and the true value of the parameter being estimated. An estimator or decision rule with zero bias is called unbiased. In statistics, "bias" is an property of an estimator. Bias is a distinct concept from consistency: consistent estimators converge in probability to the true value of the parameter, but may be biased or unbiased; see bias versus consistency for more.
Invariant estimatorIn statistics, the concept of being an invariant estimator is a criterion that can be used to compare the properties of different estimators for the same quantity. It is a way of formalising the idea that an estimator should have certain intuitively appealing qualities. Strictly speaking, "invariant" would mean that the estimates themselves are unchanged when both the measurements and the parameters are transformed in a compatible way, but the meaning has been extended to allow the estimates to change in appropriate ways with such transformations.
Closed-loop controllerA closed-loop controller or feedback controller is a control loop which incorporates feedback, in contrast to an open-loop controller or non-feedback controller. A closed-loop controller uses feedback to control states or outputs of a dynamical system. Its name comes from the information path in the system: process inputs (e.g., voltage applied to an electric motor) have an effect on the process outputs (e.g., speed or torque of the motor), which is measured with sensors and processed by the controller; the result (the control signal) is "fed back" as input to the process, closing the loop.
Consistent estimatorIn statistics, a consistent estimator or asymptotically consistent estimator is an estimator—a rule for computing estimates of a parameter θ0—having the property that as the number of data points used increases indefinitely, the resulting sequence of estimates converges in probability to θ0. This means that the distributions of the estimates become more and more concentrated near the true value of the parameter being estimated, so that the probability of the estimator being arbitrarily close to θ0 converges to one.
Minimum-variance unbiased estimatorIn statistics a minimum-variance unbiased estimator (MVUE) or uniformly minimum-variance unbiased estimator (UMVUE) is an unbiased estimator that has lower variance than any other unbiased estimator for all possible values of the parameter. For practical statistics problems, it is important to determine the MVUE if one exists, since less-than-optimal procedures would naturally be avoided, other things being equal. This has led to substantial development of statistical theory related to the problem of optimal estimation.
Bayes estimatorIn estimation theory and decision theory, a Bayes estimator or a Bayes action is an estimator or decision rule that minimizes the posterior expected value of a loss function (i.e., the posterior expected loss). Equivalently, it maximizes the posterior expectation of a utility function. An alternative way of formulating an estimator within Bayesian statistics is maximum a posteriori estimation. Suppose an unknown parameter is known to have a prior distribution .
Control theoryControl theory is a field of control engineering and applied mathematics that deals with the control of dynamical systems in engineered processes and machines. The objective is to develop a model or algorithm governing the application of system inputs to drive the system to a desired state, while minimizing any delay, overshoot, or steady-state error and ensuring a level of control stability; often with the aim to achieve a degree of optimality. To do this, a controller with the requisite corrective behavior is required.
Estimation theoryEstimation theory is a branch of statistics that deals with estimating the values of parameters based on measured empirical data that has a random component. The parameters describe an underlying physical setting in such a way that their value affects the distribution of the measured data. An estimator attempts to approximate the unknown parameters using the measurements.
Linear–quadratic regulatorThe theory of optimal control is concerned with operating a dynamic system at minimum cost. The case where the system dynamics are described by a set of linear differential equations and the cost is described by a quadratic function is called the LQ problem. One of the main results in the theory is that the solution is provided by the linear–quadratic regulator (LQR), a feedback controller whose equations are given below. LQR controllers possess inherent robustness with guaranteed gain and phase margin, and they also are part of the solution to the LQG (linear–quadratic–Gaussian) problem.
Maximum likelihood estimationIn statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed statistical model, the observed data is most probable. The point in the parameter space that maximizes the likelihood function is called the maximum likelihood estimate. The logic of maximum likelihood is both intuitive and flexible, and as such the method has become a dominant means of statistical inference.
Celestial poleThe north and south celestial poles are the two points in the sky where Earth's axis of rotation, indefinitely extended, intersects the celestial sphere. The north and south celestial poles appear permanently directly overhead to observers at Earth's North Pole and South Pole, respectively. As Earth spins on its axis, the two celestial poles remain fixed in the sky, and all other celestial points appear to rotate around them, completing one circuit per day (strictly, per sidereal day).
Closed-loop transfer functionIn control theory, a closed-loop transfer function is a mathematical function describing the net result of the effects of a feedback control loop on the input signal to the plant under control. The closed-loop transfer function is measured at the output. The output signal can be calculated from the closed-loop transfer function and the input signal. Signals may be waveforms, , or other types of data streams.
Geographical poleA geographical pole or geographic pole is either of the two points on Earth where its axis of rotation intersects its surface. The North Pole lies in the Arctic Ocean while the South Pole is in Antarctica. North and South poles are also defined for other planets or satellites in the Solar System, with a North pole being on the same side of the invariable plane as Earth's North pole. Relative to Earth's surface, the geographic poles move by a few metres over periods of a few years.
South magnetic poleThe south magnetic pole, also known as the magnetic south pole, is the point on Earth's Southern Hemisphere where the geomagnetic field lines are directed perpendicular to the nominal surface. The Geomagnetic South Pole, a related point, is the south pole of an ideal dipole model of the Earth's magnetic field that most closely fits the Earth's actual magnetic field. For historical reasons, the "end" of a freely hanging magnet that points (roughly) north is itself called the "north pole" of the magnet, and the other end, pointing south, is called the magnet's "south pole".
South PoleThe South Pole, also known as the Geographic South Pole, Terrestrial South Pole or 90th Parallel South, is the southernmost point on Earth and lies antipodally on the opposite side of Earth from the North Pole, at a distance of 12,430 miles (20,004 km) in all directions. It is one of the two points where Earth's axis of rotation intersects its surface. Situated on the continent of Antarctica, it is the site of the United States Amundsen–Scott South Pole Station, which was established in 1956 and has been permanently staffed since that year.
Open-loop controllerIn control theory, an open-loop controller, also called a non-feedback controller, is a control loop part of a control system in which the control action is independent of the "process output", which is the process variable that is being controlled. It does not use feedback to determine if its output has achieved the desired goal of the input command or process setpoint. There are many open-loop controls, such as on/off switching of valves, machinery, lights, motors or heaters, where the control result is known to be approximately sufficient under normal conditions without the need for feedback.
Proportional–integral–derivative controllerA proportional–integral–derivative controller (PID controller or three-term controller) is a control loop mechanism employing feedback that is widely used in industrial control systems and a variety of other applications requiring continuously modulated control. A PID controller continuously calculates an error value as the difference between a desired setpoint (SP) and a measured process variable (PV) and applies a correction based on proportional, integral, and derivative terms (denoted P, I, and D respectively), hence the name.
North PoleThe North Pole, also known as the Geographic North Pole, Terrestrial North Pole or 90th Parallel North, is the point in the Northern Hemisphere where the Earth's axis of rotation meets its surface. It is called the True North Pole to distinguish from the Magnetic North Pole. The North Pole is by definition the northernmost point on the Earth, lying antipodally to the South Pole. It defines geodetic latitude 90° North, as well as the direction of true north.
Poles of astronomical bodiesThe poles of astronomical bodies are determined based on their axis of rotation in relation to the celestial poles of the celestial sphere. Astronomical bodies include stars, planets, dwarf planets and small Solar System bodies such as comets and minor planets (e.g., asteroids), as well as natural satellites and minor-planet moons. Axial tilt The International Astronomical Union (IAU) defines the north pole of a planet or any of its satellites in the Solar System as the planetary pole that is in the same celestial hemisphere, relative to the invariable plane of the Solar System, as Earth's north pole.
