Fundamentals of statistical signal processing : [Volume I] Estimation theory
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Auteur principal : | |
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Format : | Livre |
Langue : | anglais |
Titre complet : | Fundamentals of statistical signal processing. [Volume I], Estimation theory / Steven M. Kay,... |
Publié : |
Upper Saddle River (N.J.) :
Prentice Hall
, copyright 1993 |
Description matérielle : | 1 vol. (XII-595 p.) |
Collection : | Prentice Hall signal processing series |
Sujets : |
- 1. Introduction
- 2. Minimum variance unbiased estimation
- 3. Cramer-Rao lower bound
- 4. Linear models
- 5. General minimum variance unbiased estimation
- 6. Best linear unbiased estimators
- 7. Maximum likelihood estimation
- 8. Least squares
- 9. Method of moments
- 10. The Bayesian philosophy
- 11. General Bayesian estimators
- 12. Linear Bayesian estimators
- 13. Kalman filters
- 14. Summary of estimators
- 15. Extensions for complex data and parameters.
- A1. Review of important concepts
- A2. Glossary of symbols and abbreviations.