Fundamentals of statistical signal processing : [Volume I] Estimation theory

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Auteur principal : Kay Steven M. (Auteur)
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.