| INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780133457117 |
| DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Call number |
. |
| MAIN ENTRY--PERSONAL NAME |
|---|
| Authors |
Kay, Steven M. |
| TITLE STATEMENT |
|---|
| Title |
Fundamentals of statistical signal processing : |
| Subtitle |
estimation theory : volume 1 |
| Statement of responsibility, etc |
Steven M. Kay |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication |
New Jersey : |
| Publisher |
Prentice Hall, |
| Date |
c1993. |
| PHYSICAL DESCRIPTION |
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| Extent |
xii, 595 p. : |
| Other Details |
ill. ; |
| Size |
25 cm. |
| SERIES STATEMENT |
|---|
| Series statement |
Prentice Hall Signal Processing |
| GENERAL NOTE |
|---|
| General note |
v. 1. Estimation theory v. 2. Detection theory v. 3. Practical algorithm development |
| GENERAL NOTE |
|---|
| General note |
Includes index. |
| CONTENTS |
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| Contents |
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 Extension for Complex Data and Parameters Appendix: Review of Important Concepts Glossary of Symbols and Abbreviations |
| SUMMARY |
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| Summary |
For those involved in the design and implementation of signal processing algorithms, this book strikes a balance between highly theoretical expositions and the more practical treatments, covering only those approaches necessary for obtaining an optimal estimator and analyzing its performance. Author Steven M. Kay discusses classical estimation followed by Bayesian estimation, and illustrates the theory with numerous pedagogical and real-world examples. |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Signal detection |
| General |
Statistical methods |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Estimation theory |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Signals |
| General |
Processing |
| ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
https://uowd.box.com/s/oqycxyaz9goe94zm7ikvzhmisofqoa9b |
| Public note |
Location Map |
| MAIN ENTRY--PERSONAL NAME |
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| -- |
60468 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| -- |
60469 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| -- |
60470 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| -- |
60471 |