Fundamentals of statistical signal processing : estimation theory : volume 1
By: Kay, Steven M
Material type: BookSeries: Publisher: New Jersey : Prentice Hall, c1993.Description: xii, 595 p. : ill. ; 25 cm.ISBN: 9780133457117Subject(s): Signal detection -- Statistical methods | Estimation theory | Signals -- ProcessingDDC classification: . Online resources: Location MapItem type | Home library | Call number | Status | Date due | Barcode | Item holds |
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REGULAR | University of Wollongong in Dubai Main Collection | 621.3822 KA FU (Browse shelf) | Available | T0052243 |
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621.3822 IN ES Essentials of digital signal processing using Matlab | 621.3822 IN ES Essentials of digital signal processing using Matlab | 621.3822 IN ES Essentials of digital signal processing using Matlab | 621.3822 KA FU Fundamentals of statistical signal processing : | 621.3822 KA SI Signals, processes, and systems : an interactive multimedia introduction to signal processing / | 621.3822 MA ST Statistical and adaptive signal processing : | 621.3822 MC DS DSP First |
v. 1. Estimation theory v. 2. Detection theory v. 3. Practical algorithm development
Includes index.
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
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.