[分享] Fundamentals of statistical signal processing: estimation theory 相关搜索: Fundamentals, statistical, signal, estimation, theory

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Fundamentals of statistical signal processing: estimation theory
by Steven M. M. Kay

ISBN: 0133457117
ISBN-13: 9780133457117
Pages : 595
Publisher: Prentice-Hall Incorporated



Table of Contents
Preface
1 Introduction 1
2 Minimum Variance Unbiased Estimation 15
3 Cramer-Rao Lower Bound 27
4 Linear Models 83
5 General Minimum Variance Unbiased Estimation 101
6 Best Linear Unbiased Estimators 133
7 Maximum Likelihood Estimation 157
8 Least Squares 219
9 Method of Moments 289
10 The Bayesian Philosophy 309
11 General Bayesian Estimators 341
12 Linear Bayesian Estimators 379
13 Kalman Filters 419
14 Summary of Estimators 479
15 Extensions for Complex Data and Parameters 493
A1 Review of Important Concepts 567
A2 Glossary of Symbols and Abbreviations 583
Index

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