Cover image for Statistical signal processing : detection, estimation, and time series analysis
Title:
Statistical signal processing : detection, estimation, and time series analysis
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Publication Information:
Reading, MA : Addison-Wesley Pub. Co., 1991
ISBN:
9780201190380
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30000010148766 TK5102.5 S335 1991 Open Access Book Book
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Summary

Summary

This book embraces the many mathematical procedures that engineers and statisticians use to draw inference from imperfect or incomplete measurements. This book presents the fundamental ideas in statistical signal processing along four distinct lines: mathematical and statistical preliminaries; decision theory; estimation theory; and time series analysis.


Table of Contents

1 Introduction
2 Rudiments of Linear Algebra and Multivariate Normal Theory
3 Sufficiency and MVUB Estimators
4 Neyman-Pearson Detectors
5 Bayes Detectors
6 Maximum Likelihood Estimators
7 Bayes Estimators
8 Minimum Mean-Squared Error Estimators
9 Least Squares
10 Linear Prediction
11 Modal Analysis