Statistical Signal Processing: Detection, Estimation, and Time Series Analysis / Edition 1

Statistical Signal Processing: Detection, Estimation, and Time Series Analysis / Edition 1

by Louis Scharf
     
 

ISBN-10: 0201190389

ISBN-13: 9780201190380

Pub. Date: 07/01/1991

Publisher: Prentice Hall

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

…  See more details below

Overview

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.

Product Details

ISBN-13:
9780201190380
Publisher:
Prentice Hall
Publication date:
07/01/1991
Series:
Addison-Wesley Series in Electrical and Computer Engineering
Edition description:
New Edition
Pages:
524
Product dimensions:
6.14(w) x 9.05(h) x 1.26(d)

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.

Customer Reviews

Average Review:

Write a Review

and post it to your social network

     

Most Helpful Customer Reviews

See all customer reviews >