Lessons in Estimation Theory for Signal Processing, Communications, and Control / Edition 2

Lessons in Estimation Theory for Signal Processing, Communications, and Control / Edition 2

ISBN-10:
0131209817
ISBN-13:
9780131209817
Pub. Date:
03/28/1995
Publisher:
Prentice Hall
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Overview

Lessons in Estimation Theory for Signal Processing, Communications, and Control / Edition 2

Estimation theory is a product of need and technology. As a result, it is an integral part of many branches of science and engineering. To help readers differentiate among the rich collection of estimation methods and algorithms, this book describes in detail many of the important estimation methods and shows how they are interrelated. Written as a collection of lessons, this book introduces readers o the general field of estimation theory and includes abundant supplementary material.

Product Details

ISBN-13: 9780131209817
Publisher: Prentice Hall
Publication date: 03/28/1995
Series: Prentice Hall Signal Processing Series
Edition description: New Edition
Pages: 592
Product dimensions: 6.90(w) x 9.10(h) x 1.30(d)

Table of Contents

1. Introduction, Coverage, Philosophy, and Computation.

2. The Linear Model.

3. Least-Squares Estimation: Batch Processing.

4. Least-Squares Estimation: Singular-Value Decomposition.

5. Least-Squares Estimation: Recursive Processing.

6. Small Sample Properties of Estimators.

7. Large Sample Properties of Estimators.

8. Properties of Least-Squares Estimators.

9. Best Linear Unbiased Estimation.

10. Likelihood.

11. Maximum-Likelihood Estimation.

12. Multivariate Gaussian Random Variables.

13. Mean-Squared Estimation of Random Parameters.

14. Maximum A Posteriori Estimation of Random Parameters.

15. Elements of Discrete-Time Gauss-Markov Random Sequences.

16. State Estimation: Prediction.

17. State Estimation: Filtering (The Kalman Filter).

18. State Estimation: Filtering Examples.

19. State Estimation: Steady-State Kalman Filter and Its Relationships to a Digital Wiener Filter.

20. State Estimation: Smoothing.

21. State Estimation: Smoothing (General Results).

22. State Estimation for the Not-So-Basic State-Variable Model.

23. Linearization and Discretization of Nonlinear Systems.

24. Iterated Least Squares and Extended Kalman Filtering.

25. Maximum-Likelihood State and Parameter Estimation.

26. Kalman-Bucy Filtering.

A. Sufficient Statistics and Statistical Estimation of Parameters.

B. Introduction to Higher-Order Statistics.

C. Estimation and Applications of Higher-Order Statistics.

D. Introduction to State-Variable Models and Methods.

Appendix A: Glossary of Major Results.

Appendix B: Estimation of Algorithm M-Files.

References.

Index.

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