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Fundamentals of Statistical Signal Processing Estimation Theory

ISBN-10: 0133457117
ISBN-13: 9780133457117
Edition: 1993
Authors: Steven M. Kay
List price: $137.00 Buy it from $64.25 Rent it from $21.23
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Description: For practicing engineers and scientists who design and analyze signal processing systems, i.e., to extract information from noisy signals radar engineer, sonar engineer, geophysicist, oceanographer, biomedical engineer, communications engineer,  More...

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Book details

List price: $137.00
Copyright year: 1993
Publisher: Prentice Hall PTR
Publication date: 3/26/1993
Binding: Hardcover
Pages: 625
Size: 7.50" wide x 9.75" long x 1.00" tall
Weight: 2.244
Language: English

For practicing engineers and scientists who design and analyze signal processing systems, i.e., to extract information from noisy signals radar engineer, sonar engineer, geophysicist, oceanographer, biomedical engineer, communications engineer, economist, statistician, physicist, etc. A unified presentation of parameter estimation for those involved in the design and implementation of statistical signal processing algorithms.

Introduction
Minimum Variance Unbiased Estimation
Cramer-Rao Lower Bound
Linear Models
General Minimum Variance Unbiased Estimation
Best Linear Unbiased Estimators
Maximum Likelihood Estimation
Least Squares
Method of Moments
The Bayesian Philosophy
General Bayesian Estimators
Linear Bayesian Estimators
Kalman Filters
Summary of Estimators
Extension for Complex Data and Parameters
Appendix: Review of Important Concepts
Glossary of Symbols and Abbreviations

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