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Fundamentals of Statistical Signal Processing Estimation Theory

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ISBN-10: 0133457117

ISBN-13: 9780133457117

Edition: 1993

Authors: Steven M. Kay

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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.
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Book details

Copyright year: 1993
Publisher: Prentice Hall PTR
Publication date: 3/26/1993
Binding: Hardcover
Pages: 608
Size: 7.50" wide x 9.75" long x 1.00" tall
Weight: 2.464
Language: English

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