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Statistical Signal Processing Detection, Estimation, and Time Series Analysis

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ISBN-10: 0201190389

ISBN-13: 9780201190380

Edition: 1991

Authors: Louis L. Scharf

List price: $179.99
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The field of statistical signal processing embraces the many mathematical procedures that engineers and statisticians use to draw inference from imperfect or incomplete measurements. This textbook presents the fundamental ideas in statistical signal processing along four distinct lines: mathematical and statistical preliminaries; decision theory; estimation theory; and time series analysis.
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Book details

List price: $179.99
Copyright year: 1991
Publisher: Prentice Hall PTR
Publication date: 7/1/1991
Binding: Paperback
Pages: 544
Size: 6.75" wide x 9.75" long x 1.00" tall
Weight: 1.848

Rudiments of Linear Algebra and Multivariate Normal Theory
Sufficiency and MVUB Estimators
Neyman-Pearson Detectors
Bayes Detectors
Maximum Likelihood Estimators
Bayes Estimators
Minimum Mean-Squared Error Estimators
Least Squares
Linear Prediction
Modal Analysis