Statistical signal processing : detection, estimation, and time series analysis
Author(s)
Bibliographic Information
Statistical signal processing : detection, estimation, and time series analysis
（Addison-Wesley series in electrical and computer engineering, Digital signal processing）
Addison-Wesley, c1991
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Note
Includes bibliographical references and index
Description and Table of Contents
Description
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.
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.
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