Statistical signal processing : detection, estimation, and time series analysis

書誌事項

Statistical signal processing : detection, estimation, and time series analysis

Louis L. Scharf ; with Cédric Demeure collaborating on chapters 10 and 11

(Addison-Wesley series in electrical and computer engineering, Digital signal processing)

Addison-Wesley, c1991

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注記

Includes bibliographical references and index

内容説明・目次

内容説明

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.

目次

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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