Statistical Signal Processing: Detection, Estimation, and Time Series Analysis

Statistical Signal Processing: Detection, Estimation, and Time Series Analysis
ISBN-10
0201190389
ISBN-13
9780201190380
Pages
524
Language
English
Published
1991
Publisher
Addison-Wesley Publishing Company
Authors
Louis L. Scharf, Cédric Demeure

Description

This book embraces the many mathematical procedures that engineers and statisticians use to draw inference from imperfect or incomplete measurements. This book 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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