Fundamentals of Statistical Processing: Es...

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Beschreibung

A unified presentation of parameter estimation for those involved in the design and implementation of statistical signal processing algorithms. KEY TOPICS: Covers important approaches to obtaining an optimal estimator and analyzing its performance; and includes numerous examples as well as applications to real- world problems. MARKETS: 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.

Über den Autor

Steven M. Kay is one of the world’s leading experts in statistical signal processing. Currently Professor of Electrical Engineering at the University of Rhode Island, Kingston, he has consulted for numerous industrial concerns, the Air Force, Army, and Navy, and has taught short courses to scientists and engineers at NASA and the CIA. Dr. Kay is a Fellow of the IEEE, and a member of Tau Beta Pi, and Sigma Xi and Phi Kappa Phi. He has received the Education Award for “outstanding contributions in education and in writing scholarly book and texts…” from the IEEE Signal Processing society and has been listed as among the 250 most cited researchers in the world in engineering.

Inhaltsverzeichnis

1. Introduction.

2. Minimum Variance Unbiased Estimation.

3. Cramer-Rao Lower Bound.

4. Linear Models.

5. General Minimum Variance Unbiased Estimation.

6. Best Linear Unbiased Estimators.

7. Maximum Likelihood Estimation.

8. Least Squares.

9. Method of Moments.

10. The Bayesian Philosophy.

11. General Bayesian Estimators.

12. Linear Bayesian Estimators.

13. Kalman Filters.

14. Summary of Estimators.

15. Extension for Complex Data and Parameters.

Appendix: Review of Important Concepts.

Glossary of Symbols and Abbreviations.

Details

Erscheinungsjahr:	1993
Genre:	Importe , Technik allg.
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Inhalt:	Gebunden
ISBN-13:	9780133457117
ISBN-10:	0133457117
UPC:	076092031871
EAN:	0076092031871
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Kay, Steven Kay, Steven M.
Auflage:	1. Auflage
Hersteller:	Pearson Pearson Education Limited FT Publishing International
Verantwortliche Person für die EU:	Prentice Hall, St.-Martin-Str. 82, D-81541 München, salesde@pearson.com
Maße:	235 x 178 x 33 mm
Von/Mit:	Steven Kay (u. a.)
Erscheinungsdatum:	01.05.1993
Gewicht:	1,042 kg