For practicing engineers and scientists who design and analyze signal processing systems, i.e., to extract information from noisy signals ¡ª radar engineer, sonar engineer, geophysicist, oceanographer, biomedical engineer, communications engineer, economist, statistician, physicist, etc.
A unified presentation of parameter estimation for those involved in the design and implementation of statistical signal processing algorithms.
Introduction
Minimum Variance Unbiased Estimation
Cramer-Rao Lower Bound
Linear Models
General Minimum Variance Unbiased Estimation
Best Linear Unbiased Estimators
Maximum Likelihood Estimation
Least Squares
Method of Moments
The Bayesian Philosophy
General Bayesian Estimators
Linear Bayesian Estimators
Kalman Filters
Summary of Estimators
Extension for Complex Data and Parameters
Appendix: Review of Important Concepts
Glossary of Symbols and Abbreviations