Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory
by Steven Kay
A foundational text on parameter estimation from time series data, covering principal approaches, practical estimators, and performance assessment using digital computers.
About This Book
Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory describes the field of parameter estimation based on time series data.
It provides a summary of principal approaches as well as a roadmap to use in the selection of an estimator.
The book extends many of the results for real data and real parameters to complex data and complex parameters.
It summarizes as examples many of the important estimators used in practice.
The text illustrates how a digital computer can be used to assess performance of an estimator and emphasizes a linear model to allow an optimal estimator to be found by inspection of a data model.
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