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

Author: Louis L Scharf; Cédric Demeure
Publisher: Reading, Mass. : Addison-Wesley Pub. Co., ©1991.
Series: Addison-Wesley series in electrical and computer engineering., Digital signal processing.
Edition/Format:   Print book : EnglishView all editions and formats
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Additional Physical Format: Online version:
Scharf, Louis L.
Statistical signal processing.
Reading, Mass. : Addison-Wesley Pub. Co., ©1991
(OCoLC)645774008
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Louis L Scharf; Cédric Demeure
ISBN: 0201190389 9780201190380
OCLC Number: 22109647
Description: xviii, 524 pages : illustrations ; 24 cm.
Contents: 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.
Series Title: Addison-Wesley series in electrical and computer engineering., Digital signal processing.
Responsibility: Louis L. Scharf ; with Cédric Demeure collaborating on chapters 10 and 11.
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