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" Lessons in estimation theory for signal processing, communications, and control / "
Jerry M. Mendel.
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BL
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| Record Number
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961277
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b715647
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| Uniform Title
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Lessons in digital estimation theory
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| Main Entry
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Mendel, Jerry M.,1938-
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| Title & Author
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Lessons in estimation theory for signal processing, communications, and control /\ Jerry M. Mendel.
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| Publication Statement
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Englewood Cliffs, N.J. :: Prentice Hall PTR,, ©1995.
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| Series Statement
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Prentice Hall signal processing series
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| Page. NO
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xix, 561 pages :: illustrations ;; 25 cm
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| ISBN
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0131209817
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: 9780131209817
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| Notes
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Previous edition published under the title: Lessons in digital estimation theory.
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| Bibliographies/Indexes
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Includes bibliographical references (pages 542-552) and index.
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| Contents
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Introduction, coverage, philosophy, and computation -- The linear model -- Least-squares estimation : batch processing -- Least-squares estimation : singular-value decomposition -- Least-squares estimation : recursive processing -- Small-sample properties of estimators -- Large-sample properties of estimators -- Properties of least-squares estimators -- Best linear unbiased estimation -- Likelihood -- Maximum-likelihood estimation -- Multivariate Gaussian random variables -- Mean-squared estimation of random parameters -- Maximum a posteriori estimation of random parameters -- Elements of discrete-time Gauss-Markov random sequences -- State estimation : prediction -- State estimation : filtering (the Kalman filter) -- State estimation : filtering examples -- State estimation : steady-state Kalman filter and its relationship to a digital Wiener filter -- State estimation : smoothing -- State estimation : smoothing (general results) -- State estimation for the not-so-basic state-variable model -- Linearization and discretization of nonlinear systems -- Iterated least squares and extended Kalman filtering -- Maximum-likelihood state and parameter estimation -- Kalman-Bucy filtering.
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| Subject
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Estimation theory.
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Estimation theory.
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Estimation, Théorie de l'.
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Schätztheorie
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Télécommunications-- Méthodes statistiques.
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| Subject
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Traitement du signal-- Méthodes statistiques.
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| Dewey Classification
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519.5/44
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| LC Classification
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QA276.8.M46 1995
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| NLM classification
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*62N99msc
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31.73bcl
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60G35msc
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62-01msc
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62F10msc
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62P99msc
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93-01msc
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93E10msc
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94-01msc
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94A12msc
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SK 830rvk
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ZN 6010rvk
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