عنوان

Lessons in estimation theory for signal processing, communications, and control /

0131209817

9780131209817

b715647

Lessons in estimation theory for signal processing, communications, and control /

[Book]

Jerry M. Mendel.

Englewood Cliffs, N.J. :

Prentice Hall PTR,

©1995.

xix, 561 pages :

illustrations ;

25 cm

Prentice Hall signal processing series

Previous edition published under the title: Lessons in digital estimation theory.

Includes bibliographical references (pages 542-552) and index.

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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Lessons in digital estimation theory

Estimation theory.

Estimation theory.

Estimation, Théorie de l'.

Schätztheorie

Télécommunications-- Méthodes statistiques.

Traitement du signal-- Méthodes statistiques.

Mendel, Jerry M.,1938-

20201208055235.0

[Book]

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