Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory

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Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory

describes the field of parameter estimation based on time series data.
provides a summary of principal approaches as well as a “roadmap” to use in the selection of an estimator.
extends many of the results for real data/real parameters to complex data/complex parameters.
summarizes as examples many of the important estimators used in practice.
illustrates how a digital computer can be used to assess performance of an estimator.
emphasizes a linear model to allow an optimal estimator to be found by inspection of a data model.