| Description |
1 online resource (xix, 561 pages) : illustrations |
| Series |
Prentice Hall signal processing series |
|
Prentice-Hall signal processing series.
|
| Contents |
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 |
| Analysis |
Statistical inference |
| Bibliography |
Includes bibliographical references (pages 542-552) and index |
| Notes |
Print version record |
| Subject |
Estimation theory.
|
|
Estimation theory.
|
|
Estimation theory
|
|
Schätztheorie
|
|
Estimation, Théorie de l'.
|
|
Traitement du signal -- Méthodes statistiques.
|
|
Télécommunications -- Méthodes statistiques.
|
| Form |
Electronic book
|
| Author |
Mendel, Jerry M., 1938-
Lessons in digital estimation theory.
|
| LC no. |
94015781 |
| ISBN |
9780132442206 |
|
0132442205 |
|
0131209817 |
|
9780131209817 |
|
