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Lessons in Estimation Theory for Signal Processing, Communications, and Control : Prentice-Hall Signal Processing Series - Jerry M. Mendel

Lessons in Estimation Theory for Signal Processing, Communications, and Control

Prentice-Hall Signal Processing Series

Hardcover Published: 24th March 1995
ISBN: 9780131209817
Number Of Pages: 592

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Estimation theory is a product of need and technology. As a result, it is an integral part of many branches of science and engineering. To help readers differentiate among the rich collection of estimation methods and algorithms, this book describes in detail many of the important estimation methods and shows how they are interrelated. Written as a collection of lessons, this book introduces readers o the general field of estimation theory and includes abundant supplementary material.

Preface
Introduction, Coverage, Philosophy, and Computationp. 1
The Linear Modelp. 9
Least-squares Estimation: Batch Processingp. 27
Least-squares Estimation: Singular-value Decompositionp. 44
Least-squares Estimation: Recursive Processingp. 58
Small-sample Properties of Estimatorsp. 74
Large-sample Properties of Estimatorsp. 91
Properties of Least-squares Estimatorsp. 108
Best Linear Unbiased Estimationp. 121
Likelihoodp. 137
Maximum-likelihood Estimationp. 147
Multivariate Gaussian Random Variablesp. 164
Mean-squared Estimation of Random Parametersp. 173
Maximum a Posteriori Estimation of Random Parametersp. 192
Elements of Discrete-time Gauss-Markov Random Sequencesp. 211
State Estimation: Predictionp. 227
State Estimation: Filtering (the Kalman Filter)p. 242
State Estimation: Filtering Examplesp. 259
State Estimation: Steady-state Kalman Filter and Its Relationship to a Digital Wiener Filterp. 279
State Estimation: Smoothingp. 304
State Estimation: Smoothing (General Results)p. 317
State Estimation for the Not-so-basic State-variable Modelp. 345
Linearization and Discretization of Nonlinear Systemsp. 364
Iterated Least Squares and Extended Kalman Filteringp. 384
Maximum-likelihood State and Parameter Estimationp. 397
Kalman-Bucy Filteringp. 413
A Sufficient Statistics and Statistical Estimation of Parametersp. 436
B Introduction to Higher-order Statisticsp. 450
C Estimation and Applications of Higher-order Statisticsp. 473
D Introduction to State-variable Models and Methodsp. 499
App. A Glossary of Major Resultsp. 518
App. B Estimation Algorithm M-Filesp. 524
App. C Answers to Summary Questionsp. 539
Referencesp. 542
Indexp. 553
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780131209817
ISBN-10: 0131209817
Series: Prentice-Hall Signal Processing Series
Audience: Tertiary; University or College
Format: Hardcover
Language: English
Number Of Pages: 592
Published: 24th March 1995
Publisher: Pearson Education (US)
Country of Publication: US
Dimensions (cm): 24.77 x 18.42  x 3.18
Weight (kg): 1.04
Edition Number: 2