Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory

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ISBN: 0133457117
Title: Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory
Author: Steven M. Kay
Publisher: Prentice Hall PTR
Publication Date: 1993-03-26
Number Of Pages: 625
Average Amazon Rating: 5.0
5.3 Mb pdf

This text is geared towards a one-semester graduate-level course in statistical signal processing and estimation theory. The author balances technical detail with practical and implementation issues, delivering an exposition that is both theoretically rigorous and application-oriented. The book covers topics such as minimum variance unbiased estimators, the Cramer-Rao bound, best linear unbiased estimators, maximum likelihood estimation, recursive least squares, Bayesian estimation techniques, a  .
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  1. File link is dead. Please post new link, thanks.
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