This book embraces the many mathematical procedures that engineers and statisticians use to draw inference from imperfect or incomplete measurements. This book presents the fundamental ideas in statistical signal processing along four distinct lines: mathematical and statistical preliminaries; decision theory; estimation theory; and time series analysis.
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The field of statistical signal processing embraces the many mathematical procedures that engineers and statisticians use to draw inference from imperfect or incomplete measurements. This textbook presents the fundamental ideas in statistical signal processing along four distinct lines: mathematical and statistical preliminaries; decision theory; estimation theory; and time series analysis.
The programs and applications presented in this book have been included for their instructional value. Statistical signal processing, detection, estimation, and time series analysis have been stressed in this book.
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