bookJan 17, 2008Closed access

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

JMJerry M. Mendel

Abstract

1. Introduction, Coverage, Philosophy, and Computation. 2. The Linear Model. 3. Least-Squares Estimation: Batch Processing. 4. Least-Squares Estimation: Singular-Value Decomposition. 5. Least-Squares Estimation: Recursive Processing. 6. Small Sample Properties of Estimators. 7. Large Sample Properties of Estimators. 8. Properties of Least-Squares Estimators. 9. Best Linear Unbiased Estimation. 10. Likelihood. 11. Maximum-Likelihood Estimation. 12. Multivariate Gaussian Random Variables. 13. Mean-Squared Estimation of Random Parameters. 14. Maximum A Posteriori Estimation of Random Parameters. 15. Elements of Discrete-Time Gauss-Markov Random Sequences. 16. State Estimation: Prediction. 17. State Estimation:…

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Topics & keywords

Topics
Keywords
  • Mathematics
  • Kalman filter
  • Statistics
  • Estimator
  • Smoothing
  • Estimation theory
  • Maximum a posteriori estimation
  • Maximum likelihood sequence estimation
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