Kay, Fundamentals of Statistical Signal Processing: Estimation Theory
Our research plan also inherently relies on advances in several other important areas within signal processing and combines multi-disciplinary research at the intersection of signal processing, information theory, optimization, estimation theory
and hardware design.
This engineering text describes state-space and linear regression models of systems subject to disturbance and measurement noise, the temporal and spectral characterization of signals, estimation theory
, and the residual property of the Kalman filter.
Accurate models and estimation theory
are needed to address this problem, especially in highly dynamic and safety critical environments such as electric vehicles.
According to the classical estimation theory
, the ML estimators are asymptotically unbiased and normally distributed with variances given by the Cramer-Rao bound.
Later chapters cover estimation theory
, detection theory, message passing algorithms, mixed integer programming, network optimization, game theory, and frame theory.
Observer design or estimation theory
seeks to identify the states of a system based on the online knowledge of the system output.
COUPLING BASELINE ESTIMATION THEORY
BASED ON INTERFEROMETRIC FRINGE FREQUENCY
Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory
Also covered are the fundamentals of statistical signal processing, and detection and estimation theory
The appendices provide information on signal spectra and classical signal detection and estimation theory
These assumptions are relaxed in reverse order in which they were presented, allowing a sort of deconstruction of estimation theory
into its fundamental components.