Key words and phrases
statistically independent, covariance matrix, sufficient statistic, eigenvalues, likelihood ratio test, minimum mean-square error, power spectral density, eigenvectors, Wiener process, integral equation, stationary process, wide-sense stationary, characteristic function, Wiener filter, Estimation Theory, risk function, MAP estimate, likelihood function, Kalman filter, probability density function |
More details
Signal Detection and Estimation
By Mourad Barkat
Edition: illustrated
Published by Artech House, 1991
Original from the University of Michigan
Digitized Dec 7, 2007
ISBN 0890064547, 9780890064542
434 pages