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Statistical Signal Processing: Detection, Estimation, and Time Series Analysis, by Louis L. Scharf
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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.
- Sales Rank: #1060112 in Books
- Published on: 1991-07-01
- Original language: English
- Number of items: 1
- Dimensions: 9.10" h x 1.30" w x 6.00" l, 1.82 pounds
- Binding: Paperback
- 524 pages
From the Back Cover
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.
Most helpful customer reviews
0 of 0 people found the following review helpful.
statistical signal processing!
By �mit aydeniz
i have been taken estimation and system identification courses in my university. I needed to especially understand this nice issue.
16 of 17 people found the following review helpful.
A marvellous text!
By Alfred Hanssen
I have used the text by Scharf for a graduate level course in detection and estimation theory a large number of times now, and I am really pleased with the book.
Scharf's text has its main strength in the consistent use of linear algebra and matrix theory. As a result, the author is able to provide the reader with beautiful and insightful geometrical explanations of most key concepts relating to detection and estimation. The geometrical view is unique to this text, and I have found that the students benefit a lot from the geometrical framework when trying to understand advanced topics.
Scharf's book is not necessarily easy to read, but once the necessary time and effort has been invested, the result is advanced knowledge and insight of a permanent value. The book contains very few errors, and it contains a sufficient number of relevant problems.
0 of 0 people found the following review helpful.
I love it
By freefood
If you can handle the math, this book is amazingly clear and packed with information
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