PRENTICE HALL SIGNAL PROCESSING SERIES Alen. Oppeahei, Series Bar ANOREWS AND HUMT_ Digit Image Resomion Bruch "Te Fa Fomer Tnform Brisas The Fat Fourier Donform ont I Agpiaons Bono Undeaterdenutie Syem Seabee, Casts itl Imate Precis omns ano Guava Fes Geocwisne ant Raant Mahim Diet! Saal Proesing Denon and tensenastulsinensonl Dia Sua) Prcesing Hissin “Diga Fo 9/8 Hiv un. "Advonce Spero Abi and Array voce, Vols 1 HevK, 0, ray Sen! Presa oan as Nav” Dial Coding of anes Toys avo Deaton Army Sona Provera: Cont and ecu Kav Meter cra Eximasion IND “Aconie Wes Dees Iai ad Ani Sigal Penn De in Se Hecognon ‘Two-Dimensional Sigal a nage Proce uD Speck tna omes aN Gerenueaty SDs aed ips in Sl Praes Maal Da! Spetal death Agplcanone MoCtazeay se Race Amber Tao Dial Sie Prceig Teo in Dia Einin Theory ‘Gerstant ib panne Sipe Pea ‘Serta an Naw tbe Sb and Kaley aed Sigal Prcesing Orr, Winky, wits Yous Sial ant sens Seroeisre AND Seren Dt Sigal Pcene Serine aN Senate Dae Time Sigal Preeviag SQeackinntsth 2 a Oboe Mraune Speck Guay Rasiten an Goud rheary and Apa: f Dia Sigal Proesne Risnan AND Setar "Dp! Prey if Spe Saas Rownsow avo Tati, ‘Gephsn Sgna Aa trans axd Davi Sip Pree gehee STARS AN HU Dial Son! Anat 2/8 Vurvascrnat Walle Sent ant te ana Winnow Asp STARS dave Sal Pree Fundamentals of Statistical Signal Processing: Estimation Theory Steven M. Kay University of Rhode Tsand i wal ft PTR Upper Sade iver, NL07458Contents Preise 11 Biman Se Sigal Psesng 13 The Mstemac Estimation Problem 13. ABouing amatorPorerance 1 Soe Nace othe Rolo 2 Minunum Variance Unbiased Fsimation 2 tarda 3 Stnmary 2 Mau Varun Critic 25 Extn the Mins Vasu Ubi Ear 26 Rig be Miptus Vasone Unde Esiator Cramer-Rao Lover Bound ST amas 32 Stamary 55 ster Aesray Condens Cher Rae Lamar Boe 33, Gon CRLI te Sse ie We Gai Neb 1b Trmaemain fParmese 230 Exenuon o's Ves Faranir ¢ 48 Vaso ameter GRUB fr Pn 39. CRLB orth Genoa! Gavan Ce “io Asymploe CRLB oe WSS Guin Ram Pres DBetvaton of Sse Poemoie CRLB. Darvon of Grn Ganesan CRLB Parvati of Asynpaie CLD gage!~ covets | cosnexrs 4 Linear Models e 3, Toe Leu Squares Apr AP reduce Ss 2h Go tne Sane 2 Sinmey S 185, Gromer! lterpreatoas 413 Dein nd Pope a SE Grirtocanive Lowe Sear UG Cher Model Evape oe SST Sequoia tame Sq 415, Extent te Lier Md o (Cobar! Lest Sues 1, Sipe La Se [5 General Minimum Variance Unblasd Estimation 10 10 Samal Prose a ST Tevodetoe ‘01 AX? ple a Orler facta tt Sour 52 Simms 0) $5. Denman of Reurae Propet ter 83 Sic Sint i AO Destin of Seq ent Square Sod PowingSuceat Stic 104 5, Uap Suicy to Find the MU Einar 1 Method of Moments 58 Bateman tom Vite Pane i By eed 5A. Prot of Neyman the Facarton These (SexbarParunitn) |. a 2 Samay 5B Prato Rab ckrl Loman Sie Pacem Sele Pauses) 138 13 Ntnde ies 4 Esse to Vector Puan 6 Bost Linear Unblaad Fatimaors 33 55 State! Badan f Eamets G1 tamoducion 2 1 Sia! Pocesag Exam 62 Sinan" a 63. Delton of he BLE aM 10'The Bayesian Philosophy 64 Roving te BLUE ie (2) tetacton 15. Exton to Vicor Pasnneter 2 103 Suna 16. Sal Pocesng Haale 2 m 104 Pre Knowige nod Etinaton 0 SA Deewtie of Sonar BECE i 104 Chon Pb PDE aa 1B Deratoe of Vecor BLUE. i 183 er ce GaP Fy 10. Ragesan ent Noa ms 17 Monin Littihod Estination sr 107 Nistnoe Paramore a EE cee ir Ista tn emi Parte fd 13 Ar Ban is an TA Reding te ie ‘e 11 General Bayesian Etimators aa 1 Peper fhe SLE wai ieee ca 18 MUP br Taoxored Panne i 112 Summary i 1 Numeical Deeennaion toe ML it 113 Rit Futons a 1 Esena ts er Pacaneter i TA Minimo en uae io Etinacrs ae 78) Aumptte SLE to ILE Ahn A Poesia Etoaeee x 710 Sil Procmaig Epis ia 116 Petre Decne ca 7A" Moos Cute eho 2 11 Sgt Poems Eos eine Sten 1 T BR Asma OF Mir Se Pane Mm UR Gamer o Canna Tine System wo sae 7 Dermion of Cnn Log Lisl fr M Algo Example” | Set an na 12 Linear Bayesian Betimators at 8 Lome 1 ioc A "2 Sinmury a0 123 Laer MMSE Eman EC