Estimation theory is a product of need and technology. As a result, it is an integral part of many branches of science and engineering. To help readers differentiate among the rich collection of estimation methods and algorithms, this book describes in detail many of the important estimation methods and shows how they are interrelated. Written as a collection of lessons, this book introduces readers o the general field of estimation theory and includes abundant supplementary material.
Introduces the general field of estimation theory, describing estimation methods and algorithms and their interrelations. About half of the book is devoted to parameter estimation, while the other half concentrates on state estimation. Stresses estimation theory as a natural adjunct to classical digital signal processing and presents estimation from a discrete-time viewpoint. Includes summaries, questions, exercises, and answers, plus b&w graphs and diagrams. Annotation c. Book News, Inc., Portland, OR (booknews.com)