An Introduction to Signal Detection and Estimation

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Springer Science & Business Media, Mar 16, 1998 - Technology & Engineering - 398 pages
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The purpose of this book is to introduce the reader to the basic theory of signal detection and estimation. It is assumed that the reader has a working knowledge of applied probability and random processes such as that taught in a typical first-semester graduate engineering course on these subjects. This material is covered, for example, in the book by Wong (1983) in this series. More advanced concepts in these areas are introduced where needed, primarily in Chapters VI and VII, where continuous-time problems are treated. This book is adapted from a one-semester, second-tier graduate course taught at the University of Illinois and at Princeton University. However, this material can also be used for a shorter or first-tier course by restricting coverage to Chapters I through V, which for the most part can be read with a background of only the basics of applied probability, including random vectors and conditional expectations. Sufficient background for the latter option is given for example in the book by Thomas (1986), also in this series. This treatment is also suitable for use as a text in other modes. For example, two smaller courses, one in signal detection (Chapters II, III, and VI) and one in estimation (Chapters IV, V, and VII), can be taught from the materials as organized here. Similarly, an introductory-level course (Chapters I through IV) followed by a more advanced course (Chapters V through VII) is another possibility.
 

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Contents

II
1
III
5
IV
13
V
22
VI
29
VII
39
VIII
45
IX
82
XXXI
233
XXXII
234
XXXIII
239
XXXIV
258
XXXV
263
XXXVI
264
XXXVII
272
XXXIX
278

X
83
XI
86
XII
91
XIII
97
XIV
111
XV
112
XVI
124
XVII
132
XVIII
141
XIX
142
XX
157
XXI
173
XXII
185
XXIII
186
XXIV
193
XXV
195
XXVI
197
XXVII
205
XXIX
206
XXX
221
XLI
294
XLII
298
XLIII
299
XLIV
303
XLV
310
XLVI
323
XLVII
327
XLVIII
333
XLIX
336
L
340
LI
349
LII
352
LIII
358
LIV
365
LV
374
LVI
383
LVII
387
LVIII
393
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Page 391 - Thomas, JB (1971), An Introduction to Applied Probability and Random Processes (Wiley: New York). Thomas, JB (1986), An Introduction to Applied Probability (SpringerVerlag: New York). Trench, WF (1964), "An Algorithm for the Inversion of Finite Toeplitz Matrices,

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