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.

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.

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.

The purpose of this book is to explore several specific areas of research in two distinct but related fields: digital signal processing and modern control and estimation theory. There are enough similarities "and" differences in the philosophies, goals, and analytical techniques of the two fields to indicate that a concerted effort to understand these better might lead to some useful interaction and collaboration among researchers.The author writes that his examination "will in general not be result-oriented. Instead, I have been most interested in understanding the goals of the research and the methods and approach used. Understanding the goals may help us to see why the techniques used in the two disciplines differ. Inspecting the methods and approaches may allow one to see areas in which concepts in one field may be usefully applied in the other. The book undoubtedly has a control-oriented flavor, since it reflects the author's background and also since the original purpose of this study was to present a control theorist's point of view at the 1976 Arden House Workshop on Digital Signal Processing. However, an effort has been made to explore avenues in both disciplines in order to encourage researchers in the two fields to continue along these lines."Indeed, the book contains numerous suggestions for new research directions and speculations on possible new results, all of them a direct result of the purposeful mixing of the ideas of the two disciplines. For the benefit of researchers who may wish to follow up some of these suggestions and speculations, the author has assembled a comprehensive bibliography, consisting of more than 600 references.In order to achieve his unique perspective of viewing each field in the context of the other, the author examines such topics as stability analysis of feedback control systems and digital filters subject to the effects of finite wordlength arithmetic; linear prediction, parameter identification, and relationships involving Kalman filtering and "fast" algorithms; system synthesis, realization, and implementation; two-dimensional filtering, decentralized control and estimation, and some of their connections with image processing; and aspects of nonlinear system theory, including homomorphic and bilinear systems.

The multiple signal demixing and parameter estimation problems that result from the impacts of background noise and interference are issues that are frequently encountered in the fields of radar, sonar, communications, and navigation. Research in the signal processing and control fields has always focused on improving the estimation performance of parameter estimation methods at low SNR and maintaining the robustness of estimations in the presence of model errors. This book presents a universal and robust relaxation estimation method (RELAX), and introduces its basic principles and applications in the fields of classical line spectrum estimation, time of delay estimation, DOA estimation, and radar target imaging. This information is explained comprehensively and in great detail, and uses metaphors pertaining to romantic relationships to visualize the basic problems of parameter estimation, the basic principles of the five types of classical parameter estimation methods, and the relationships between these principles. The book serves as a reference for scientists and technologists in the fields of signal processing and control, while also providing relevant information for graduate students in the related fields.

Well-known authority, Dr. Van Trees updates array signal processing for today's technology This is the most up-to-date and thorough treatment of the subject available Written in the same accessible style as Van Tree's earlier classics, this completely new work covers all modern applications of array signal processing, from biomedicine to wireless communications

Essential background reading for engineers and scientists working in such fields as communications, control, signal, and image processing, radar and sonar, radio astronomy, seismology, remote sensing, and instrumentation. The book can be used as a textbook for a single course, as well as a combination of an introductory and an advanced course, or even for two separate courses, one in signal detection, the other in estimation.