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PRENTICE HALL SIGNAL PROCESSING SERIES ones AND HUNT Dig! imge Rstontion ‘Dhiceaw “The Fan owner Fans Brlckaot The Fat Feuer Moor an ls Applica Bene | Underwater vue Sytem tna, 278 omx as Gear dap Fier {Ceocnene an RABID Migs Digi! Sg Preesing Dumont Meena "Autimonsona Pl Sal Proesing Hasons “Dig Paes, 9/2 Henan en “tdvoce te SpecrumAnab nd Array Prosi, Vol. 18 12 Harn, 20. Arey Sigal Procsng Iavant® axb NOU” Dig Coie of Wacom Tornoe axo Dunaton Aro Signa Proce: Concepts and Techies Kay Fundamental Selon Sigel Prey: Enination Theory Kat Mer SpecralEximaion Kino ‘Aeounie Waves Denies Imoring and Alo Sina Processing [Eta "Trend in Spec cori is "Two-Dimensional Sal an ae Pree Lib eb» Speech Enhancement Maaput Digi pecal Aas wh Apetens MoCuaizas ap Ravan. Ramber Theo Bgl Sil Procesing Mant Lessons i il Esiaton Theory erexte HD Appetons cig! Sona! Poesy Crmcxnane ax Naan tos Symbol and Krowlefebused Sigal Processing 2, Witany, we Yous Sem ond emt a Sonat" Digi! Signa Pree Creuse Ao Scares, Dict Time Sal Poesy (QUACKENHLST EF at Obj Meare Spech Quay usin xo God” Ther an Apts eal Sal Proesise RABNGR ax ScHaran Dipl Prcsang Speech Sinals Romnsen’axb THe, Gop! Sigal Ana Steanss aX DAviD Signal Pocesing Ao ‘Stas AND HM Dial Sonal fas 2/2 ‘Trower Seumie Appian Homomorpi Sisal Proceig Vabrasariay"iutime Sens an lier Bank ‘Winaow AND STEARNS Aap Signal Prceane Fundamentals of Statistical Signal Processing: Estimation Theory Steven M. Kay University of Rhode Island onl PTR Upper Sadie River, WJO745@ Contents Pretuce 71" tints i Sigal Prose 13. Atm Eman Podornace 1 Some Neo he Rei 22 Minium Variance Unbiased Estimation 33 Unit istne 25 Exisnce of the Minimum Variance Unbiased Banat 26 Rng the Minmam Vaan Unis Ester 32 Summ 35- Geal CRLB fe Sgt in Wie Gani No 35 Exenton tos Vosor Parmeter 202 14 Veco Paeaeser CRU for Tansicmsions 39 Chl rte Genoa! Ganesan Coe “Lo Anyapate CRU or WSS Gans Reds Petes 1A! BERS SRE ca 38 Darvon of Vator Pass CREB 3G Derwaton of Gener Ganesan CRLB SD Daneaon ef Asyptoic CRLB ou comments | covrexas 4 Linear Modes 8 The Lane Sar Apron = te S Sf Este = i See u Gees eatin 413. Detin nd Popein a St retire tm Sere = {4 Sar Nd ee % 2 Sccatal tne Sane 2 43 Extn at 8 $F Gk Ino Sure 2 8, Se Be {General Minium Vasance Unbned Estination wo Mo Saul Pocnte Exo a So Ekta Pi BL Getic overheat Si = 32 Sis in 35. Bote ef Rerne Propeton ns = 53 Sit sats i 3 Pee Serna ce Sue 34 Fndig Stet Sali wo 3 Olas Saeco Find he MN inn Im |» stead of Moments 56. Exutun os tr Paruen i (slot 5A. Prof Nanhai eh ana 32 Sone i 58 Prof Ro Racer Uhm See Tce Sea Pe) | 23 ideas 2 4 Best tina Unbined Eatonton i” Fre eptpmenelt Ey ST ete = 36 Saul Prseang rane 2 Soy is = 85 Bena ate Fat 10°The Bayesian Paixopy = 8 Bln te LEE Fy Tar isco om 8 Extn on tr Putt re ind Sarma mt 8 Sl Pcie Camp : i" 123 Pre Reine Eine a 8% Deon ofa AE fa 134 Chang Per POF 7 3 Davao cur BLUE 3 135 Foo th Ga eI 1 Maximus Littboed Entimation wr ie Rares peace 2 rence is 1g fa loa Denn Pas * 12 Seem is 1 Bevan of Canna! Coo PDF 13 Aemope a TS Pade tei ie 1 General Baye Eatinatrs at 75 Pepe sttbe is st feed 4 16 UB or cst Pass m 1 Somme te Ty Newel Deion oe a 18 Rati 7.8 Extension to a Vocwor Parameter 182, ‘U14 Minimum Meso Square Exror Estimators a 1), kermpe MLE to 115 tna Poston Enc 7 “io Stal cee apn i {te fren Dogon a 1° Mite Ces Be 11 Seal Pacey Ena 4 18 Semple POF ef Lf» Sate Parnes mn LIK Cleon o Cation Sen wo DenTine Sie, HC Dern of Contr opin EM Atti eae 3 am Seuare 12 Lear Bayesian Eeinators a Pree i 122 Sona 42 Soomary 2 123 Lino MAGE Eoin

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