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(More customer reviews)I used this book for a class during my PhD in Elec Engr. This book is best read with a second book in statistics and a third on signals close at hand. The concepts are complex and presented in a reasonably brief manner. It packs a lot of punch in a relatively small space. If graduate classes in signal processing and control systems are your bag, this may be the book for you.
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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.
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