Lessons in Estimation Theory for Signal Processing, Communications, and Control, Second Edition

This book covers key topics in parameter estimation and state estimation, with supplemental lessons on sufficient statistics and statistical estimation of parameters, higher-order statistics and a review of state variable models. It also links computations into MATLAB and its associated toolboxes. A small number of important estimation M-files, which do not presently appear in any MathWork's toolbox, are included in an appendix.