Accession Number : AD0723648

Title :   Estimation Theory with Applications to Communications and Control,

Corporate Author : SOUTHERN METHODIST UNIV DALLAS TEX INFORMATION AND CONTROL SCIENCES CENTER

Personal Author(s) : Sage,Andrew P. ; Melsa,James L.

Report Date : 1971

Pagination or Media Count : 544

Abstract : Much current interest in the areas of communication and control is devoted to a study of estimation theory. This text provides a comprehensive treatment of estimation theory which should be suitable for graduate level engineers. There are nine chapters in the text: Introduction to Estimation Theory, Review of Probability Theory and Random Variables, Stochast Processes, Gauss-Markov Processes and Stochastic Differential Equations, Decision Theory, Basic Estimation Theory, The Optimum Linear Filter, Extensions of the Optimum Linear Filter, Nonlinear Estimation. (Author)

Descriptors :   (*DECISION THEORY, TEXTBOOKS), (*CONTROL SYSTEMS, MATHEMATICAL MODELS), (*INFORMATION THEORY, MATHEMATICAL PREDICTION), STOCHASTIC PROCESSES, DIFFERENTIAL EQUATIONS, NONLINEAR SYSTEMS, LEAST SQUARES METHOD, RANDOM VARIABLES

Subject Categories : Statistics and Probability
      Operations Research
      Cybernetics

Distribution Statement : APPROVED FOR PUBLIC RELEASE