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Linear Estimation

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This is an excellent text that covers estimation theory from a modern point of view. It will be especially interesting to anyone with a graduate degree in physics because Kailath, et al derive the theory of linear estimation from a point of view very similar to that of modern quantum mechanics - they even use similar bra/ket notation! Basic and advanced statistical mathematics is somewhat an implied prerequisite for understanding this text. From what I have seen, I honestly find nothing negative to critique - its probably one of the best technical textbooks I have in my large library.

Author(s): Thomas Kailath, Ali H. Sayed, Babak Hassibi
Edition: 1
Publisher: Prentice Hall
Year: 2000

Language: English
Pages: 440