Detection and Estimation Theory

This is the first reader-friendly book to comprehensively address the topics of both detection and estimation – with a thorough discussion of the underlying theory as well as the practical applications. Modernizes classical topics by focusing on discrete signal processing with continuous signal presentations included to demonstrate uniformity and consistency of the results. Summarizes concepts that are extensively treated in other sources, but are provided here to reacquaint readers with these topics and introduce a consistent notation used throughout. Illustrates the application of previously developed general principles. CoversMATLAB m-file and Simulink routines;does not require prior knowledge of MATLAB. A useful reference text for practicing engineers.