Elements of Signal Detection and Estimation
by Carl W. Helstrom
Publisher: Prentice Hall 1994
Number of pages: 604
Written by a highly respected authority and researcher, this volume provides an introduction to signal-detection theory, a subject fundamental to the design of detectors of weak signals in the presence of random noise, and, in particular, to the design of optimal and near-optimal receivers of communication, radar, sonar and optical signals.
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The book explains signal processing hardware. It covers sampled data systems, A-to-D and D-to-A converters for DSP applications, fast Fourier transforms, digital filters, DSP hardware, interfacing to DSP chips, hardware design techniques.
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This book demonstrates how nonlinear/non-Gaussian Bayesian time series estimation methods were used to produce a probability distribution of potential MH370 flight paths. The probability distribution was used to define the search zone in the Ocean.
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This graduate-level text augments and extends studies of signal processing, particularly in regard to communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; the discrete-time Kalman filter; etc.
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In this volume the author covered what should be standard topics in a course of parametric estimation: Bayes estimates, unbiased estimation, Fisher information, Cramer-Rao bounds, and the theory of maximum likelihood estimation.