An Introduction to Signal Detection and Estimation
An Introduction to Signal Detection and Estimation
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DOI：
10.1007/978-1-4757-2341-0
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发表时间：
1994-04
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影响因子：
--
通讯作者：
H. Poor
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文献类型：
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作者：
H. Poor
这本书的目的是向读者介绍信号检测和估计的基本理论。假定读者具有应用概率和随机过程的工作知识，例如在典型的第一学期研究生工程课程中所教授的这些主题。例如，Wong（1983）在本系列中所著的书中就涵盖了这些材料。在需要时，主要在第六章和第七章介绍了这些领域中更先进的概念，其中讨论了连续时间问题。这本书改编自伊利诺伊大学和普林斯顿大学一学期的二级研究生课程。然而，通过将内容限制在第一章到第五章，这些材料也可以用于较短的或第一级课程，其中大部分内容可以在仅具有应用概率基础知识的背景下阅读，包括随机向量和条件期望。对于后一种选择，在Thomas（1986）的书中提供了充分的背景，也在本系列中。这种处理方法也适用于其他模式下的文本。例如，两个较小的课程，一个是信号检测（第II、III和VI章），另一个是估计（第IV、V和VII章），可以从这里组织的材料中教授。同样，一个入门级的课程（第一章到第四章），然后是一个更高级的课程（第五章到第七章）是另一种可能性。
The purpose of this book is to introduce the reader to the basic theory of signal detection and estimation. It is assumed that the reader has a working knowledge of applied probability and random processes such as that taught in a typical first-semester graduate engineering course on these subjects. This material is covered, for example, in the book by Wong (1983) in this series. More advanced concepts in these areas are introduced where needed, primarily in Chapters VI and VII, where continuous-time problems are treated. This book is adapted from a one-semester, second-tier graduate course taught at the University of Illinois and at Princeton University. However, this material can also be used for a shorter or first-tier course by restricting coverage to Chapters I through V, which for the most part can be read with a background of only the basics of applied probability, including random vectors and conditional expectations. Sufficient background for the latter option is given for example in the book by Thomas (1986), also in this series. This treatment is also suitable for use as a text in other modes. For example, two smaller courses, one in signal detection (Chapters II, III, and VI) and one in estimation (Chapters IV, V, and VII), can be taught from the materials as organized here. Similarly, an introductory-level course (Chapters I through IV) followed by a more advanced course (Chapters V through VII) is another possibility.