Kay Steven M. Fundamentals of statistical signal processing: Estimation theory

University of Rhode Island, 1998. — 603 р.A unified presentation of parameter estimation for those involved in the design and implementation of statistical signal processing algorithms. Covers important approaches to obtaining an optimal estimator and analyzing its performance; and includes numerous examples as well as applications to real- world problems.
For practicing engineers and scientists who design and analyze signal processing systems, i.e., to extract information from noisy signals — radar engineer, sonar engineer, geophysicist, oceanographer, biomedical engineer, communications engineer, economist, statistician, physicist, etc