Chapter 10  Fundamentals of Estimation Theory

Yik-Chung Wu

University of Hong Kong

Parameter estimation is prevalent in communications and signal processing applications, e.g., in channel estimation, synchronization, parametric spectral estimation, direction-of-arrival estimation, etc. Estimation theory is extensively used in modern research in various fields related to signal processing. This chapter presents an overview of basic parameter estimation techniques and discusses the relationships among them. Applications in problems involving recent research are provided as examples.

10.1    Introduction

In an estimation problem, we have some observations which depend on the parameters we want to estimate. For example, the observations can be ...

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