December 2017
Intermediate to advanced
632 pages
20h 28m
English
Content preview from Signal Processing in Radar Systems
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11 Main Statements of Statistical Estimation Theory
11.1 Main Definitions and Problem Statement
In a general form, the problem of estimates of stochastic process parameters can be formulated in the following manner. Let the incoming realization x(t) or a set of realizations xi(t), i = 1,…, ν of the random process ξ(t) be observed within the limits of the fixed time interval [0, T]. In general, the multidimensional (one-dimensional or n-dimensional) probability density function (pdf) of the random process ξ(t) contains μ unknown parameters l = {l1, l2, …, l} to be estimated. We assume that the estimated multidimensional parameter vector l = {l1, l2, …, l} is the continuous function within the limits of some range of possible values ℒ. Based ...
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