Average Reviews:
(More customer reviews)I have used the text by Scharf for a graduate level course in detection and estimation theory a large number of times now, and I am really pleased with the book.
Scharf's text has its main strength in the consistent use of linear algebra and matrix theory. As a result, the author is able to provide the reader with beautiful and insightful geometrical explanations of most key concepts relating to detection and estimation. The geometrical view is unique to this text, and I have found that the students benefit a lot from the geometrical framework when trying to understand advanced topics.
Scharf's book is not necessarily easy to read, but once the necessary time and effort has been invested, the result is advanced knowledge and insight of a permanent value. The book contains very few errors, and it contains a sufficient number of relevant problems.
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This book embraces the many mathematical procedures that engineers and statisticians use to draw inference from imperfect or incomplete measurements. This book presentsthe fundamental ideas in statistical signal processing along four distinct lines: mathematical and statistical preliminaries; decision theory; estimation theory; and time series analysis.
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