Lessons in Estimation Theory for Signal Processing, Communications, and Control (2nd Edition)
To help readers differentiate among the rich collection of estimation methods and algorithms, this book describes in detail many of the important estimation methods and shows how they are intended. Written as a collection of lessons, the book introduces readers to the general field of estimation theory and includes abundant supplementary material. Approximately one half of the book is devoted to parameter estimation while the other half concentrates on state estimation.