Statistical Signal Processing: Detection, Estimation, and Time Series Analysis

1. Introduction. 2. Rudiments of Linear Algebra and Multivariate Normal Theory. 3. Sufficiency and MVUB Estimators. 4. Neyman-Pearson Detectors. 5. Bayes Detectors. 6. Maximum Likelihood Estimators. 7. Bayes Estimators. 8. Minimum Mean-Squared Error Estimators. 9. Least Squares. 10. Linear Prediction. 11. Modal Analysis.