Signal Detection and Estimation Theory

Author: Zhao Shujie Zhao Jianxun
Publisher:
Publish Date: 2005-11-01
Features: Signal detection and estimation theory is the foundation of statistical processing of random signals. After briefly reviewing the basic knowledge of signal detection and estimation theory, this book first discusses the statistical detection theory of signals and the detection of signal waveforms. It introduces the concept, theory, techniques, and performance of the optimal detection of deterministic signals based on simple hypothesis testing, as well as the optimal detection problem of random parameter signals based on composite hypothesis testing. Then, it discusses the statistical estimation theory of signal parameters and the filtering theory of signal waveforms, exploring the construction and properties of estimators under various estimation criteria such as Bayesian estimation, introduces the design method of Wiener filters, derives the recursive algorithm of Kalman filtering, and studies their properties. Finally, it introduces constant false alarm rate (CFAR) detection techniques and performance in noise or clutter interference environments, briefly discusses the theoretical and methodological aspects of nonparametric detection and robust detection of signals. This book emphasizes the completeness of structure and the systematic nature of content; it focuses on the connection between theory and practice, as well as the explanation of physical concepts and implications, and pays attention to introducing new concepts and theories. The content is organized from simple to complex, gradually reducing the prior knowledge required, and from stricter constraints to progressively relaxed constraints, making it easier for readers to read and understand. Chapters 2–7 provide a large number of exercises for readers to practice, consolidating fundamental concepts and theories, broadening knowledge, and mastering basic computational skills. This book can be used as a textbook for graduate students and senior undergraduate students in electronic information disciplines such as signal and information processing, communication and information systems, and circuits and systems. It can also serve as a reference for engineers engaged in electronic information systems, signal processing research and design.