Linear Estimation

Description

Reader's review:
Summary: Excellent text
This is an excellent text that covers estimation theory from a modern point of view. It will be especially interesting to anyone with a graduate degree in physics because Kailath, et al derive the theory of linear estimation from a point of view very similar to that of modern quantum mechanics - they even use similar bra/ket notation!
Basic and advanced statistical mathematics is somewhat an implied prerequisite for understanding this text. From what I have seen, I honestly find nothing negative to critique - its probably one of the best technical textbooks I have in my large library.

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