Curriculum:
The curriculum is defined from the book: “Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory” by Steven M. Kay. This is an excellent book for learning minimum variance unbiased estimators, the Cramer-Rao bound, maximum likelihood estimation, and recursive least squares. As stated in a review, the text balances technical detail with practical and implementation issues delivering an exposition that is both theoretically rigorous and application-oriented.
- Ch. 1, Introduction (pp 1–13)
- Ch. 2, Minimum Variance Unbiased Estimation (pp 15–22)
- Ch. 3, Cramer-Rao Lower Bound (pp 27–62 + App. 67–81)
- Ch. 7, Maximum Likelihood Estimation (pp 157–198)
- Ch. 8, Least Squares (pp. 219–275)
Steven M Kay, Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory, Prentice Hall; 1 edition (April 5, 1993)