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An introduction to estimation and detection theory
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An introduction to estimation and detection theory, 非常清晰经典的英文原版教材
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AN INTRODUCTION TO ESTIMATION
AND DETECTION THEORY
1
Armand M. Makowski
2
and Prakash L.K. Narayan
3
1
c
1994-2017 by Armand M. Makowski and Prakash L.K. Narayan
2
Department of Electrical and Computer Engineering, and Institute for Systems Re-
search, University of Maryland, College Park, MD 20742. E-mail: armand@isr.umd.edu.
Phone: (301) 405-6844
3
Department of Electrical and Computer Engineering, and Institute for Systems Re-
search, University of Maryland, College Park, MD 20742. E-mail: prakash@isr.umd.edu.
Phone: (301) 405-3661

2

Notation and conventions
Throughout, we use R to denote the set of all real numbers, or equivalently, the
real line (−∞, ∞). The set of all non-negative real numbers is denoted by R
+
.
The set of {0, 1, . . .} of all non-negative integers is denoted N. The notation N
0
will be used for the set {1, 2, . . .} of all positive integers.
With p a positive integer, let R
p
denote the p
th
cartesian product of R. An ele-
ment x in R
p
, whose p components are denoted x
1
, . . . , x
p
, is always interpreted
as a column vector (x
1
, . . . , x
p
)
0
(with
0
denoting transpose).
3

4

Part I
DETECTION THEORY
5
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