i) ee: a ee
Za ee ea
em RRC Cal banc
PORTE
Statistical Signal Processing
Volume I; Estimation Theory
Fundamentals of
I al SELECT Sir Manic itd
= AT on eM oes MTL
SSC uae ee 7
Ef 34) ad
Ey aS E'sFF
2001 467 7 fis), FLT tH ARGS Ded Ss ae Bet Tf a pe ATI, PERL Ud
ESM lA, ‘Seal a AT A OT SM], RA, OR Sk PPR AT
BBE EA HRS LE aT
SUERRARAFERNERARS—. HE WP, BORAT
WE, ERMA TCR REE. 20 thee 40 Et MIT AR See RE 28 ER
MH, AGERE IA EOR IESE, SU -METIBIS.
RMSE DBE ~ SAR. DOE 80 FR, ERAS RARASHS TE,
THT BSRRULA Ae RR, Ha TAH, (RARER ER
Ae, MS KM MBSE, RARE LRT RTE. WER,
SSCA ECR EAA AIEEE RAY et AERC EORRIN AS, HELGE BEE
OR, REE TAC ADE ER RR. ATL BA SRO, ME A, EE
AAD RIDA, MER OL, BR TR A EAS RS RAL P, Bl
REM TSS, CaP | a. Se ad.
ARK, ET DA AT ARE TT FS aed RP”
MAA, ART RABY SATA KLE RT 302 PEI BS ea
BRT ORR, RE ORE RY MMB AS, AP ET 4025, A
7m, Bat ORCA, oS Re, CHES, BT. BRE. HS aS
A, BEA AE MESSE, ha PAKS LARS SH A ISD,
Re, AMAA, SARTRE, RUE RRR, Ae eat
bt ROS EEA A RT a EE
FRE, RES RAS LENSER, SR, 5 NER, RRA. &
SER AGH . Pa NES REREAD PRS Ee
ALCAN BRB. ‘
PRAM RASA ABS NRE RS AME ey OR
B. BAG. Ti, BREE, -ERRAR EVO, SHASRSE AA,
CREE. SORE, BRE, BRARM, TRB EY, se Be
22 RA ME, Het Bat kee AAR RA, eS eSB EP
HERS HS SH; BSA MARAT, SCHEME HH SE CARL A EL
RNSACAESHES RAE LRER, SRE EAL, RAED.
Bia, TL “BET Set AP” aR, PRT Se AP
RELL, DRIP ALARM RSHRWAR ZA PRE, HA
aM, DERN,
¥y
AMR
PRCT REBEL: EKER EE
“BSME TY Sia eeebd A” 1H AR A eetH Ag it AA
BEA 2H, RARE Pa A ATR RR, FORMA RS
FRAMES. Ae, THALES
UAT DRAGER AMEE, BHR EMAWIOBMGR, REAP Le A et
FAP EER
PEATE BU PUL eS MPS RL PR TR SE SR eR Ed
5 (EE SMI LT Se aa SER AS ERAT EE EEL. 26200048 2001
Fi, PALF eS MI a SGT AO RAR, TSS “BST SOLA eet
FI", ASR RAM Pe Rl TRE, SIT HR LR ASB HE
SWRA
RE AN eh ESM FF Se Dt Lt Et
RAG AP BAA Ne PE EAR A UT Pe FS Ce
AUER APY. REAL EAR, SA CET OR” Se
HRSA AL) HATA RR SRE AMR RM, RES Bp
MESH AFL”, AUST ARES LE. BLURS Sh FSS eR A ES
RCA, FOP RE Te eB PARE Ey LT IE SD ISSR ee
eS, eT. BBS. Re SS, SORA Re, Tse a
1, DOERR Bi ak, AHI PBC ROR, OE AT 9 A A AS
fA. ROE S RINE iS, SEL, A eR GEA BD,
ob, “BNSF Safeco AP” ASL CES TAR SA A Se
fet, SOMERS BE Ct “BCRP AB ESE Be FB eS Te ae oR
EF, PET BAT A SA BLE, SNA T “BLA SAC AE EME BE
SRRRMBE AR’.
FBSPA RSH BE LE, RATE TEE, OAS. TE RAE
RAS. ERS, BEBFARAS, LTRRALS ES ROBES PES Se
AAPA TL HEM ART SRE ARAM AER Ey
Hei FRE 7 Be Ae ER PAE ATE
SMTP SARA OMA WO, UPR, RTT Suto, WT
PREM, RET SAR. MAE PARR Sh, BOTTI, Mt, Ra
RL, ARR. ES TR,
Fe, RIESE RRM S IRR, SA RES ASR SS
# AREF Sa AS ETS A. Ph Sa
EA LRRE, RE, A RSM LE PRASAD, BK
SE ABE RE IER LL,
FY Cok Sa REL£ Ee RG
BEE at hih
aT
EA
RET
ALE
EAB
aR
BURR
FREAK
REE
ARE
BER
RET
Bhs
mM OB
RRR
Se HRA AS
SP BLLEEBEBE ME Kabee
JOR ORR. BUR. MES
SBMA K. TRE TESAL. wR
HE SSH (ae A
ERE OEE, BT BRR See
HeMaT RAST RRS aS SRE
IRAP SE, PRE
HORA SB SAR SAAS i SERSS
RPP AR Be Se
PRE Ss IEEE +
FAC. LE
BORER E ALS Ft
AMRF ER KR. AR. PE
ARABS ARES LAKHS WHE SERSE A
ALAA ASR A
i SAL Se BRE. fe ESET ATH
ACHR MAASR. LAE SI, BP AEE
BRR Ste SHAKERS ERSESR
Rae RIK. BER, Aa
BARRE TRRS EASA RSRSRASER
ACHR ERE, BEES, AT SRR LER
ARREST GENS S 1 BES PR THSSRSRA
LSPA ASS CARS. HSB LSB
SAME Tr BRe Sie BR OH FRASER
LABOR ASE, BES, PR BEAK
SAREE SETERASRESRSER
AL MASE, MBS ASE
RAB ABLE TSE BREE. RRB
eS KK. BAK
HAF TlH RAL% & F
Steven M. Kay A430 Ed Rhode Island A“#4iF SRL LB AMSG. TAL Sa a
Bete. BO PaCEER ES A RE. 98048, PG
He EB EP A TE EA HEART BW IEEE RS OL. Kay SRR TAR
PEATE MEE LE, AUR BME BET “ACHE ASE", “ERTE RSS”. PESTA
ACR” NCEA Sa”. “BEALE ie”, ME” | ETE” RI Seal”
A fe AT ee eC EAT
GE CEU RS, BRS AE “ER MS he” BR
PES He PTL AEA BER Ae ey ETS “ACH, HBL BE RAST IR TE
MME EAR RS. ARS is, SARA 1 EEA} TC ES,
FPL BAT RR TRE SEE ACE ALB ER HE — Fa ES Ah ge
AE AUR AAT — tS AB) PE. ERR SE REE TB A, ARETE RE
FL RAR A ANT A 8 EA Se TH —- R ORS, JC
TOPPER, (ABLUL TL LS AR RR. A IE A,
ATER BEA Bint ry LURE IPR RR el, SERRE A HAD,
FELIED TR ede A RI ABA TMs SS, FR , BE
FeRAM AS METAR AL I. TERIA. ES. Boe, eS ae,
ENE BLP T AP SAT SS Ne ADRs By eT Sah A, AAT PES SE I
RTA PRA RMT K, ESTUARIES, AE ERA KEE, BAY
GHSHANARREAS APSE PACE SRE, AERA ES
SA AUARSS. Vi ae ae AY AaB Ae Sh at, ERD ABA RES, EA
ACE ARAL DR b.
7-505 SE EA EES — PE 50 ~ OR RRR, TERE RNS
FUL DTACE RAMA AP, “BEIGE abe” WA 50 ~ 6042, Hep tude TA GGT
ARERR AS, Aiea MEM AER RRA T SE BE
WiiSee” TRER AMES, CRM E PSST AHEAD, A, BRT
ALAS A UH EBB EL, FRE MRR SRS.
SIA PRE LENA PE WR; BB. BiB ow, Hise~ Rie, Boas,
SARE ~ SOR, RL), ORR Bae, OR, 1 ~ BH) HIB UH -: BTRK
SSH) RAM (OR: 5B 10 ~ F812 BR, BHR), RE CRB. SB), HIS] CE,
OM), SIMS. CMAP PRE ABS DEB BSE, epee ETA. Sti.
ARE. FEHR. SRR AO UR. A. EI, A. UR, SB.
Se Se aR eT TOR AE,
APRA, ERAS oh, BUR RILTEHIE,ll
Bij
ARASHGR- ~2R SEI Pier Se —— fh bE Sa TR Ais SA,
AUT SAT GA, Boas Ha S eb AE i} _— de) FT hf Se A
ET ABER EN EF SAR TE ARE Te es ES A TT 2
EEA ETT PL BBP, BRA TT A LA a Ry A A 2, EAE ERE
BSH), WARIO AN Ra. WFREB ACP, ie RSA,
MA ABA a. SE AREA RE RM Sa AT SSAA
ARTO HL RES A aT Re EK LHF AOR ea ES.
ME, (BLE Se 5 EE TE AR a — EP, FP Ta CH
Bat) Mara ENE EME. PA. haa TARE eo,
SNAAAS LAKES CR.
ia — RF RE ES ee A ROE ee
AEA ARN ARAMA, FI, BPR TRS, Re
SRB RAISERS FARE ART ARS, ET A eo
FBARENT Re. NT PRAT, RATS Tk Ra Ny.
Ritts S Abe E i—sit Bit
SB 4B T PAA aT RR, ee PE, 2 BE ~
ROSA T SANTA, RES OR~ RIB TMAH. Be
AMZEM TIMP RAH KROES RAHM, HO, RENTAL, RNP
PRSROEHTRA, Ra, RRR, BEARER E RAMA ES
ES Hee a.
Sita SSMS jw
BU AT MATLAB AERIS (4.2b i) RT BLE AE Ae, Ah
BA TRS MATLAB BPAY, RHR TRS ARERR, BST ae
NF KNR RAAT ee PRM, HIR~ RS RHR TAT ARERR,
TiS 6H ~ POPS HTARER ARR GEA TRMSA ) MR. RET AER
SR (10), MA (28128), UREA Pe RR
(#13),
BHAA Rhode Island AFH Bie TARESS N, HAMA TESA
Ho QE PRA RSS SE BOR SRL EL, See RSE, Bok oat
BAT AS, Hay ecat Fee aL eaA 3
S—S Mitts S ESM Ar Bit
BE EB eee cee eects cece renee enero neces aneceeseeeserssaeesseesneecnetenetaneny 3
LoL {PPAR TRH AWARE rte erect eee ttt e rere ete ec naer er enee rt teerniieaeeaeaaeenss 3
1.2 GARRET RE 7
1.3 fib abyeseret og
1.4 JUPILER tec cee etter cert terete eee cree ee rane rs reaadenanen aren neneerarereereeerninescetcas It
BAER etter EE EEE ESTEE EEE TE EEE 12
2.8 Bb Wy ECA ATE me
2.6 ab A Te hit PRA a ad eke beeen een eee eden eens d awe been ee stew ners eset seaneeeene
2.7 PRARESR
B75 som tee
Te
3.1
3.2 Apes BRE nk ed deeb eee eee EERE REECE R CEE EEE E EES CREE ES ass E EEE RCE REG REE ne Renee sane Eset e eS: ae
3.3 Tu ERE =e Pe ee eee rT TREE TET PETS EA TATED PRESET HS POORER RAS EA EBERT ee 23
3.4 Cramer-Rao F Bit
3.5 RGHT PARAS HARRY —AR CRLB cocee eee cteeeee cee seseseeeretesseseereasersenesentaseescess 29
BG BEAD TET cree nee e reece eee eee rene een EERE EEE nN Seed needa eet creer nnn eee 3]
3.7
3.8
3.9 —-ABR PETRUS CRIB cceerreee eee rect tee ectn tenet cee eespeesneenarrenea ere eees Teeueeeeseeene
3.10 WSS A TRAPLS EY CRLB ve
BLL (EPEEARSE AAS eee cseeecceeees ceceeeseeescesecessesstasseseeteseenecstaaessitnecsereneseeey
BEM -ATER SA
Hite 3B
Hise 3C
Hise 3D
B48 BRe
4.1 la
4.2 sped
4.3 jE AER
4.4 AER AY Bis +
4.5 PREMERA oe eee
BRIER eee cece eet enerctseaes
*) BE Pee eee ee eee ne nee ene Ee EE EERE EEE EDR OEE EDN ES dH ER EE URE G sb beg da tte EN rat aaaeeeD
BSB —MahAe Ait
5,1 Slt weet eect tt een eens
5D ANE cree ee eee etre crete tern teen tte tenes reeeens
$.30 Feabeil he
5.4 SR PRSPERIT!
5.5 AUADSEAPBELP MR MVL BEER ec etree tee tetereseees eetec ieee teres H)
5.6 PRAMS
Be Xe Hh PEE ere E EERE REEL e NRE EERE SEER EE DE c een e et seen eee eee 102
OY eect eee nt een es ene een a bcd Looe yee tte ees eeeseceneeeneragee 102
BYR SA Neyman-Fisher l-F } fi AE HE (AR MSE ) UE BY sree ees eeee cena et rereeeeee 106
FAGR 5B Rao-Blackwell-Lehmann-Scheffe 22 (ARMESH) AVUEAR eee eee 108
SEG BR EEE CEC ARAR TL ME nee cere rceceneeeennetecnneees 110
6.1 5| a RRS RL eee ee eee ee ee nd MRE Lee eA T ESE EELS Senge Ga EEA Deen Es eae Peet semen taanbag ts: 110
OD ANE cere eee eet eetee eee tec ercetar esos cescuarcceresvanssaaeeeesapeaeseuarerteeatecetensge 0
6.3 BLUE PYRE reece eee sete eeer rer tee ntti neers cr nternin 140
Ce: ae *) 0 “ 112
6.5 PRBS cere cet eee rece reeset cctereereees 5
6.6 {BS Ob fH f TE eee eRe ey een et ene ROBE ES ESSE TES bd bbe peers rane 117
BAG RR tte tte eee eas tee eee cree cceceseegecrsaaeseesaeesceseaesteeseneeecsinaaarsssese 120
DYE rete eee eee en cer ete teers eeenaetteeesanaesteesneersssttcnseesessuaressseeterteeanereeees 120
FRR GA dea BLUE EPR ee cee ee eee tee c ees renee cue ererseseatesecpassresanespaassearueceenss 195
PRR 6B EME BLUE BURRS cree etcttteeceeeseenre cue ccuecenessuuesessnaeseeeusaussevenssuseescesanse 127
BET BE BRUIT eee ceeceseeecccesseressesennenttrnenssetttsoneeeicaacencenestiee 9
Fel FYE crete ee eee eee etre et eens bveeseneeaaecagaaeede ete veecercseeusaeeuanrenaenges 129
iy) SS ne
7.3 AEP wee
7.4 OR MLE
~BeV5 MLE B9tE er reer ee eee eee eee re eee eee eee eee eer errr ees 35
7.46 PRS MO MLE .
7.7) MLE YE BE
7.8 PRMAR SH
iS a 8 seek | EEE EROS ESEO SOOO SESOOOIOCOOOCOOSOSOOECOCSSOOOSOOOCOCOOOOOOCOS IONS 5
7.10 AG ASE
EO EERE ERRORS EEE E SSE S EEE EOREEE OORT OOS SES SSCS ESS OCTOOOTIOOSOITOED
ODD eee EE eRe ee nee ee eee ec eee ede E aan EE EE rag ene tees
WR 7A RS RBA fees
PARR 7B RRM MLE BYE PDF een ner reer eertttetee tree tee erie teniee
AR7C EM AAUAPEAUROURRRHES 179
PRB BRR nn eee etter eee ee re ener e rrr prateaetaeeete 182
8.1 aa Oe 182
B.D GE eee eee eeees 182
8.30 Bebe dik
8.4 ERP R eh Fetaty 7 185
8.5 JL thy REE eee ARR eee ee EE EEE EEE cnet ten ern GES SOAP PP EER OA IBA ET SoH EEA SS 187
8.6 FHT BER po Sethit: Fe ee RENE eT EEA EMRE ERE EE EEE ASHE ced EG ee 192
8.7 JRE Rb aR ail
8.8 Reh efit
8.9 JER) Cae
8.10 FRET os
SBA WOR cere etcetera
BY ED oc eeee cee er t i ieeeeee os
PSE GA HT RHERR ANT RG TTWUHR ER eee eect cece es neer eee ceneeeneneeeesnevenseeaes 3]
PSR GES SEHERE STARTER HES eee ee eee cnnee cate ree eteeseaescneeetensenseecs 24
HR BC PRR RET HRS -
SQM BAA nee tee terre ee eeeeeennsecneereneeeeees
Di) ER reste eet eect rete eee teeter e eee eee eteeeeeeae + 338
DD ER cere eee ee eee eee rena eee eee ten erred eeu anees besa eesete ees cath rseneeeeeee ees 238
D3 FP eee eee eee cee eee e nena nese ener rtaeeeeeeeeeuaaeees cana etiaatigrepaeaeeerreasaes 38
94 PRANK oe oe DAL
9.5 (Ait Sete nee eter eee eee beaters eat tee -- 949
96 fa SAR aE eee eae ee tenet cater eee eee eer eee rere + 946
SBE SAR eee ee cece cee cers tau ee tena eae tpeees saedaeeesuceesaces cy sapnadunavesenapuvaesans 249
“i SPEER ek erent eee LED e ERE Eda ene R RE EE ARE E EG ence e eee nese PPD LL Pada Poe teetaapenedpaanene 250
Rion Atha + 2583
VOD | FR ctr eee crete ete e eer eee ee eee ee ee sete eee scespeae scene eee seeeee senesesananety 953
Tt Ad hy 25310.3 Jc RR Ait
10.4 eFEIE% PDF ---
10.5 VST PDP ERE
CO A Sopa, EEE OSE ETESSTESY
10.8 Ware Meer) et Shit
BH am ee ere rer rere renee
PY BB reece c eect cee etek tee cee ee renee eee es
PR 10A KRM PDE AE & SATE ETT R REE e ene e eee Ree EERE DORE Dee eee AEE EE ISSR EE EEL eee ea eee 275
= +1 a — AER HR PTET eee neat ee ere EE Ree eee ene EE EAE EEL tenn pra e re be ea tates 277
VELL Ep terre eens ee ee ee eee eee che cee ss ocee cae nneaacep sepa reaeersdtaasaenger 277
11.2 a)s3¥ RETR R ee mene Tee ee Enea A EL eM e EERO REESE EAE bee erred deen AGERE SS sn ee eet pe eeateeaeentieees 277
11.3 BRE BEBE wees cere e nee eee erence eee ere tree RA Sd Rea eee eR ona eetaSSeea ES saan EEE DERELEcEC ges 7
1.4 BUDA IRE ITE - 280
VS BORA BARTDER cre eter tete ieee trees 284
11.6 FEBBABGR rrr ee teeter reece tee eer reeer ries .
BAER (1A SSR AT TL SEL BL BD FEDER eam ersten cee eeeceeence tense
#12 x Seattle Deena ee eee renner eee nee EERO Eee EEE EEE EE coe eneaeenen veg 306
12.1 Sli PEELE LE Etec e enn eee one e ETE EEN Ene t nO EA BEGE SME EEOGNEEEE ESOC poeyapnatnnaes 306
12.2 ANE N ceceee ce ree eee etec eter cette caer sre ene nee ne eee saan nee cee est sdtdbeccaecssneusacsappaneaneasyess 306
12.3) BORE MMSE fifi} rete a
12.4 SLAB FR cree ee et eee eee s ea ee eee cccreeerassaaaeeenseassesesaeneeenssuuasecsenecerees see 390
12.5 we
12.6
12.7
BAIR 12A TURP SRE ER AREA LMMSE (A STMERUHE SE cece tececceeececeeeeee 335
e 13% FREER SNe rare n ene n eee e teen eet babi ee eee a
VBIL BY Ep cereeece eet e see ccenen cee eeceeaeeesseesaeeeeeasssnessie coven easaevins
13.2 thsi PEE errr Cen n ee Cee e tena eat ident pean nea seeesearenare
3.3 geste Saw
13.4 PRR BEE .
13.5 RACER MRR AE eRe DE RAISE RR -
13.6 FEM EAR SUBIR AS cece eee cca aeseeeeeentenseaeetetiegs ba
13.7 PRR ASB UBD RS cece ee eee tcc cc seeensceneretssansesssccessenecspuaaaseseveceateesnees 361
. 10 .SEEM HR eee - 374
BDI ence eee ere ee eee REE ERE EERE EEE 375
AIR 1A MERAH eee 379
ee MSM a 383
B14 BE ARTE ER cece crete terete ete eter ee rrr ee reenact anette arnt nesta 385
DAE PRR cee ect eee EEE ETE EERE EDEL eR eee EEE One 385
14.2 fT ~ 385
14.3 RERRIRD eee cec cee eee cere eect eee e eee en ee eeteeneecneeneeciseeeecaeeeseeeesees 391
14.4 ERE PED LR rere reece ecee eee tees tree ee a erent eee eee se eeeeneeneer trea neta nenaereenaneres 394
15k AMES ve vs 397
LS LSP Fp cee erect eee ese tee eee eee er reer teee nee teeean rea eene tease ere erersaaeeeaee 397
15.2 tee Bee hee ee eT EPPA TPP ED PASC PECL E REEL TTA PEATE ROCCO RRA te eee e ered E eee weet ewes, 397
15.3 RRM Se bese . 308
15.4 SAHARA AI PDF weer creer eter erence cere eee tee rete eee neee reer treee rennet esas
15,5 $B WSS BHAI ener ee reece eet e cree c eaten ee iceee renee sea er etee eee! leecineseneee eens
15.6 PI EMRE
15.7 Se FASS BATE BB It eee rr rer ner ee iaet eee erbeenaee 422
15.8 SLOTS EP vreeee ee ceeeee eee teeters eee eeee reece tenn erate anne eeeerieer tee leet eeeeneneeneeeren nee
15.9 HUSA PDF ----
15.10 {APART A vecc ete ee ns center e ere eer reeeeeen aa eereeeaeteeeseee tener reesei ters
PRS (SA SUPT SERIA EEA HESE cee cece csc cece cere caters tereeeeeteretaeseataestuenace 445
PRS ISB SE RRT PDF PERE cece eter eeeeeeeeeeeee ee ce tere rae tere eenassaaneee 447
BASE 15C CREB 0 MLE 23 SR RUPE eect cee tee etter rrree rere eerereeeeereeerereenneee 451
SoS: Mills SMS —_BwBe
SB eee eet teeter eer ibe cer tere er ree esas awe ranean eeeneeaneeeeees 457
t.l (FSA MS Sonn eee eee eee ee reer nner 457
1.2 BRE [ BRE reece etc e eaten reece eee reece tenets eee eee eee eee EEL DeEE A ELEE EEE Lb E Gene 460
13 ROUBLE HERE oo eeecceees eee eeecseseneereeesssnnmuiessssseuseeiecsanisecenssnnnises 461
1.4 REMAP BAAY PARR nee ceec cece cette ccc eeeee ce secereeenisev res penasaanensiasens wee 464
1.5 BRUEBU PEF ccecece eee e cc te eset eee eee crepe renee ede eae stave neta eter sneeaeeeseeeseuagscaeaeeenens 465
1.6 SRA —se uO s+ 466
BRE SR eee cece creer eae reat tease eseccanaerraaeeeeieeeeees + 467
DYADD errr eer erent aetna eeeer teat iidccereeeeecre tenes 468
SQM MB PDF BY RER creer errr tee tte te cater enerenteneneeceeennsnneseceansniceee 470
DD LER cere cette nena e eet cec eee cee ese cecceeaaenaesnaeneeeseecerseesestaaeeessasenstueteeseaensennas 4702.2 AAR RE RR HME
2.3 FRU ES ka
D4 MCRD PDF cee eee reece cee reece ieee eee ee een edna ne seen es teen EE be eet bade eta
2.5
4 ABS
PRR 2A BER AVSEPE IRS IMT eee receceeeetecceeceeeeeecentetteee esse satestene es 490
BSR OB TEASE RE YE cece eee cence e see aaeeneeassuberesspaustesscceuresesinuaseeeeuearsers 492
WR 2C HAAMARMRE Riss MATLAB BF - ne 494
HERR 2D PREM EL ANSR LX? AO RHE oes we 495
BUS 2E BRR ait LARLY MATLAB BERR eee err teeees o 500
SRS BERT PR EB UE Dene cee cece scan ee ee cena cae seeeteesegeeeceeeeceeeeeas wees
Bo) BL Ey veces
B.D AER eee
3.3 Neyman-Pearson 4¢ FE
3.4 BCL LIRPEE eter.
BS FEB ee ceccescreauscaversetsuvitanseveceas
3.6 Bi ER BES Ee eens ewan eee ree ee edness ttoeessencoessetennannae
BT GUIRY oes ee eecce ts ceeccseeeeensccsvscsassuvevansecatersaeausitanscceeseeceees
FQ RAUB eee cece ccc te eccececssessesevavavatavseseserecititisesserevevee.
“S17
BEER eee ete tte e ete es cce eta rencanescsseasseueacccescsssseecisertincatspeisesriaesnerese 520
ODL ese etc ee cere eee ene ctee cess TEER eee eet e Rae ere nee Ea eet eee REESE BEES SE Ges eae 520
BSR GA Neyman-Pearson REE cesses cesses eseecneeicetestesesseeseeesesessceaneceeeeeeass 523
PASE SB bel TURE WG ROAR ASE ——— TAQ one sceeccccecccceetccscccevessscnssnnvssenecesene sos
HR SC Rh HMMM —a ria - 925
SEA BE WRENS ac cccreeeeeseesenseescssnecnsensneessnsssennnnnsnnccsse 1.506
4.1 3/5 Pe ee eek eRe nee RRR REE EER eaten EEE Ata O et TEMOC HES EEE ASS ERAS G eens tnaae cee nepaee 526
ALD ANGE erent eter ear ee een ccc rtaneeesstensscaaseessseccnssersnaesgeeserevtentriseuases 526
43 DOB UE RR cette eset eet cece cpeensseaesceaveenstccstecuarsangenrsteeestereuseneatirscecens 526
44 PO SCUCPI HEUER tees see eee eeee tee cceeeneee cn nrecesceneneseneesatetetsnesencnenenss 534
Cs ds 540
4.6 ZR PERS Aa BATES CTE ner am eee E teens bette enn eat n seat ete tet esd ad be crate Een enesapeversearerspe 547
4.7 fe EAD Ecce eee ccc curs ansesersaestsutcacesseeevece
aR 4A Sete ee est TEU ene ae eee tanned treat reed ee eet eeeaeesepesainanes
ES BE RAGE nee eee ees caecereeeesssesccseescevecvesregusauvasaustsaveuseteessccecess 563
BL GEG tees ette tees es ceeee scree rrsesssevenesscceescsunauenssvauseusuasattscsstessesseceveresece 563
SE Da 563
712+5.3. ffithae - HR ae
5.4 ER PERI cece ceteeee certs
5,5 KER O14 El #e — $e BE ee eee D Dene ddan eater ae 581
5.6 ARERR TUT RGRY cence cette e eet eee eee reenter teen ere ce ee ene aeeeennaereerscteeenenneeeeniaee 583
5.7 fa SREB “
6.1
G2 AIEEE crete etree eee cere eee eee en ee er eee eee mea E SS ea nate
6.3 SIRO cee eee nectar teen eee eee eee u eee nese Ld ene Leen esa seat pa EP ete ured ee 602
6.4 MAMIEHR TR oo 606
6.5 ABC ICRET CLT WRERE + 612
6.6 BRK RUEIO REE Lo 616
6.7 DBR AAU BR eee eee rt eee nent reas eee e eee tee et neta ere staan risen eer enea tees 622
(oe Say ee eee 624
BAK vues vere GIR
AH Cert R Rae EERO OANA e RE EERE EE EE SELLE ES nee c ey see 629
AER GA SSR —_TALASwW ”
WSR OR MGR ABH nn seeecevescsssssecessssssesssseststssettetttseervensesene
PRER GC GLRT BURFI PDR -eeetee cece eeeeceeeeeeeeeeeeseeeeressteenseenesuudeeeccecaeereenan ress 3
MYR 6D LMP ROBO RST MIKERE -
WR SE BMRA ARES
AYR GF 7 ML ED ASHES
H7E RGRDSNNBEEES
TD [Tp tere ecee treet e ee ceee ee
TD ARR weet ete eee tene ee eee wee
TiS ABS ARUUROUUIPERE, cee eec eee ceeecneee esse nee eeenecaeeeeseeens states caeeecneanenis
TAR PUTR eter ieeeeee ee eeeeeee eee nees seen eseeeeereneuctsattcesceeceeseeeeecraeeepaateastpeseees
FS ARRUBAIADE A] oe ee erect e eee teteeeecteeeeeecr enter ree reeay enna netee teen tettetebeee 654
Ti6 TERRA ERD eee eet c eect cee enna ree ers eeeceaaaeeseceneeaseesssauserseeuuaettyearess 656
7.7 PAMMER PEA eens ve 665
7B {eS ARR Ba Teen eee renee tenet eRe ce kere n area beet t eee ne eae 671
SBE IRR eee ee eee tee ene cree tenes teetseseeeeccccdscaaayensaassesdeeeuseeeecevaneuuaians 679
OY BB cece ee eee eee ee resent eee ees 2 679
BUSR 7A BEMAGIUAEADAGETEAE ose ccecccscessssseeccssserecssseteesseeresesees ve 688
GSR 7B SESE PEARY GUAT ROYER cers eeeecceenee reece eeneestenccnnseees “> 6B7
FABRE ABABA HLAE See eect ct cee reeecneecceessustenesseesaesennesgiaees 6898.4 KREIS Bid Pern erent ee teen eee E ERE Cen meee AR OEE ED LeH ECE sae ERSTE BO eC baaaEE EEE 605
8.5 SAM cee se 698
8.6 PSA ABT - cscs 699
BIRR eee 308
ae RE ee nee nee EERE EEO OE De REE REESE TEER EE EGE EE da Eh ee een aE TET EEE EE AMS EE EES 708
MESSE SA FARA EBT BGALIT FS PDF RUPEE ------- ee ence eee e rece e seer re tee en tase teeeee D2
A AHRRSH
Qe RYDE esters eee eeeececeeeeereeegeecneasersnanensnesenees
9.2
9.3
94
38
HIER OA HEGRE T o? RATA ARERR AUAY GUAT ccc eeteecsceeeecsneececteecreene
BSR OB Ley RLU Te eR — AOR EIA Rao 1D -- vs 74S
Fe gC fa Sb OIF Se Rao Be RAE teh Reece cone eee eee te ee neat TRE da Tear aea tees 747
BB 10 BE SE RR ee eee cette ete c tee eeteasessseetes rate ursaeeetsuaeseaeareeastepentiageeans 750
WO GPR eee 750
JO.2 ANSE cee eee eee terete cre erent eenaeeeneaneanaee 750
10.3 SRR ASPUR ES EERE eee eee ee terete cette rene vo 150
10.4 CUTE PEAS vee eeee eet eee eee eae enn bene reece eeeneeeeseee tesassusegeedeaene cas 753
10.5 RASH EES ee ee eRe EE DEACON EA RENE REE ES EE EE Errata Ee T5R
10.6 fF SSL HEB T s+ 765
Bae PO eee anne nner te eA nee eR eee lee neeseebattagat egea wan teaaes se T68
“} Bi RON EEE aera ree e reed E ERE NAME E OSES EEE c eter a een ieee nn eed rE Ratenanenee se 769
BARR TOA NP BIRR SY ERIE SAI PERE eres eeees tees ee tesnes ee tecentereesacaee 772
BAF 1OB UO SE MGRT MR AE RHE ARR SAY Rac BERD cece cece tree eeeen teens eeeeeee 74
ss Wes RRR BE Penne elect eae abate nee e nett ness seeenraaeae see TTT
VLD LPP eee tee eee eee cece ee cre verasaaeeesseaaeeareessscseccccecgesegavsauaatesssnasuseesenaseeseses WW
VE.2 BRUIT BE esr e sete eeteseeectenetcesceesseuseesuaeressaeeseesseauscsecssauacesteuetereeeerees 77
VL.3 ERPERR ID crete ee eecceee cence eeeecetecesccaeaseasenaneaeessasaseeducutssusaseesuevedeeeereauauauecs 786
11.4 ER PR Re eae E enn R Ee DEAE d eben eens nen eee ees teee cpa eeettebaneeeeeenenas 792
11.5 RUM SIE BE eeee vas 795
BBR OR eccrine ene e ene seas seccuceseepersaauscsuseansdaeasanetterstyrurinanensnaes 796s 12 z BUSH eR ERLE AEE CEL AE EEE ERNE ERE EA EOE ED ER EERO GEREN POSSE OE RE TESS ELEN ESE EE ES JOT
V2.1] Bp cert ereeeeseree ees ereee nese nerennseerestraeesieesarssseeeaneasageersssearis eer aresenass tsa eeree 797
12.2
12.3
i2.4
12.5
12.6
PRR 2A STR AIE ARDRMRIA
PISA 126 ease AY MATLAB FEFF
Hise BRP RRB --
TBD BP Bp eee eect eee eee 824
13.2 ABR oe os 84
13.30 GLAD PDB vrecret eee cect een cee nent eee net eee eee ret be cece canoe sega eae reeeaeseeteeeenees 824.
13.4 BAAR AIS PDB cre eee reer eee c ee eee eee ete ee renee ated ndeee a eeneaennaeee 83]
13.5 FEE WLUNAD PDP verses ieee teeter t ter teeter eee renter acer eeneaennaneerconerereteae 833
13.6 SERCO RUEIN RE see eee 338
13.7) ARGC RMA fae - ERE ee a 84d
13.8 {ef Ab BE AY Ba] WADA A Od aa e eee tiene nen ens ce tamer scae tus icg cer sanearseeauanspaaensauannes 850
BAT AR ce
OI enter eee ener tee terre terete ae
PSR 113A ee ER GILT BY PDF wcrc es tcerec en eeee nee neeesensentesseteceeeeesseasetea ngage 864
BAER 1 MSE HES BT eee ieee rec eccescee rere ceecesea nen ceneeees teases veeaeseeseessevearenaenares 865
FASE 2 PPB ANAE SAAB eos ceeeeeseseescscsssssvssssssssccssssececsssceressennenenentessesensentecve a784 Sti ao MOE An
fv BRTl
Sie 4
1.1 Soh bait
SER TT PRUE CE 1 TF OR eB ts ee a fe BT La 2 ak HE RE
Guid:
Fae Pee
| air SF
Pa
ste
ATA AR TR, ARAL a 2 FR TT BB St — FB
HWS. ERIAASEP, PEMA | Skalnik 1980], Fei Beas Abe ee
HE COLA. AT IRS R, RATA A Rh, RE
Sie RAT, AT RE AS Hee oy PORES, A LR, BTR A
Ber, =2Ric i, Rec RHE. BR, RAMA WBE -,, RARE
SUPER R, AL. (b) ata TA eA, PRE. SE EE
Ai BE, LTT] Ee Pe pe A, A Td th EE
WOOLF ae S| AMI RT HESS. PA, SEE REIR AY Bh EAN A OR SE em,
FRB, AY FRE RE), RS es FA Se aL HG eB OT ee BE ES
REEARE ASHRAM S TALS, —ARPRRA, BARE RRS
AML TB) FF (335-7 aL A a ES a De ET ES WB 3.13 AE 7.15)
AHERN RE A RI BMON ERTS, eR
[Knight et al. 1981, Burdic 1984], BB 1.2(a) ian T- -P RR, RL LE
POM WEE FE SS A OR HR Ae SP RR ERS. BES
FER FEAR FF 1G ee REA, SR Gy ak A RB HS 28) TL A BS
HERES ME 12D aR. CREME S ARASH BAAAX Het
{eas SA NISEIS cy, FF PRIA TAT LE AB,
8 = arccos (@) CLL)
FEF ¢ Rk PIR, d JPG RE TA AU RS 3.15 FOB 7.17),{eit Bet
4 AES ae oh
TAG, EA HABE HE a a DA BT HA Ad 122 (bE AT, cn PE
APNE ABA ERAS 8 RCE Mat
ta) HRA
BY fal
ay fal
Ub) ie at Ase eae He
AA. GriA REE
A—PMARISS iG SALFE [Rabiner and Schafer 1978), 3: PES) BE A} [IB A
A, Wei ae CRS) MEA. — Ty Be Me RR ( phoneme) AY
WH, BRB We, RAI, ON 1.3 Brac AvalMe/, HER, ikeeoC
RARE, RAR AS A. ATANAR Rete, TURAT ROR, ILE
WAGE OS Pa Sa, FEB i kT ee, A SRE
ATCA ET RE, EE — SUITOR — Pa
PMB IRE I SS SR A ROR ee AY
AREER, BAGS WA, RPARBAHRA, SHR EEBER ARM.
Scot AEM AOE AR ARE, Mas
He Bop S TR RAGE ee Re REE ee, Ae
Oe Se FAS a] Ja] A SE AS BE EA. TR aS BS
(linear predictive coding, LPC) MRO RM Heese TRA. UFR 13 KS,
PSL L.A HA DSB CE OE RA ey ay) ke ay Le Be
BLP CA AHO fu RTT LA A fa SOR i HS LS SB HB 3.16 ALB) 7.18) APE,PLE = 5
ihe) ACE NPE ARS TI a A I PR TS 9 A PE eI
SG BLAE.. PERINAT AS ANTE) BP AT BRR AN BE A ec Se a
WORBLAPAY..
~ Ol
: ((
HEARED Diet bbe
HR
1) BE Fy
FE ga fe
YT!
saa
att
FSS
yf
(b> Ea te a gm BR St
Al2 mae MRS
EAI AL BRS FA RE BR FT AR TR 2 HAE SR id TS 8 HPD he =
PEER LAR RA TA i UT OI, Dae ALLS th NT a 2 i a
SH. MECHSE FR TA WARE xO]. c[1).....40 4-1], 2 GRm
BW OAK RN Eee 0 ME IT
6 = o(z(0], 2[l],...,2(N — 1) (1.2)
iO g RATER. KESMATAE, SUH RAAHH EE, SOFT eee
Vn) AER SASL APES ARCHES RUT AR SPE LS TAA eS SO Ue] (2
AUT. BRR
FA ERR Ae HO ts ey A GP a Se ok
Va] FF ME ee — f+ eS PRCT VA]
ar ETE. SRE, FRAY
FP HBC ab A BR LAAT.) SOY g
SER Y — TARA, 28 BETTE 1795 GOR ALR
DFR SS ED PLE TAM 45 BZ BH AV ERE AR Gauss 1963]. FE EATS RSE EST A
A ScAR4EL Cox and Hinkley 1974, Kendall and Stuart 1976 ~ 1979, Rao 1973, Zacks 1981 ]HARAT ATA,BRA ERE
BY (alms)
‘|
24
1
2 |
tgs
ip i
-l-
+
At m4 t t T +
o 2 4 & 8 10 12 14 16 18 20
BY fe}(ms)
B13 BMAF
3
2
:
&
i
&
gE
er rT
0 800 1000 1500 2000 2600
SEH (Hz)
30
ag
3 104
s o-
= -10
gz
-20-
Eo!
~0-
pe + : T r T
6 500 1000 1500 2000 2500
Si #(Hz)
1.4 LPC HEREBe 3] 2 ?
TF it FTA BP a Sah PR SEAT Bh oe, LA AT SE RH,
4, HRs MRL eit BAY AE PL A
—*+ Fe aA,
5. 4 Pye A 4 Ai JL [ Widrow and Stearns 1985).
6. ihdes§ A 3 fe 2 9 BR, CAS A SE GT Proakis 1983].
7, 2A ——fih AE 9 EE RT, AT) LORAN #4 [ Dabbous
1988].
8. Het — ARE ag FA A, SO GH eh EO FB [ Justice
1985],
Ser EBA PG SH OT A AS 5 PLY! Box and Jenkins 1970,
Holm and Hovem 1979, Schuster 1898, Taylor 1986] ;
1.2 fi pees
SERENA abt Pa ALS WB, OR LER
(BES SS BE B63 ( probability density function, PDF) 22, Bl p(x[O],«[1],..., x[N-1];6@).
PDF WR A O ARC, RNA — BE POP, SP > PDF EO RR, BRA
AP ERRAAHRA, PAM N = 1,0 RARE RGRAY PDP FTE
p(x[O}; 4) = ae ~ gr (ato) - o7|
ARMA Of PDF 90 1.5 fim, GER, AE O AN Be x 10] ABE, se
x[OJAU RAB AE HEMT 6 AE. PANU, WOR x (O}AAE ROY, A 0 = 0, BALUREE, Tite = 4,
WARE GE, TEM — TAT Bet PDF MARE, ERR
POF MERA TRE SRA KERMA BH, WAERS FAS ey
PDF. ATH RTS RMB 1.6 SEAR I TA ( Dow-Jones) Ty eae ae,
FREAK EE FT LE SE bE OES, AT eK
ASEM JE ADEA FRAT PT Lede BE Se Bi Eh 2B AR hE LO Te A, ED
z{n]=A+Bnt+uln] n=6,1,...,N—-1
RAPS OA) — A A Ew] 2 RIE (WGN), BD wo ( n J TAB
PDF N(0,0° (RRA ABENE HEY o? HRB) FARA Ee PHY, BP
4 AMSHAE AB PRAT SRA— TRB ERT SRE ORLA B\', &x
=({a«fO]«[1]...%(¥-1]]", PDF
1 N-i
POO) = ie oP 55 Teoh a~ Bn (1.3)
ee tt HB PR PB AYE 300 CA HT R—-SURER LIB > 0
TX — A) HEEB), WON EET Ey Ta RE Ab A SE AEE RT8 HA TPES ALE ah
Fea Ee
BEM AG iti. AR EEE BA aT EADS Be PDF Ae. FRAN Aa
SEE Bl 1 HEL AE BS AA (robust) BORE PDF By ERE SP ep EAE.
GR SF AY a 3A WAP HE EP [Huber 1981),
pez[Of A
#(0]
a fe a
WS KR AS PD
3200
B1sbs
i
sm |
= 3050
rT
3000-
=
2950
i
2900
2850
BBOO fp} pap pm
o 10 2 30 4 8 6 7 &8& 4 100
$5 Aa
1.6 BCI RR AF es
3 FAR. 3) CAREY PDF ROGET RR SATE FPR aR A SB Se ee AUD
AR. COE MRSS RW ABE EYA TE 3000 SE, RSME
7A BAY, ASE BEY A AA RT BE Se EL ZS 2000, AE 4000, FRET AG
PBS AIT i SALAD A (PE 2800, 3200) ZA, WORMS EE
NRE ADA -THEHSR, M-TH, HAA EIB PDF, BEAT BE ZE (2800,
3200) 2 fa) SEG) oh A. LG ET A LRH vA HEIR TP OE BR
AST ( Bayesian Mit. HAT tt ITS BOS EARLE at oo HO — SE EE
4 PDF aK,
p(x, 8) = p(x|9)p(4)
AUP p(@) F703 PDF, CRUE SERGE UMM AT 6 AUTRE ATA, p(x OVER POF, ERR
THEA 6 WRAP ae x SEPA, BEST MELE — F p(x; 8) (— i PDF YAI p(x OH
fF PDF) ZEA EWR RE MNES SRAG 1.3).
— Ee T PDF, (oR OA aT, eR 2A RR RE
PPR TER ARTES REMARK BE IEE A. — Mae LEM x
B—TRAA—T OMAR. 8 TTR EAR Rg — he AD x OBER AY OA
fA. RAHA UTMUBE ERERAS HATER MEORA, RE REREE
N2MAARS A) SSRHs RD ARAM. RB PET a SORE
RIPEN.a
4
x
aif
wo
1.3 fhiteeteaeiria
7S BES 1.7 PSAs. MM Ab A TL eo [oe ALS ey DC
AR. AUB DC HERB A Ra, ESAT. 0 e)
a(n] = A+ win]
SUP wl] APRA AR. RTS RHE [0] cl]... N- 1) R ai A. EE
ee AT A bo AE en IR EL) 2 Aa ok BY RE AR DE A
Ste BY,
. 1 N-1
A= W 2 z{n]
Bet Bab ae JL 4+ Eel;
1, A EME A?
2. A REA Bf?
a(n
P17 RFR DC FEBS
AIF 1.7 FRE OT LA A = 0.9, ERE A = 1, AE
A=z(0]
EOE RIE IMR MATT A ATO TERE, A Ee ay
HFS RB RA 1.7 EE A = 0.95, CORRE 4 By
FUE ABZ RAE ay AGB tH A RRA PR? AES Ren OY,
SRR TREE CATES, A REAR
SE RET ME SCR AH oe SE TPS AY UT 1.7 ae, itt A = 0.95(aRe A AVS) Ke A= 0.9
(Shae 4 OWS A. Oe TRAE AR RAL MSE AE Bk — BT
Rete Ae BS RT See OP A MATT PP BAe
WADARS TREN) ZEA RR FO MAT Se A Sit. SERVER EGE A=
RATES Se IEE wl RAR OR Ae [2 AS RR10 PR RES he Ra feit Bie
Me PMA EL, RE AOR TR Ed eB
BEA PDF A. Be Ay OMAN, AS A RECA Cee.
AVAE APSA aS Pe A A = 1 BE, A A EA SAY.
SR HT PPE AS EI A TT RB ek BE, WR Te RS 1000 KBR A A a Pe
Po ATA M AK TREE RIA 1000 1, BERS ER 10 000 KEE
en ennen ATID A STUER E, RAL E
(a) REEMA S DAMES AM AS 07, IRA SEPT FEIN) et gg
EE, st
. 1 N-1
E(A) = E (s ss «n)
a n=
= x E(z[nj}
= A =
E(Ay = F(z{0})
= A
BRC SaT ARF 48 BIEL By
HY wl EPRI , Ak
var(A) var(z(0))
a
> var(A)
Fb, URAL woo ETD BRA LT LA GB Se, ARS RT A RELA A ely
(SRB 2.7).
aT BELA eee.
1. HPA — ELE BOR, EO PERE SES RRR PDF HER,
2. NTT, RAPA TSANG, REE
SERRE A EE 4S MA, RBS, Shae BE
HU RE REAR BU ACSCAS HERE. TOTES IRA F, ADS, aS
ACHPeE TAR, AT ARS a Bee ee OO FSA EH OL ak RG BER
WS ISR 7A).Hie 4 = 1
"]
27
ge
EY
Sk s+
104 4
5 i]
04 Shi. Sp ot
-3 2 -1 0 1 Zz 3
HASHE, A
Bt)
=|
“|
my —_
e | Py
10-4 | | '
! |
Bo - I: | t ; —
of oft | oa ltr
-3 “2 “1 a 1 2 8
RP A
21.8 MPRA PAT AE
ATER PTH PEE AT REZ A . TE
ARE ROG A REE LAM REE ESOS, RISES Bete et
FREES Ase BG TT ASR. TERRE FBT EE AY A RES
RCE LETT RES BER UP ET RE AL PL a RE Re
HER RL 2 el DUAR ER
1.4 JURE
FERS ATA , FEU A Ea PER
AM. FU e ee ERA A, OR TSR MER, (bee
VERT A AMM HSS PTT A, Re HAE CER RRS
#3 [Cox and Hinkley 1974, Kendall and Stuart 1976 ~ 1979, Rao 1973, Zacks 1981], iE RORT RAT
FEEUARH , TH BOSSE, ROR, ase, ABA]
SR PR THER BT at. :
REARS THES eR ESE, MITE DBI S FRAGA
ARE, ATT BBE OO BCEHE Sit RBI, AT TR AYR ch AY DC BLE LEST HT Sr
HEE A BRE I-28 th SRE A AED Be aE PRS BT ES LAA RE 8
Blo FSh, HUSA TBRERIL, RG APR BE, TED 7 AB RE12 B-RAIME SR PH Bi
RAE AAA. BA. TTA CHORE AAT, Rep ai,
HiT MEF RCE. (EN Ab RS RE RS
We, GRE BS FAAS.
FRAT HAS Bey CE ea USS A a ASR QE AO a
PZ S CAL Dn IA BAS EET) x De LP RN, SRT,
cle MAB RUT aA, WTAE ee SOP A RE. RR
PRB RIA TAA ARAL RH SR A Se
Sem
Box, G.E.P., G.M. Jenkins, Time Series Analysis: Forecasting and Control, Holden-Day, San
Francisco, 1970. ,
Burdic, W.S., Underwater Acoustic System Analysis, Prentice-Hall, Englewood Clif—fs, N.J., 1984.
Cox, D.R., DV. Hinkley, SReeretical Stetistics, Chapman and Hall, New York, 1974.
Dabbous, T.E., N.U. Ahmed, J.C. McMillan, D.F. Liang, “Filtering of Discontinuous Processes
Arising in Marine Integrated Navigation,” [EEE Trans. Aerosp. Elecéron. Syst., Vol. 24,
pp. 85-100, 1988.
Gauss, K.G., Theory of Motion of Heavenly Bodies, Dover, New York, 1963.
Holm, §., J.M. Hovem, “Estimation of Scalar Ocean Wave Spectra by the Maximum Entropy
Method,” JEEE J. Gcean Eng., Vol. 4, pp. 76-83, 1979.
Huber, P.J., Robust Statistics, 1. Wiley, New York, 1981.
Jain, A.K., Fundamentals of Digital Image Processing, Prentice-Hall, Englewood Cliffs, N.J., 1989.
Justice, J.H., “Array Processing in Exploration Seismology,” in Array Signal Processing, S. Haykin,
ed., Prentice-Hall, Englewood Cliffs, N.J., 1985.
Kendall, Sir M., A. Stuart, The Advanced Theory of Statistics, Vols. 1 3, Macmillan, New York,
1976-1979.
Knight, W.S., R.G. Pridham, $.M. Kay, “Digital Signal Precessing for Sonar,” Proce. [EFE, Vol.
69, pp. 1451-1506, Nov. 1981.
Proakis, J.G., Digttal Communications, McGraw-Hill, New York, 1983.
Rabiner, L.R., R.W. Schafer, Digital Processing of Speech Signals, Prentice-Hall, Engiewood Cliffs,
N.J., 1978.
Rao, C.R., Linear Statistical Inference and its Applications, J, Wiley, New York, 1973.
Schuster, A., “On the Investigation of Hidden Periodicities with Application to a Supposed 26 Day
Perind of Metcrologicat Phenomena,” Terrestrial Magnetism, Vol. 3, pp. 13 41, March 1898.
Skoinik, M.1., Introduction to Radar Systems, McGraw-Hill, New York, 1980,
Taylor, §., Modeling Financial Time Series, J. Wiley, New York, 1986.
Widrow, B., Stearns, $.D., Adaptive Signal Processing, Prentice-Hall, Englewood Cliffs, N.J., 1985.
Zacks, 5., Parametric Statistical Inference, Pergamon, New York, 1981.
a
LL HARRY, WARREN] cy ATTRA PDF ty ~N (0,0, ) SEP cy AA.
Sa HES AHR — AAT RR ERY PDF. AR aE RHEE, BE
Phi ta) 99% TE ALAAY 100 m LAA, St ERR ERR c = 3x 10° m/s,
12 —PRMBSR 6 Bi — PRP ST RL EE RE ox BY
PDF WyHLF 4]
ule
=
aw
pla; 8) = en exp [He _ ay]
HG —APIM Re, AEs BE (97, 1031. RR iO WHEE 100,
Se BSB AL Fg?
& xe dew FE w BHA PDE p, Ce MMB Se eo BTR EHH SR, BE
Pu Ra AY PDF SFA AR p(x; GO). FURR 6 JE —P pe TE LE OR BE
PDF pl ald), fi, MBE O Awe TAY OR px lO), SAUNT RRR p(x, 4)
p(x |)?
Sait WON DC BRAS RA
z[n] = A+ wln] n=0,1,...,N—-1
FUR wLn SEA EAA o? = 1. RE Mt
. 1 N-1
A = wo 7
n=1
. 1 N-2
A= aa (2x10 + $° z[n} + 22[N - )
BRM? 4 A ASR?
ATF RG 1.4 HRS PP a
=(0] 4) = A® > 1000
A= 1 N-1
WT A = A?< 1000
a=d
ik MaT REN SPREE Tt F Bh SBE ( signal-to-noise ratio, SNR)BE 47/0? Fei, RAAB
SELL RP a ae A Oy AERA. PEB2R bebe Tote
2.1 41
Til
ABR IRAN REE SR RAE. SUE A ee
(Nite TES SSE EE, BS BER — “i Th RE
BAPE MEAS AR PII, ARETE T Rely Ee a ER
SEAN Te Yi BE Se, AEB er a SR i IES es SA Ha Ba A
PLES Dy HA BI
2.2 ise
FE C21) SAE FSA AE bee, PB AB As A AY
tho TERRA AP ARAN Th. PEM To Pah (2.5 hat X
AES Te RSE AE Ay Ag EL SR PR AE 2 SB AT Se TR, PA ASG EH
AZ FMR PRE, BASRA PRR AEN, SEMEN, A
JURA DOR Eat. BOR OTOM TF Comer-Rao PRAISE RS GR
Bob BAMA AEE UA UI PPE De PR UR TU oh a A — oe Be, BI
TEE BE CE PR St OT SA RE MB ae
2.3 Ahi e
Se RRA AH EWR MS RA. AP he FSR Mal
e alr] (2.2)