In this appendix, some important fundamental notions of estimation theory shall be repeated. Also, the calculus for vectors and matrices shall very shortly be outlined. A detailed overview of the fundamental notions for estimation theory can e.g. be found in (Papoulis and Pillai, 2002; Doob, 1953; Davenport and Root, 1958; Richter, 1966; Åström, 1970; Fisher, 1922, 1950).
Unable to display preview. Download preview PDF.
- Brookes M (2005) The matrix reference manual. URL http://www.ee.ic.ac.uk/hp/staff/dmb/matrix/intro.html
- Gauss KF (1809) Theory of the motion of the heavenly bodies moving about the sun in conic sections: Reprint 2004. Dover phoenix editions, Dover, Mineola, NYGoogle Scholar
- Kendall MG, Stuart A (1961) The advanced theory of statistics. Volume 2. Griffin, London, UKGoogle Scholar
- Kendall MG, Stuart A (1977) The advanced theory of statistics: Inference and relationship (vol. 2). Charles Griffin, LondonGoogle Scholar
- Papoulis A, Pillai SU (2002) Probability, random variables and stochastic processes, 4th edn. McGraw Hill, BostonGoogle Scholar