Reference Books
Scharf, Statistical Signal Processing: Detection, Estimation and Time Series Analysis, Addison-Wesley, Inc., 1991 (ISBN 0-201-19038-9)Kay, Fundamentals of Statistical Signal Processing, Estimation Theory, Volume I, Prentice-Hall, Inc., 1993 (ISBN 0-13-345711-7)
Kay, Fundamentals of Statistical Signal Processing, Detection Theory, Volume II, Prentice-Hall, Inc., 1998 (ISBN 0-13-504135-X)
Kailath, Sayed, Hassibi, Linear Estimation, Prentice-Hall, Inc., 2000 (ISBN 0-13-022464-2)
Helstrom, Elements of Signal Detection & Estimation, Prentice-Hall, Inc., 1995 (ISBN 0-13-808940-X)
Van Trees, Detection, Estimation and Modulation Theory, Part I, John Wiley & Sons, Inc., 1968.
Jazwinski, Stochastic Processes and Filtering Theory, Academic Press, 1970
Gelb, Applied Optimal Estimation, MIT Press, 1974
Lewis, Optimal Estimation, John Wiley & Sons, 1986
Brown, Introduction to Random Signal Analysis and Kalman Filtering, John Wiley & Sons, 1983
Anderson and Moore, Optimal Filtering, Prentice-Hall, 1979
Catlin, Estimation, Control, and the Discrete Kalman Filter, Springer-Verlag, 1989
Chen, Recursive Estimation and Control for Stochastic Systems, John Wiley & Sons, 1985
Solodovnikov, Introduction to the Statistical Dynamics of Automatic Control Systems, Dover, 1960
Chen, Approximate Kalman Filtering, World Scientific, 1993
Berger, Statistical Decision Theory and Bayesian Analysis, Springer-Verlag, 1980
Kazakos and Kazakos, Detection and Estimation, Computer Science Press, 1990
Whalen, Detection of Signals in Noise, Academic Press, 1971
Poor, An Introduction to Signal Detection and Estimation, Springer-Verlag, 1988
Krishnan, Nonlinear Filtering and Smoothing, John Wiley & Sons, 1984
Weber, Elements of Detection and Signal Design, Springer-Verlag, 1987
Liptser and Shiryayev, Statistics of Random Processes I: General Theory, Springer Verlag, 1977
Liptser and Shiryayev, Statistics of Random Processes II: Applications, Springer Verlag, 1977
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