Lessons in Estimation Theory for Signal Processing, Communications, and Control

Rating:
Summary: why do I need to read this?
Review: I don't know after I finished this book. And reading this book is definitely not an enjoyable experience. The worst thing is the writer wrote this book into a math book. The worst of the worst, it's a math book with 'n', 'N', 'k', 'lambda'... all these messed up. It takes unnecessary effort to figure out the dimensions of matrixes and vectors. After all the torture, I cannot find a tiny bit of physical meaning attached behind. The problems are remotely connected with the text. I cannot do the problems after I read the text twice, or I cannot even understand what the problems are talking about. As an engineering student, I believe the underlying essence of any theory is simple. It's the writer used 560 pages to make it complicated and confusing and the student now have to do the reverse work.

Rating:
Summary: Not for the mathematically faint of heart
Review: I used this book for a class during my PhD in Elec Engr. This book is best read with a second book in statistics and a third on signals close at hand. The concepts are complex and presented in a reasonably brief manner. It packs a lot of punch in a relatively small space. If graduate classes in signal processing and control systems are your bag, this may be the book for you.