Van Trees, Harry L. (ed.); Bell, Kristine L. (ed.) Bayesian bounds for parameter estimation and nonlinear filtering/tracking. (English) Zbl 1266.62022 Wiley-Interscience. Piscataway, NJ: IEEE Press; Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-12095-8/hbk). xvi, 951 p. (2007). Publisher’s description: Bayesian estimation plays a central role in many signal processing problems encountered in radar, sonar, communication, seismology, and medical diagnosis.There are often highly nonlinear problems for which analytic evaluation of the exact performance is intractable. A widely used technique is to find bounds on the performance of any estimator and compare the performance of various estimators to these bounds. This book provides a comprehensive overview of the state of the art of Bayesian bounds. It addresses two related problems: the estimation of multiple parameters based on noisy measurements and the estimation of random processes, either continuous or discrete, based on noisy measurements. An extensive introductory chapter provides an overview of Bayesian estimation and the interrelationship and applicability of various Bayesian bounds for both static parameters and random processes. It provides the context for the collection of papers that are included.par The book will serve as a comprehensive reference for engineers and statisticians interested in both theory and applications. It is also suitable as a text for a graduate seminar or as a supplementary reference for an estimation theory course. Cited in 11 Documents MSC: 62F15 Bayesian inference 62F10 Point estimation 62M09 Non-Markovian processes: estimation 62M20 Inference from stochastic processes and prediction 62-02 Research exposition (monographs, survey articles) pertaining to statistics 62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics PDFBibTeX XMLCite \textit{H. L. Van Trees} (ed.) and \textit{K. L. Bell} (ed.), Bayesian bounds for parameter estimation and nonlinear filtering/tracking. Piscataway, NJ: IEEE Press; Hoboken, NJ: John Wiley \& Sons (2007; Zbl 1266.62022)