Fundamentals of Statistical Signal Processing, Volume III

Chapter 9. Algorithms for Estimation

9.1. Introduction

Previous chapters have described the general methodology and approaches used to develop practical statistical signal processing algorithms. We now turn our attention to describing common problems of interest and the algorithms used to solve them. Most of the algorithms to be described have been derived from the optimal and suboptimal approaches that were discussed in Chapter 8 for the signal/noise models presented in Chapters 3 and 4. Many of the algorithms have been extracted from [Kay 1993, 1998], and so the reader is referred there for the derivations. Our intent in this chapter is to summarize many of the commonly used algorithms that “have stood the test of time”, and hence, provide ...