Modeling, Estimation and Optimal Filtration in Signal Processing

Preface

“There is no royal road to science, and only those who do not dread the fatiguing climb of its steep paths have a chance of gaining its luminous summits.”

Karl Marx

The core of this book is taken from a series of lectures I gave in Shanghai in 1983 and 1985. On this occasion, the Chinese Association of Science and Technology (CAST) gave to me a calligraphic version of philosopher Karl Marx's famous quotation. I have always found the above quotation very pertinent and often used it to perk up my students in times of discouragement. I would like to thank Professor Yong Xiang Lu, President of the Chinese Sciences Academy, who encouraged me to use the quotation at the beginning of this book.

The performances of computers in general, and signal processors in particular, have been constantly evolving towards smaller and faster versions with higher and higher storage capabilities. This improved performance allows today's engineer to implement algorithms that are ever more complex¹.

Through this book, we wish to give the reader the significant results hitherto obtained in the field of parametric signal modeling, and to present some new approaches. To the best of our knowledge, these results are dispersed through various textbooks, and there is no single compendium grouping them all together. Moreover, a large part of these results are only presented in journal articles often inaccessible ...