Signal Recovery, Detection and Prediction
In this chapter, we discuss a number of problems having a strong statistical content. From a practical point of view, the most important is that of extracting a signal from random noise: it arises to some extent in almost all communication, measurement and recording situations. Another interesting problem is that of predicting the future of a random signal as accurately as possible. Not surprisingly, we shall find the earlier discussions of random signals (especially section 5.4) and linear systems (especially section 7.4) useful; and to these will be added some new perspectives in the processing of random signals and noise.
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