Elements of Signal Estimation

  • H. Vincent Poor
Part of the Springer Texts in Electrical Engineering book series (STELE)


In Chapter IV we discussed methods for designing estimators for static parameters, that is, for parameters that are not changing with time. In many applications we are interested in the related problem of estimating dynamic or time-varying parameters. In the traditional terminology, a dynamic parameter is usually called a signal, so the latter problem is known as signal estimation or tracking.


Signal Estimation Linear Stochastic System Linear MMSE Optimum Linear Estimation Orthogonality Principle 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1994

Authors and Affiliations

  • H. Vincent Poor
    • 1
  1. 1.Department of Electrical Engineering, School of Engineering/Applied SciencePrinceton UniversityPrincetonUSA

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