Elements of Signal Estimation
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.
KeywordsLinear Prediction Signal Estimation Rational Spectrum Linear Stochastic System Linear MMSE
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