Chapter 1

Introduction to Statistical Signal Processing

Abdelhak M. Zoubir,    Signal processing Group, Technische Universität Darmstadt, Germany

Acknowledgments

I am grateful to the contributors as well as the colleagues who provided a critical feedback on those contributions.

3.01.1 A brief historical recount

Signals are either random in nature or deterministic, but subject to random measurement errors. Therefore, Statistical Methods for Signal Processing or in short Statistical Signal Processing are the signal processing practitioner’s choice to extracting useful information from measurements. Today, one can confidently claim that statistical signal processing is performed in every specialization of signal processing. Early stages of statistical ...

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