Fundamentals of Statistical Signal Processing, Volume III

Chapter 13. Case Studies - Estimation Problem

13.1. Introduction

We now illustrate the concepts and techniques presented in the previous chapters by applying them to real-world problems. In so doing, the general methodology for algorithm design summarized in Figure 2.1 (“Roadmap for Algorithm Development”) will be used as a guide. Every problem seems to exhibit its own peculiarities, so it is impossible to give a “one size fits all” methodology. Thus, the roadmap and its application should be regarded as only a rough sequence of steps, each step to be either included or omitted depending upon the problem at hand. In an ideal world all the steps would be followed but in practice there are sometimes insufficient resources, time constraints, or ...