The Electrical Engineering Handbook

6

Statistical Signal Processing

Yih-Fang Huang,     Department of Electrical Engineering, University of Notre Dame, Notre Dame, Indiana, USA

6.1. Introduction

6.2. Bayesian Estimation

6.2.1. Minimum Mean-Squared Error Estimation

6.2.2. Maximum a Posteriori Estimation

6.3. Linear Estimation

6.4. Fisher Statistics

6.4.1. Likelihood Functions

6.4.2. Sufficient Statistics

6.4.3. Information Inequality and Cramér-Rao Lower Bound

6.4.4. Properties of MLE

6.5. Signal Detection

6.5.1. Bayesian Detection

6.5.2. Neyman-Pearson Detection

6.5.3. Detection of a Known Signal in Gaussian Noise

6.6. Suggested Readings

References

6.1 Introduction

Statistical signal processing is an important subject in signal processing that enjoys a wide ...