Many engineering applications require extension of a signal or parameter of interest from degraded measurements. To accomplish this, it is useful to deploy fine - grained statistical models; diverse sensors which acquire extra spatial, temporal, or polarization information; or multi - dimensional signal representations, e.g. time - frequency or time - scale. When applied in combination, these approaches can be used to develop highly sensitive signal estimation, detection, or tracking algorithms, which can exploit small differences between signals, interferences, and noise. Conversely, these approaches can be used to develop algorithms to identify a channel or system producing a signal in additive noise and interference, even when the channel input is unknown but has known statistical properties. Broadly stated, statistical signal processing is concerned with the reliable estimation, detection and classification of signals which are subject to random fluctuations. Statistical signal processing has its roots in probability theory, mathematical statistics and, more recently, systems theory and statistical communications theory. |