The Gaussian Wavelet Estimator

Abstract

This appendix gives the details of the development of the GWE. These details are rather tedious and only the very interested reader will wish to explore this appendix. After some basic analytical development, we illustrate the GWE by isolating single time increments in the algorithm and providing a rationale for the behavior of the algorithm. Some of this work expands on issues discussed in some of the earlier chapters. It may indeed repeat the same comments used in earlier sections. One thing we emphasize here is the need for engineering judgement in modifying the underlying algorithm to suit the constraints of an actual engagement. We propose specific adjustments that we find plausible without any claim that they are optimal in a global sense. Again we note that the notation in the Appendix is very demanding; please refer to the Notation Conventions and Details section in Chap. 1