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Elements of Signal Estimation

  • H. Vincent Poor
Part of the Springer Texts in Electrical Engineering book series (STELE)

Abstract

In Chapter IV we discussed methods for designing estimators for static parameters, that is, for parameters that are not changing with time. In many applications we are interested in the related problem of estimating dynamic or time-varying parameters. In the traditional terminology, a dynamic parameter is usually called a signal, so the latter problem is known as signal estimation or tracking.

Keywords

Signal Estimation Linear Stochastic System Linear MMSE Optimum Linear Estimation Orthogonality Principle 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1994

Authors and Affiliations

  • H. Vincent Poor
    • 1
  1. 1.Department of Electrical Engineering, School of Engineering/Applied SciencePrinceton UniversityPrincetonUSA

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