Elements of Signal Estimation

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


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.


Linear Prediction Signal Estimation Rational Spectrum Linear Stochastic System Linear MMSE 


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Copyright information

© Springer Science+Business Media New York 1988

Authors and Affiliations

  • H. Vincent Poor
    • 1
  1. 1.Department of Electrical and Computer EngineeringUniversity of Illinois at Urbana-ChampaignUrbanaUSA

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