Much of modern digital signal processing is concernedwith the extraction of information fromsignals
whichare noisy, orwhichbehave randomlywhile still revealingsomeattributeor parameterof a system
or environment under observation. The term in popular use now for this kind of computation is
statistical signal processing, and much of this Handbook is devoted to this very subject. Statistical
signal processing is classical statistical inference applied to problems of interest to electrical engineers,
with the added twist that answers are often required in “real time”, perhaps seconds or less. Thus,
computational algorithms are often studied hand-in-hand with statistics....