Independent component analysis P4

Estimation Theory An important issue encountered in various branches of science is how to estimate the quantities of interest from a given finite set of uncertain (noisy) measurements. This is studied in estimation theory, which we shall discuss in this chapter. There exist many estimation techniques developed for various situations; the quantities to be estimated may be nonrandom or have some probability distributions themselves, and they may be constant or time-varying. Certain estimation methods are computationally less demanding but they are statistically suboptimal in many situations, while statistically optimal estimation methods can have a very high computational load, or they cannot...