## Statistical Signal Processing: Detection, Estimation, and Time Series Analysis |

### Contents

CHAPTER | 1 |

References and Comments | 18 |

Resolution or Decomposition of Identity | 46 |

Copyright | |

25 other sections not shown

### Common terms and phrases

algorithm analysis Assume Bayes risk binary called Chapter columns complete compute conditional Consider correlation corresponding covariance matrix decision defined denote density derive detection detector determine distribution eigenvalues equal equation error estimation theory Example factorization filter fo(x formula function given identity illustrated in Figure independent interpretation invariant inverse known least squares likelihood ratio linear linearly matched maximal maximum likelihood estimate mean mean-squared error measurement minimizes modes noise normal observed obtain orthogonal orthogonal matrix parameter prior probability problem produces projection random sample random variables random vector rank recursions representation respect result rule sequence Show signal solution solve space structure subspace sufficient statistic symmetric matrix term theory transformation unbiased unknown variance write written zero σ²