随机信号分析：8-Applications to Statistical Signal Processing.pptVIP

Chapter 8 Applications to Statistical Signal Processing This chapter contains several applications of random sequences and processes in the area of digital signal processing. It contains: The problem of linear estimation and the discrete-time Wiener and Kalman filters The E-M algorithm which can be used to estimate the model parameters used in these linear filters. Hidden Markov models Estimating power spectral density functions, called spectral estimation, is presented for both conventional and high-resolution (parameter-based) models. Simulated annealing, a powerful stochastic o