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Statistical and Adaptive Signal Processing

Estimation and detection from noisy observations — how to infer parameters, bound how well anyone could, and adapt when the statistics move.

/13 min read

Parameter Estimation

What it means to estimate a parameter, and a map of the six workhorse estimators — LS, MVUE, MLE, LMMSE, MMSE, MAP — chosen by asking what you actually know.

  • estimation-theory
  • foundations
/Coming soon

Classical Parameter Estimation

The parameter is deterministic and unknown — minimum variance unbiased estimators, the Cramér–Rao bound, and maximum likelihood.

/Coming soon

Bayesian Parameter Estimation

The parameter is a random variable with a prior — MMSE and MAP estimators, and what the posterior buys you over a point estimate.