How to Use the Book
The book is written for a heterogeneous audience. Graduate‐level students can follow the presentation order; if skilled in the preliminary parts, they can start reading from Chapter 5 or 6, depending on whether they need to be motivated by some simple examples (in Chapter 5) to be used as guidelines. Chapters 6–9 are on non‐Bayesian estimation and Chapter 10 complements this with Montecarlo methods for numerical analysis. Chapters 11–13 are on Bayesian methods, either general and specialized to stationary process (Chapter 12) or Bayesian tracking (Chapter 13). The remaining chapters can be regarded as applications of the estimation theory, starting from classical ones on spectral analysis (Chapter 14), adaptive filtering for non‐stationary contexts (Chapter 15) and line‐spectrum analysis (Chapter 16). The most specialized applications are in estimation on communication engineering (Chapter 17), 2D signal analysis and filtering (Chapter 18), array processing (Chapter 19), advanced methods for time of delay estimation (Chapter 20), tomography (Chapter 21), application on distributed inference (Chapter 22), and classification methods (Chapter 23).
Expert readers can start from the applications (Chapters 14–23), and follow the links to specific chapters or sections to go deeper and/or find the analytical justifications. The reader skilled in one application area can read the corresponding chapter, bounce back to the specific early sections (in Chapters 1–13), and follow a personal learning path.
The curious and perhaps unskilled reader can look at the broad applications where SSP is an essential problem‐solving tool, and be motivated to start from the beginning. There is no specific reading order from Chapter 14 to Chapter 23: the proposed order seems quite logical to the author, but is certainly not the only one.
Even though SSP uses standard statistical tools, the expert statistician is encouraged to start from the applications that could be of interest, preferably after a preliminary reading of Chapters 4–5 on stochastic processes, as these are SSP‐specific.
Most of the application‐type chapters correspond to a whole scientific community working on that specific area, with many research activities, advances, latest methods, and results. In the introductions of these chapters, or dispersed within the text there are some essential references. The reader can start from the chapter, get an overview, and move to the specific application area if going deeper into the subject is necessary.
The companion web‐page of the book contains some numerical exercises—computer‐based examples that mimic real‐life applications (somewhat oversimplified, but realistic):