Introduction

Generally speaking, signal detection and estimation is the area of study that deals with the processing of information-bearing signals for the purpose of extracting information from them. Applications of the theory of signal detection and estimation are found in many areas, such as communications and automatic control. For example, in communications applications such as data transmission or radar, detection and estimation provides the theoretical and analytical basis for the design of effective communication receivers. Alternatively, in automatic control applications, detection and estimation theory leads to techniques for making accurate inferences concerning the conditions present in a process or system to be controlled.