Beginning Statistical Signal Processing

The subject of statistical signal processing requires a background in probability theory, random variables, and stochastic processes [201]. However, only a small subset of these topics is really necessary to carry out practical spectrum analysis of noise-like signals (Chapter 6) and to fit deterministic models to noisy data. For a full textbook devoted to statistical signal processing, see, e.g., [121,95]. In this appendix, we will provide definitions for some of the most commonly encountered terms.