Overview: The techniques used for the extraction of information from received or ob served signals are applicable in many diverse areas such as radar, sonar, communications, geophysics, remote sensing, acoustics, meteorology, med ical imaging systems, and electronics warfare. The received signal is usually disturbed by thermal, electrical, atmospheric, channel, or intentional inter ferences. The received signal cannot be predicted deterministically, so that statistical methods are needed to describe the signal. In general, therefore, any received signal is analyzed as a random signal or pro
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