Abstract
Abstract : We use the phrase 'statistical signal processing' to emphasize that unlike what is traditionally called digital signal processing, the operations we perform are dictated by the application of some optimization criterion. Such an approach often suggests appropriate 'macro' building blocks for implementing the optimal solutions. Therefore, there are two major aspects of real time statistical signal processing: I: Determining optimal algorithms and II: implementing the optimal algorithms. We should try to have some interaction between these two aspects: implementation considerations being able to influence the form of algorithms, and the nature of the algorithms being able to suggest the form of implementation. Moreover, for real-time and adaptive operation, we need to be able to do both I and II quickly: with FAST algorithms, recursively: to easily incorporate new data, and cheaply: perhaps with special chips. (rrh)
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