Optimal Signal Processing Under Uncertainty (pdf)

Description

The book also addresses the correlated problem of optimal experimental design: determining the experiment to perform in order to maximally reduce the uncertainty impacting the operational objective. Model uncertainty impacts a wide spectrum of disciplines: engineering, physics, biology, medicine, and economics. This book aims to provide the reader with a solid theoretical background to the state-of-the art in treating a problem that is only going to grow as our desire to control and make decisions regarding complex systems grows, and to do so by considering a broad set of topics: filtering, control, structural intervention, compression, classification, and clustering.