2. Statistical decision theory
Please refer to the references
[1][2]
in the bibliography.
The central concept in noisy signal processing is the notion of
decision making: a choice concerning a property of a useful phenomenon,
made on the basis of an observation related to the useful phenomenon,
by a so-called decision system.
At the elementary stage, the decision
problem is static: the observation is given globally for consideration
by processing; the decision is "unique and instantaneous", subsequent
to the observation if the causality principle is respected. Often,
the problem is more complex in terms of time,...
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Statistical decision theory