Statistical decision theory
Noisy signal processing methods

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, requiring a sequence of decisions over a set of given instants:...