ABSTRACT
In Chapter 4, we introduced a number of standard statistical models used in many engineering and signal processing applications. These include a class of linear models, and a different class of dynamic system models that are characterized by the new concept of (hidden) continuous state. In Chapter 3, while covering random processes, as principal examples we also introduced several statistical models that are characterized by the concept of (hidden) discrete state. All these models have been specified by a set of model parameters as we introduced each of the models. These model parameters can be deterministic, or can be random variables.
