a? +2 E nNf oi : a2 — al The several estimators discussed in the above preliminary section are, although fun- damental to estimation theory, often not widely used in engineering and signal/speech processing applications. This is because they are either difficult to find and to compute (while having highly desirable qualities such as an MVU estimator), or because they are too empirical in nature (such as the method of moments). The requirement for knowing

doi:10.1201/9781482276237-28

Chapter

ABSTRACT

Jmin = J(e). An important assumption made in order to produce a meaningful unbiased estimate is that the noise and model inaccuracies, w[n], have zero-mean. However no other probabilistic assumptions about the data are made (i.e., LSE is valid for both Gaussian and non-Gaussian noise), although by the same token we also cannot make any optimality claims with LSE, since this would depend on the distribution of the noise and modeling errors.