Topics in Non-Gaussian Signal Processing

Non-Gaussian Signal Processing is a child of a technological push. It is evident that we are moving from an era of simple signal processing with relatively primitive electronic cir- cuits to one in which digital processing systems, in a combined hardware-software configura.- tion, are quite capable of implementing advanced mathematical and statistical procedures. Moreover, as these processing techniques become more sophisticated and powerful, the sharper resolution of the resulting system brings into question the classic distributional assumptions of Gaussianity for both noise and signal processes. This in turn opens the door to a fundamental reexamination of structure and inference methods for non-Gaussian sto- chastic processes together with the application of such processes as models in the context of filtering, estimation, detection and signal extraction. Based on the premise that such a fun- damental reexamination was timely, in 1981 the Office of Naval Research initiated a research effort in Non-Gaussian Signal Processing under the Selected Research Opportunities Program.