The bootstrap and its application in signal processing

The bootstrap is an attractive tool for assessing the accuracy of estimators and testing hypothesis for parameters where conventional techniques are not valid, such as in small data-sample situations. We highlight the motivations for using the bootstrap in typical signal processing applications and give several practical examples. Bootstrap methods for testing statistical hypotheses are described and we provide an analysis of the accuracy of bootstrap tests. We also discuss how the bootstrap can be used to estimate a variance-stabilizing transformation to define a pivotal statistic, and we demonstrate the use of the bootstrap for constructing confidence intervals for flight parameters in a passive acoustic emission problem.