The goal of this book is to present a unified information-theoretic approach to solve estimation problems commonly faced in signal processing applications. The authors provide new approaches to this problem, as well as new interpretations for existing techniques. Major applications of this work include image restoration, communication channel estimation, text restoration, and system modeling. A general approach to solving a number of detection and estimation problems utilizing concepts from information theory is developed, and the theoretical development of the approach - as well as important applications - is given.