The need for reconstructing an unobserved and inaccessible stochastic process is widely encountered in diverse fields such as image restoration, speech signal restoration, data transmission, reflection seismology and functional magnetic resonance imaging. For instance, a typical communication system consists of a transmitter, a channel, and a receiver, where the channel represents all the interconnections between the transmitter and the receiver. A transmitted statistical signal is sent through an unknown channel whose output is the receiver input. The function of the receiver is to restore the original input from the observed signal. When the channel is imperfect and noisy, the restoration of the input signal becomes a very difficult task....