Statistical Digital Signal Processing and Modeling

ISBN-13: 9780471594314 / Angielski / Miękka / 1996 / 624 str.

Monson H Hayes

Opis

This text explores the application of signal modelling to problems encountered in optimal filtering, spectrum estimation and adaptive filtering. Coverage is divided equally between the theory of statistical signal processing and the algorithms used to solve problems.

Spis treści

Background.

Discrete–Time Random Processes.

Signal Modeling.

The Levinson Recursion.

Lattice Filters.

Wiener Filtering.

Spectrum Estimation.

Adaptive Filtering.

Appendix.

Table of Symbols.

Index.