Statistical Digital Signal Processing and Modeling

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.

Autorentext

Monson H. Hayes is the author of Statistical Digital Signal Processing and Modeling, published by Wiley.

Klappentext

The main thrust is to provide students with a solid understanding of a number of important and related advanced topics in digital signal processing such as Wiener filters, power spectrum estimation, signal modeling and adaptive filtering. Scores of worked examples illustrate fine points, compare techniques and algorithms and facilitate comprehension of fundamental concepts. Also features an abundance of interesting and challenging problems at the end of every chapter.

Inhalt
Background. Discrete-Time Random Processes. Signal Modeling. The Levinson Recursion. Lattice Filters. Wiener Filtering. Spectrum Estimation. Adaptive Filtering. Appendix. Table of Symbols. Index.