This book responds to the dramatic growth in digital signal processing (DSP) over the past decade. While its focal point is signal modeling, the book integrates and explores the relationships of signal modeling to the important problems of optimal filtering, spectral estimation, and adaptive filtering. Coverage is equally divided between the theory and philosophy of statistical signal processing, and the algorithms that are used to solve related problems.
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.
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.