Statistical Digital Signal Processing and Modeling

1. Auflage Juni 1996
XVI, 608 Seiten, Softcover
Wiley & Sons Ltd
Kurzbeschreibung
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.
Discrete-Time Random Processes.
Signal Modeling.
The Levinson Recursion.
Lattice Filters.
Wiener Filtering.
Spectrum Estimation.
Adaptive Filtering.
Appendix.
Table of Symbols.
Index.