Statistical and adaptive signal processing : spectral estimation, signal modeling, adaptive filtering, and array processing
著者
書誌事項
Statistical and adaptive signal processing : spectral estimation, signal modeling, adaptive filtering, and array processing
（McGraw-Hill series in electrical and computer engineering, Communications and signal processing）
McGraw-Hill, c2000
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内容説明・目次
内容説明
This book is intended for graduate students at the first year or advanced graduate level in the areas of statistical and adaptive signal processing, as well as practicing engineers. The goal of this book is to provide a unified, complete, and practical treatment of spectral estimation, signal modeling, adaptive filtering, and array processing. The text is written in an intuitive manner and includes many illustrative examples. In addition a sufficient number of computer based experiments are included that illustrate important concepts to the reader for ease of implementation. Throughout the book a sufficient emphasis has been placed on applications for the purposes of demonstrating the utility of various techniques.
目次
1 Introduction2 Fundamentals of Discrete-Time Signal Processing3 Random Variables, Vectors, and Sequences4 Linear Signal Models5 Nonparametric Power Spectrum Estimation6 Optimum Linear Filters7 Algorithms and Structure for Optimum Linear Filters8 Least-Squares Filtering and Prediction9 Signal Modeling and Parametric Spectral Estimation10 Adaptive Filters11 Array Processing12 Further TopicsAppendixesA Matrix Inversion LemmaB Gradients and Optimization in Complex Space C MATLAB FunctionsD Useful Results from Matrix AlgebraE Minimum Phase Test for Polynomials
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