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Description
Modeling, Estimation and Optimal Filtration in Signal ProcessingCondition: BRAND NEW ISBN: 9781848210226 Year: 2008 Publisher: John Wiley & Sons Inc (US) Pages: 400 Description: The purpose of this book is to provide graduate students and practitioners with traditional methods and more recent results for model based approaches in signal processing. Firstly, discrete time linear models such as AR, MA and ARMA models, their properties and their limitations are introduced. In addition, sinusoidal models are
Condition: BRAND NEWISBN: 9781848210226
Year: 2008
Publisher: John Wiley & Sons Inc (US)
Pages: 400
Description:
The purpose of this book is to provide graduate students and
practitioners with traditional methods and more recent results for
model-based approaches in signal processing.
Firstly, discrete-time linear models such as AR, MA and ARMA
models, their properties and their limitations are introduced. In
addition, sinusoidal models are addressed.
Secondly, estimation approaches based on least squares methods and
instrumental variable techniques are presented.
Finally, the book deals with optimal filters, i.e. Wiener and
Kalman filtering, and adaptive filters such as the RLS, the LMS and
their variants.
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Reviewed in the United States on May 13, 2026
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