Modeling, Estimation and Optimal Filtration in Signal Processing
Author: Mohamed Najim
Publisher: John Wiley & Sons
Published: 2010-01-05
Total Pages: 410
ISBN-13: 0470393688
DOWNLOAD EBOOKThe 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.