Modeling, estimation and optimal filtering in signal processing
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 a...
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| Format: | eBook |
| Language: | English |
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London
J. Wiley & Sons
2008
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| Series: | Digital signal and image processing series
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| Online Access: | |
| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | 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 the |
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| Physical Description: | xv, 392 pages illustrations |
| ISBN: | 1848210221 0470393688 9780470611104 9780470393680 0470611103 |