Statistical and Adaptive Signal Processing: Spectral Estimation, Signal Modeling, Adaptive Filtering and Array Processing

This authoritative volume on statistical and adaptive signal processing offers you a unified, comprehensive and practical treatment of spectral estimation, signal modeling, adaptive filtering, and array processing. Packed with over 3,000 equations and more than 300 illustrations, this unique resource provides you with balanced coverage of implementation issues, applications, and theory, making it a smart choice for professional engineers and students alike. From the fundamentals of discrete-time signal processing and linear signal models, to optimum linear filters and least-squares filtering and prediction, you get in-depth information on a broad range of critical topics from leading experts in industry and academia. This invaluable reference provides clear examples, problem sets, and computer experiments that help you master the material and learn how to implement various methods presented in the book. You also find a set of Matlab® functions that illustrate the use of various techniques and can be used to solve real-world problems in the field.