Statistical Digital Signal Processing and Modeling

By Monson Hayes, ISBN 0471-59431-8
Suitable for the senior/graduate level in advanced DSP or digital filtering,this text focuses on signal modeling. The text integrates and exploresthe relationships of signal modeling and the problems of optimal filtering,spectrum estimation, and adaptive filtering. Coverage is equally dividedbetween the theory and philosophy of statistical signal processing andthe algorithms that are used to solve related problems. The book containsnumerous worked examples, homework problems, and MATLAB computer exercises.CompanionSoftware: The author has developed a set of MATLAB M-files available from the MATLAB Central File Exchange.