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Statistical Digital Signal Processing and Modeling

version (23.5 KB) by Monson Hayes
statistical digital signal processing, DSP, digital filtering, signal modeling


Updated 21 Nov 2002

No License

Suitable for the senior/graduate level in advanced DSP or digital filtering, this text focuses on signal modeling.

Cite As

Monson Hayes (2021). Statistical Digital Signal Processing and Modeling (, MATLAB Central File Exchange. Retrieved .

Comments and Ratings (17)

Good book for Statistical Signal Processing learners but becomes very difficult to implement the problems in MATLAB in their initial learning phase


Vladimir Fadeev


@salim rukhsar, similar thing happen with me.when i run the program than it gives the error and error is 'not enough input argument' so what is the meaning of this.

Salim Rukhsar

When i run the file, it displays " not Not enough input arguments, R = covar(x,p+1) ". how to calculate the desired autocorrelation with lags. Please help

George Howell

Really, really good book. Explanations are clear and concise and plentiful!

Ivan Yushkov

Ilias Konsoulas

This is an excellent SSP book. It provides an in-depth treatment of most important SSP concepts and methods without discounts. It is a bit advanced but very elucidating on complex topics by providing very nice examples and demos. It is my favourite book on SSP.

Sukesh Muligar

Many more to learn from this book....

Jackson Peacock

The book is very useful, but beware that the functions posted here have errors. For example, the formula for MUSIC is 1/(sum |fft(v_i)|^2), while the code actually computes 1/(sum |fft(v_i)|)^2. BT_PC.m has a similar bug. Be sure to verify all code against the formulas in the book before using.

Dr.S.Narayana Iyer

well suited for teaching stat sp

yuri ferruzzi

lan mai

C. Candan

Excellent Book. Highly recommended for anyone seriously interested in learning statistical dsp.

m dineshm

m dinesh

Nguyen Huy

MATLAB Release Compatibility
Created with R10
Compatible with any release
Platform Compatibility
Windows macOS Linux

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