Suitable for the senior/graduate level in advanced DSP or digital filtering, this text focuses on signal modeling. The text integrates and explores the relationships of signal modeling and the problems of optimal filtering, spectrum estimation, and adaptive filtering. Coverage is equally divided between the theory and philosophy of statistical signal processing and the algorithms that are used to solve related problems. The book contains numerous worked examples, homework problems, and MATLAB computer exercises.
Companion Software: A set of MATLAB M-files is available.
Teaching materials based on MATLAB and Simulink