Description

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 their variants.

Modeling, Estimation and Optimal Filtration in Signal Processing

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£211.95

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Hardback by Mohamed Najim

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Short Description:

The purpose of this book is to provide graduate students and practitioners with traditional methods and more recent results for... Read more

    Publisher: ISTE Ltd and John Wiley & Sons Inc
    Publication Date: 06/06/2008
    ISBN13: 9781848210226, 978-1848210226
    ISBN10: 1848210221

    Number of Pages: 400

    Non Fiction , Computing

    Description

    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 their variants.

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