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

by Manolakis, Dimitris G.; Ingle, Vinay K.; Kogon, Stephen M.

• ISBN13: 9780070400511
• ISBN10: 0070400512
• Edition: 1st
• Format: Hardcover
• Copyright: 1999-12-20
• Publisher: MCG

Summary

This book is intended for graduate students at the first year or advanced graduate level in the areas of statistical and adaptive signal processing, as well as practicing engineers. The goal of this book is to provide a unified, complete, and practical treatment of spectral estimation, signal modeling, adaptive filtering, and array processing. The text is written in an intuitive manner and includes many illustrative examples. In addition a sufficient number of computer based experiments are included that illustrate important concepts to the reader for ease of implementation. Throughout the book a sufficient emphasis has been placed on applications for the purposes of demonstrating the utility of various techniques.

Table of Contents

1 Introduction

2 Fundamentals of Discrete-Time Signal Processing

3 Random Variables, Vectors, and Sequences

4 Linear Signal Models

5 Nonparametric Power Spectrum Estimation

6 Optimum Linear Filters

7 Algorithms and Structure for Optimum Linear Filters

8 Least-Squares Filtering and Prediction

9 Signal Modeling and Parametric Spectral Estimation

10 Adaptive Filters

11 Array Processing

12 Further Topics

Appendixes

A Matrix Inversion Lemma

B Gradients and Optimization in Complex Space

C MATLAB Functions

D Useful Results from Matrix Algebra

E Minimum Phase Test for Polynomials