Digital Processing of Random Signals: Theory and Methods
This excellent advanced text rigorously covers several topics related to random signal processing. Geared toward students of electrical engineering, its material is sufficiently general to be applicable to other engineering fields. It features numerous problems of varying difficulty, some with hints and solutions. 1994 edition.
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This excellent advanced text rigorously covers several topics. Geared toward students of electrical engineering, its material is sufficiently general to be applicable to other engineering fields. 1994 edition.
Preface1Introduction12The Structure of Stationary Processes113Parameter Estimation Theory564Nonparametric Spectrum Estimation985Parameter Estimation Theory for Gaussian Processes1336Autoregressive Parameter Estimation1527Moving Average and ARMA Parameter Estimation1878Adaptive AR and ARMA Estimation2189Estimation of Deterministic Processes26010High-order Statistical Analysis29411Time-frequency Signal Analysis: Linear Transforms33212Time-frequency Signal Analysis: Nonlinear Transforms369Appendix A. Notations and Facts410Appendix B. Hilbert Spaces414Appendix C. Asymptotic Theory421Appendix D. Kronecker Products and Liapunov Equations429Author Index439Subject Index443
