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This introduction to statistical signal processing aims to provide students with the ability to tackle the design of sophisticated electronic systems. The subject matter has been presented so that a student with a background in matrix algebra and probability theory can develop an understanding of Wiener filters, linear prediction and other topics. The text explains the properties of the innovations process and shows how they can be used to develop linear models and linear prediction in detail for data extending into the infinite or finite past and for realizable and nonrealizable filters. The author prepares students to appreciate the power of modern communication tools and illustrates the way in which the innovations process can be exploited to derive the Kalman filter.
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- PublisherMacmillan USA
- Publication date1989
- ISBN 10 0023527501
- ISBN 13 9780023527500
- BindingHardcover
- Number of pages398
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Modern Filters
Published by
Macmillan Coll Div
(1989)
ISBN 10: 0023527501
ISBN 13: 9780023527500
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Modern Filters
Published by
Macmillan Coll Div
(1989)
ISBN 10: 0023527501
ISBN 13: 9780023527500
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Modern Filters
Published by
Macmillan Coll Div
(1989)
ISBN 10: 0023527501
ISBN 13: 9780023527500
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