The purpose of this book is to provide graduate students andpractitioners with traditional methods and more recent results formodel-based approaches in signal processing.
Firstly, discrete-time linear models such as AR, MA and ARMAmodels, their properties and their limitations are introduced. Inaddition, sinusoidal models are addressed.
Secondly, estimation approaches based on least squares methods andinstrumental variable techniques are presented.
Finally, the book deals with optimal filters, i.e. Wiener andKalman filtering, and adaptive filters such as the RLS, the LMS andtheir variants.
Mohamed Najim
Electrical & Electronics Engineering Elektrotechnik u. Elektronik Signal Processing Signalverarbeitung
"This book provides the reader for the first time with acomprehensive collection of the significant results obtained todate in the field of parametric signal modeling and presents anumber of new approaches." (Mathematical Reviews, 2010)
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