Contents
Preface
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 Structures 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
Appendix A Matrix Inversion Lemma
Appendix B Gradients and Optimization in Complex Space
Appendix C MATLAb Functions
Appendix D Useful Results from Matrix Algebra
Appendix E Minimum Phase Test for Polynomials
Bibliography
Index