Modeling, Estimation and Optimal Filtration in Signal Processing. Mohamed Najim
Modeling, Estimation and Optimal Filtration in Signal Processing
Год выпуска: 0
Автор произведения: Mohamed Najim
Жанр: Техническая литература
Издательство: John Wiley & Sons Limited
isbn: 9780470393680
Краткое описание:
The purpose of this book is to provide graduate students and practitioners with traditional methods and more recent results for model-based approaches in signal processing. Firstly, discrete-time linear models such as AR, MA and ARMA models, their properties and their limitations are introduced. In addition, sinusoidal models are addressed. Secondly, estimation approaches based on least squares methods and instrumental variable techniques are presented. Finally, the book deals with optimal filters, i.e. Wiener and Kalman filtering, and adaptive filters such as the RLS, the LMS and their variants.