Modeling, Estimation and Optimal Filtration in Signal Processing

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ISBN: 9781848210226 Category:

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.<br /> 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.<br /> Secondly, estimation approaches based on least squares methods and instrumental variable techniques are presented.<br /> 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.