Modeling, Estimation and Optimal Filtration in Signal Processing

Download or read book Modeling, Estimation and Optimal Filtration in Signal Processing written by Mohamed Najim and published by John Wiley & Sons. This book was released on 2010-01-05 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.