Algorithms for Statistical Signal Processing

Download or read book Algorithms for Statistical Signal Processing written by John G. Proakis and published by . This book was released on 2002 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: Keeping pace with the expanding, ever more complex applications of DSP, this authoritative presentation of computational algorithms for statistical signal processing focuses on "advanced topics" ignored by other books on the subject. Algorithms for Convolution and DFT. Linear Prediction and Optimum Linear Filters. Least-Squares Methods for System Modeling and Filter Design. Adaptive Filters. Recursive Least-Squares Algorithms for Array Signal Processing. QRD-Based Fast Adaptive Filter Algorithms. Power Spectrum Estimation. Signal Analysis with Higher-Order Spectra. For Electrical Engineers, Computer Engineers, Computer Scientists, and Applied Mathematicians.