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Description:

Description:

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.