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Modelling, Estimation and Optimal Filtration in Signal Processing

By (author) Mohamed Najim
Format: Hardback
Publisher: ISTE Ltd, London, United Kingdom
Published: 10th Jan 2008
Dimensions: w 156mm h 234mm
ISBN-10: 1847040209
ISBN-13: 9781847040206
Barcode No: 9781847040206
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.

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