This book responds to the dramatic growth in digital signal processing (DSP) over the past decade. While its focal point is signal modeling, the book integrates and explores the relationships of signal modeling to the important problems of optimal filtering, spectral estimation, and adaptive filtering. Coverage is equally divided between the theory and philosophy of statistical signal processing, and the algorithms that are used to solve related problems.

Background.

Discrete-Time Random Processes.

Signal Modeling.

The Levinson Recursion.

Lattice Filters.

Wiener Filtering.

Spectrum Estimation.

Adaptive Filtering.

Appendix.
Table of Symbols.
Index.