Discrete Random Signal Processing and Filtering Primer with MATLAB
- Boca Raton : CRC Press, c2009.
- 300 p. :
- The electrical engineering and applied signal processing series .
- Electrical engineering and applied signal processing series. .
ch. 1. Fourier analysis of signals -- ch. 2. Random variables, sequences, and stochastic processes -- ch. 3. Nonparametric (classical) spectra estimation -- ch. 4. Parametric and other methods for spectra estimation -- ch. 5. Optimal filtering : Wiener filters -- ch. 6. Adaptive filtering : LMS algorithm -- ch. 7. Adaptive filtering with variations of LMS algorithm -- ch. 8. Nonlinear filtering.