Statistical Digital Signal Processing and Modeling

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9780471594314: Statistical Digital Signal Processing and Modeling
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This new text responds to the dramatic growth in digital signal processing (DSP) over the past decade, and is the product of many years of teaching an advanced DSP course at Georgia Tech. While the focal point of the text is signal modeling, it integrates and explores the relationships of signal modeling to the important problems of optimal filtering, spectrum 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. The text reflects the author's philosophy that a deep understanding of signal processing is accomplished best through working problems. For this reason, the book is loaded with worked examples, homework problems, and MATLAB computer exercises. While the examples serve to illustrate the ideas developed in the book, the problems seek to motivate and challenge the student and the computer exercises allow the student to experiment with signal processing algorithms on complex signals.

Professor Hayes is recognized as a leader in the signal processing community, particularly for his work in signal reconstruction and image processing. This text is suitable for senior/graduate level courses in advanced DSP or digital filtering found in Electrical Engineering Departments. Prerequisites include basic courses in DSP and probability theory.

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The main thrust is to provide students with a solid understanding of a number of important and related advanced topics in digital signal processing such as Wiener filters, power spectrum estimation, signal modeling and adaptive filtering. Scores of worked examples illustrate fine points, compare techniques and algorithms and facilitate comprehension of fundamental concepts. Also features an abundance of interesting and challenging problems at the end of every chapter.

About the Author:

Monson H. Hayes is the author of Statistical Digital Signal Processing and Modeling, published by Wiley.

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