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Digital Processing of Random Signals: Theory and Methods by Boaz Porat
This excellent advanced text rigorously covers several topics related to random signal processing. Geared toward students of electrical engineering, its material is sufficiently general to be applicable to other engineering fields. It features numerous problems of varying difficulty, some with hints and solutions. 1994 edition. Reprint of the Prentice-Hall, Inc., Englewood Cliffs, New Jersey, 1994 edition.
Table of Contents for Digital Processing of Random Signals: Theory and Methods
| Preface | | 1. Introduction | | 2. The Structure of Stationary Processes | | 3. Parameter Estimation Theory | | 4. Nonparametric Spectrum Estimation | | 5. Parameter Estimation Theory for Gaussian Processes | | 6. Autoregressive Parameter Estimation | | 7. Moving Average and ARMA Parameter Estimation | | 8. Adaptive AR and ARMA Estimation | | 9. Estimation of Deterministic Processes | | 10. High-order Statistical Analysis | | 11. Time-frequency Signal Analysis: Linear Transforms | | 12. Time-frequency Signal Analysis: Nonlinear Transforms | | Appendix A. Notations and Facts | | Appendix B. Hilbert Spaces | | Appendix C. Asymptotic Theory | | Appendix D. Kronecker Products and Liapunov Equations | | Author index | | Subject index |
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