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Digital Processing of Random Signals: Theory and Methods
by Boaz Porat

ISBN: 0486462986
Dover Publications Price: $28.95
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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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