DISCRETE RANDOM SIGNALS AND STATISTICAL SIGNAL PROCESSING THERRIEN PDF

This is a no-nonsense book that builds on the basics of digital signal processing and thoroughly prepares readers for advanced studies in adaptive filtering, speech processing, spectral analysis, array processing, and other application areas. It begins with a treatment of random processes in discrete time and proceeds to develop such fundamental topics as Wiener filtering, linear prediction, ARMA models, and subspace methods with a depth that is rare even in books more specifically devoted to these subjects. An introduction to methods of higher order moments is also provided. Specific additional features include the following: Motivating introductions and comprehensive summaries for each chapter. Large numbers of examples to illustrate application of the theory.

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