Modeling, Estimation and Optimal Filtration in Signal Processing

Introduces discrete-time linear models such as AR, MA and ARMA models, their properties and their limitations. This work addresses sinusoidal models and presents estimation approaches based on least squares methods and instrumental variable techniques. It also deals with optimal filters, such as Wie [...]
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Introduces discrete-time linear models such as AR, MA and ARMA models, their properties and their limitations. This work addresses sinusoidal models and presents estimation approaches based on least squares methods and instrumental variable techniques. It also deals with optimal filters, such as Wiener and Kalman filtering.