Modeling, Estimation and Optimal Filtration in Signal Pro...
Najim, Mohamed (Universite Bordeaux I (France))
The purpose of this book is to provide graduate students and practitioners with traditional methods and more recent results for model-based approaches in signal processing.Firstly, discrete-time linear models such as AR, MA and ARMA models, their properties and their limitations are introduced. In addition, sinusoidal models are addressed.Secondly, estimation approaches based on least squares methods and instrumental variable techniques are pr...