Modeling, Estimation and Optimal Filtration in Signal Processing / Edition 1

by Mohamed Najim

Overview

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 presented.
Finally, the book deals with optimal filters, i.e. Wiener and Kalman filtering, and adaptive filters such as the RLS, the LMS and their variants.

Product Details

ISBN-13:	9781848210226
Publisher:	Wiley
Publication date:	06/30/2008
Series:	ISTE Series , #302
Pages:	400
Product dimensions:	6.00(w) x 9.30(h) x 1.10(d)

About the Author

Mohamed Najim is Professor in signal processing at the ENSEIRB and Université Bordeaux I (France), where he leads the Signal and Image Processing group.
An IEEE Fellow, he has worked in adaptive control and in the field of 1D and n-D identification in signal and image processing.

Table of Contents

Chapter 1. Introduction to Parametric Models.

Chapter 2. Least-Squares Estimation of Linear Model Parameters.

Chapter 3. Matched Filters and Wiener Filters.

Chapter 4. Adaptive Filters.

Chapter 5. Kalman Filters.

Chapter 6. Kalman Filtering for Speech Enhancement.

Chapter 7.  Instrumental Variable Techniques.

Chapter 8.  H Infinity Techniques: An Alternative to Kalman filters?

Chapter 9.  Introduction to Particle Filtering.

Appendix.

What People are Saying About This

From the Publisher

"This book provides the reader for the first time with a comprehensive collection of the significant results obtained to date in the field of parametric signal modeling and presents a number of new approaches." (Mathematical Reviews, 2010)

Editorial Reviews

"This book provides the reader for the first time with a comprehensive collection of the significant results obtained to date in the field of parametric signal modeling and presents a number of new approaches." (Mathematical Reviews, 2010)

 

From the Publisher