Modeling, Estimation and Optimal Filtration in Signal Processing - 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.