Model-Based Signal Processing

Acknowledgments.

1. Introduction.

2. Discrete Random Signals ans Systems.

3. Estimation Theory.

4. AR, MA, ARMAX, Lattice, Exponential, Wave Model-Based Processors.

5. Linear State-Space Model-Based Processors.

6. Nonlinear State-Space Model-Based Processors.

7. Adaptive AR, MA, ARMAX, Exponential Model-Based Processors.

8. Adaptive State-Space Model-Based Processors.

9. Applied Physics-Based Processors.

Appendix A: Probability and Statistics Overview.

Appendix B: Sequential MBP and UD-Factorization.

Appendix C: SSpack_PC: An Interactive Model-Based Processing Software Package.

Index.