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Model‐Based Signal Processing [2005]

1
Introduction
21
Discrete Random Signals and Systems
135
Estimation Theory
175
<fi>AR</fi>, <fi>MA</fi>, <fi>ARMAX</fi>, Lattice, Exponential, Wave Model‐Based Processors
281
Linear State‐Space Model‐Based Processors
367
Nonlinear State‐Space Model‐Based Processors
419
Adaptive <fi>AR</fi>, <fi>MA</fi>, <fi>ARMAX</fi>, Exponential Model‐Based Processors
489
Adaptive State‐Space Model‐Based Processors
539
Applied Physics‐Based Processors
631
Appendix A: Probability and Statistics Overview
641
Appendix B: Sequential <fi>MBP</fi> and <fi>UD</fi>‐Factorization
647
Appendix C: <fi>SSPACK_PC</fi>: An Interactive Model‐Based Processing Software Package
655
Index
679
Adaptive and Learning Systems for Signal Processing, Communications, and Control
i
Frontmatter
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