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.

Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; discrete-time Kalman filter; time-invariant filters; more. 1979 edition.

The main thrust is to provide students with a solid understanding of a number of important and related advanced topics in digital signal processing such as Wiener filters, power spectrum estimation, signal modeling and adaptive filtering. Scores of worked examples illustrate fine points, compare techniques and algorithms and facilitate comprehension of fundamental concepts. Also features an abundance of interesting and challenging problems at the end of every chapter.

A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.

The parameter estimation and hypothesis testing are the basic tools in statistical inference. These techniques occur in many applications of data processing., and methods of Monte Carlo have become an essential tool to assess performance. For pedagogical purposes the book includes several computational problems and exercices. To prevent students from getting stuck on exercises, detailed corrections are provided.

In the field of image processing, many applications require real-time execution, particularly those in the domains of medicine, robotics and transmission, to name but a few. Recent technological developments have allowed for the integration of more complex algorithms with large data volume into embedded systems, in turn producing a series of new sophisticated electronic architectures at affordable prices. This book performs an in-depth survey on this topic. It is primarily written for those who are familiar with the basics of image processing and want to implement the target processing design using different electronic platforms for computing acceleration. The authors present techniques and approaches, step by step, through illustrative examples. This book is also suitable for electronics/embedded systems engineers who want to consider image processing applications as sufficient imaging algorithm details are given to facilitate their understanding.