Optimal and Adaptive Signal Processing

This book covers many of the most important topics in signal processing, using as central themes the ideas of optimality and adaptation. It aims to develop signal processing algorithms corresponding to the various optimality criteria. The book will be helpful for graduate engineering students.

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Optimal and Adaptive Signal Processing covers the theory of optimal and adaptive signal processing using examples and computer simulations drawn from a wide range of applications, including speech and audio, communications, reflection seismology and sonar systems. The material is presented without a heavy reliance on mathematics and focuses on one-dimensional and array processing results, as well as a wide range of adaptive filter algorithms and implementations. Topics discussed include random signals and optimal processing, adaptive signal processing with the LMS algorithm, applications of adaptive filtering, algorithms and structures for adaptive filtering, spectral analysis, and array signal processing.

Optimal and Adaptive Signal Processing is a valuable guide for scientists and engineers, as well as an excellent text for senior undergraduate/graduate level students in electrical engineering.