modeling, estimation and optimal filtering in signal processing

Mohamed Najim (1)

1 IMS - Laboratoire de l'intégration, du matériau au système

This title introduces discrete-time linear models such as AR, MA and ARMA models, their properties and their limitations. In addition, sinusoidal models are addressed. Then, 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.

Mots clés: parametric model; estimation; optimal filtering; Wiener filter; Kalman filter; Hinf fintering; particle filtering; speech

Domaines: Traitement du signal et de l'image [eess.SP]; Traitement du signal et de l'image [eess.SP]

Mohamed Najim. modeling, estimation and optimal filtering in signal processing. ISTE, pp.400, 2008. ⟨hal-00182776⟩