Monson H. Hayes Schaum's Outline of Theory And Problems of Digital Signal Processing [repost]

This book constitutes the refereed post-proceedings of the Second International Conference on Theoretical and Mathematical Foundations of Computer Science, ICTMF 2011, held in Singapore in May 2011.

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.