Optimal And Adaptive Signal Processing

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.

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.

The present proceedings include the tutorial lectures and the complementary advanced research papers by contributing students on topics presented under the following subjects

These Proceedings should form an advanced textbook in the field of underwater Acoustics and Signal Processing. Audience - the students, are scientists who already have specialized in the field or who possess an advanced general background.

Computer facilities and theoretical implementation have considerably increased the possibility of solving problems relating to signal detection in noise. The present proceedings include the tutorial lectures and the complementary advanced research papers by contributing students on topics presented under the following subjects