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This introduction to random processes -- from a modern discrete-time point of view -- successfully carries the approach through to more advanced topics in modern statistical signal processing.
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5 of 5 people found the following review helpful:
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This review is from: Discrete Random Signals and Statistical Signal Processing/Book and Disk (Prentice-Hall Signal Processing Series) (Hardcover)
I used this book as part of a course I was taking (Statistical and Adaptive Signal Processing). Specifically, Chapter 7 and 8 , on Optimal Filtering and Linear Prediction were very useful and well explained.
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