Contents Preface 1 Introduction 2 Fundamentals of Discrete-Time Signal Processing 3 Random Variables, Vectors, and Sequences 4 Linear Signal Models 5 Nonparametric Power Spectrum Estimation 6 Optimum Linear Filters 7 Algorithms and Structures for Optimum Linear Filters 8 Least-Squares Filtering and Prediction 9 Signal Modeling and Parametric Spectral Estimation 10 Adaptive Filters 11 Array Processing 12 Further Topics Appendix A Matrix Inversion Lemma Appendix B Gradients and Optimization in Complex Space Appendix C MATLAb Functions Appendix D Useful Results from Matrix Algebra Appendix E Minimum Phase Test for Polynomials Bibliography Index