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The main thrust is to provide students with a solid understanding of a number of important and related advanced topics in digital signal processing such as Wiener filters, power spectrum estimation, signal modeling and adaptive filtering. Scores of worked examples illustrate fine points, compare techniques and algorithms and facilitate comprehension of fundamental concepts. Also features an abundance of interesting and challenging problems at the end of every chapter. | Copyrighted Material MONSON H. HAYES STATISTICAL DIGITAL SIGNAL PROCESSING AND MODELING Copyrighted Material STATISTICAL DIGITAL SIGNAL PROCESSING AND MODELING MONSON H. HAYES Georgia Institute of Technology JOHN WILEY SONS INC. New York Chichester Brisbane Toronto Singapore Acquisitions Editor Steven Elliot Marketing Manager Debra Riegert Senior Production Editor Tony VenGraitis Designer Laura lerardi Manufacturing Manager Mark Cirillo Production Service Ingrao Associates This book was set in Times Roman by Techsetters Inc. and printed and bound by Hamilton Printing. The cover was printed by New England Book Components. Recognizing the importance of preserving what has been written it is a policy of John Wiley Sons Inc. to have books of enduring value published in the United States printed on acid-free paper and we exert our best efforts to that end. The paper in this book was manufactured by a mill whose forest management programs include sustained yield harvesting of its timberlands. Sustained yield harvesting principles ensure that the number of trees cut each year does not exceed the amount of new growth. Copyright 1996 by John Wiley Sons Inc. All rights reserved. Published simultaneously in Canada. Reproduction or translation of any part of this work beyond that permitted by Sections 107 and 108 of the 1976 United States Copyright Act without the permission of the copyright owner is unlawful. Requests for permission or further information should be addressed to the Permissions Department John Wiley Sons Inc. ISBN 0-471 59431-8 Printed in the United States of America 10 .