Signal processing : discrete spectral analysis, detection and estimation /
Mischa Schwartz and Leonard Shaw.
- New York ; London : McGraw-Hill, [1976]
- iii-xiii, 396 p. : ill. ; 25 cm
Includes index.
Discrete-time signals -- Random discrete-time signals -- Spectral analysis of random signals -- Detection of signals in noise -- Estimation of signals in noise -- Recursive linear mean-squared estimation: time-varying signals and Kalman filtering.