The book systematically introduces theories of frequently-used modern signal processing methods and technologies, and focuses discussions on stochastic signal, parameter estimation, modern spectral estimation, adaptive filter, high-order signal analysis and non-linear transformation in time-domain signal analysis. With abundant exercises, the book is an essential reference for graduate students in electrical engineering and information science.

Contributions by: Tsinghua University Press
Translated by: Xiyuan Wang, Dongxia Chang, Ling Zhang, Daoming Zhang