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.

Autorentext

**** Prof. Xianda Zhang

was a professor at Department of Automation of Tsinghua University. He was one of the first Changjiang Scholars of the Ministry of Education, P.R.C. He has published 120 SCI papers and more than ten books, including Matrix Analysis and Applications and A Matrix Algebra Approach to Artificial InteIIigence.