Mathematical Methods and Algorithms for Signal Processing

Mathematical Methods and Algorithms for Signal Processing tackles the challenge of providing readers and practitioners with the broad tools of mathematics employed in modern signal processing. Building from an assumed background in signals and stochastic processes, the book provides a solid foundation in analysis, linear algebra, optimization, and statistical signal processing. Interesting modern topics not available in many other signal processing books; such as the EM algorithm, blind source operation, projection on convex sets, etc., in addition to many more conventional topics such as spectrum estimation, adaptive filtering, etc. For those interested in signal processing.