Optimum Signal Processing

This is an outstanding and often overlooked book on optimal signal processing. The author does an excellent job relating the filtering problem to optimization in linear spaces and then shows how this is related to the optimal correlation canceller. This approach is justified since correlation cancelling is the fundamental principle underlying nearly all adaptive filtering algorithms. The author often explains concepts from more than one point of view which adds to depth of understanding.

This revised edition is an unabridged and corrected republication of thesecond edition of this book published by McGraw-Hill Publishing Company,New York, NY, in 1988 (ISBN 0-07-047794-9), and also published earlierby Macmillan, Inc., New York, NY, 1988 (ISBN 0-02-389380-X). Allcopyrights to this work reverted to Sophocles J. Orfanidis in 1996.The content of the 2007 republication remains the same as that of the1988 edition, except for some corrections, the deletion from theAppendix of the Fortran and C function listings, which are now availableonline, and the addition of MATLAB versions of all the functions.