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Discrete random signals and statistical signal processing. With disc. (English) Zbl 0747.94004
Prentice Hall Signal Processing Series. Englewood Cliffs, NJ: Prentice Hall International, Inc. xx, 727 p. (1992).
The present book is a graduate text for the study of discrete random signals and some relevant methods of signal processing. Here are its Contents: Preface, (1) Introduction, (2) Random vectors, (3) Random processes, (4) Second moment analysis, (5) Linear transformations, (6) Estimation, (7) Optimal filtering, (8) Linear prediction, (9) Linear models, (10) Spectrum estimation; Appendices: (A) Optimization of a quantity with respect to a vector parameter, (B) Complex representation of band pass signals and systems; Glossary and an Index. References are given at the end of each chapter.
First we point out that, as the author says in the introduction, and we agree with him, the book provides a new and purely discrete approach to analysis and signal processing of random signals. It enables the reader to receive the basic concepts and methods in the form in which they appear and are produced in our present and future decays, i.e. in the digital form. The treatment is focussed mainly on the analysis of discrete random signals; several typical topics are developed at an introductory level since the content of the book precedes other advanced course such as speech and image processing, adaptive filtering and spectral estimation. The style of the exposition is essentially tutorial, oriented such as to give a maximum of information with the necessary clarity. Throughout the book a lot of numerical examples are presented. A special feature which should be pointed out is the equal treatment for real as well as for complex signals, this fact being true for minimization problems. We think that the book is one of the first texts where the minimization of a quantity with respect to a complex valued vector is presented and widely used. To better appropriate the content of the book, the reader may work on a) (original) problems and b) computer assignments by the use of a disc provided by the publisher. Finally, we think this book is of exceptional merit; it opens a new way to the study of purely discrete random processes and without any doubt it will be soon become a reference graduate text in the area of random process signal processing.

##### MSC:
 94-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to information and communication theory 93-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory