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Название: The Theory of Linear Prediction
Автор: Vaidyanathan P. P.
Аннотация:
The writing style is meant to be suitable for self-study as well as for classroom use at the senior and first-year graduate levels. Indeed, the material here emerged from classroom lectures that I had given over the years at the California Institute of Technology. So, the text is self-contained for readers with introductory exposure to signal processing, random processes, and the theory of matrices. A historical perspective and a detailed outline are given in Chapter 1.