The second edition of this text is directed to graduate engineers and applied mathematicians in industry and research laboratories who deal with problems of control, communications, and signal processing in engineering,
medicine, geology, and econometrics. The book unifies identification theory, adaptive filtering, control and decision, time series analysis, and signature-discrimination or diagnosis theory. Stochastic convergence theory is reviewed thoroughly, including an outline of thirty-three fundamental martingale and other convergence theorems. Examples of practical microcomputer-based applications from time series analysis, to adaptive filtering of unknown noise from speech in hearing aids, to
controlling artificial limbs of amputees via myoelectric signal signature processing are presented in detail. |
