filtering, speech processing, spectral analysis, array processing, and other application areas. It begins with a treatment of random processes in discrete time and proceeds to develop such fundamental topics as Wiener filtering, linear prediction, ARMA models, and subspace methods with a depth that is rare even in books more specifically devoted to these subjects. An introduction to methods of higher order moments is also provided. Specific additional features include the following: Motivating introductions and comprehensive summaries for each chapter. Large numbers of examples to illustrate application of the theory. An appendix explaining the use of complex random processes in the analysis of band-pass signals and systems. Consistent treatment of both real and complex cases throughout. Over 300 written problems and specially prepared "Computer Assignments" to enhance learning of the material and drive home important concepts. A disk of data for use with the computer assignments is packaged with the book.

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