Candy J.V. Signal Processing The Model-Based Approach

New York: McGraw-Hill, 1987. — 256 p. — ISBN 0-07-009725-9.his book addresses the fundamental concepts underlying model-based signal processing. Two popular stochastic models—the autoregressive moving-average model with exogeneous inputs (ARMAX) and the state-space model are employed in schemes that lead to solutions for both known and unknown model cases. Emphasis is on the practical design of these processors using popular techniques.