Abstract
A concise introduction to digital filtering, filter design and applications in the form of Kalman and Wiener filters. Each subject is developed gradually with the help of worked examples. Covers both the theory of digital filters and their use in extracting information from noisy data. New to this edition: the graphic method for frequency response computations, FIR filter design by the frequency sampling technique, equiripple FIR filter design, circular convolution and an introduction to multirate digital filters.
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