
doi: 10.1137/1021053
An operator-theoretic overview of discrete-time single-channel signal processing is given, covering such topics as the time and frequency domain structure of weakly stationary stochastic processes,...
time-ordered data, Communication theory, tutorial exposition, foundations, prediction, frequency domain analysis, Inference from stochastic processes and prediction, Time series, auto-correlation, regression, etc. in statistics (GARCH), Stationary stochastic processes, survey, linear filters, signal processing, Signal detection and filtering (aspects of stochastic processes)
time-ordered data, Communication theory, tutorial exposition, foundations, prediction, frequency domain analysis, Inference from stochastic processes and prediction, Time series, auto-correlation, regression, etc. in statistics (GARCH), Stationary stochastic processes, survey, linear filters, signal processing, Signal detection and filtering (aspects of stochastic processes)
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