Optimum Signal Processing by Sophocles J. Orfanidis TOC 1 Random Signals 1.1 Probability Density, Mean, Variance, 1.2 Chebyshev’s Inequality, 1.3 Joint and Conditional Densities, and Bayes’ Rule, 1.4 Correlation Canceling, 1.5 Gram-Schmidt Orthogonalization, 1.6 Partial Correlations, 1.7 Forward/Backward Prediction and LU/UL Factorization, 1.8 Random Signals, 1.9 Power Spectrum and Its Interpretation, 1.10 Sample Autocorrelation and [...]















