This book is about the topic of signal processing, especially the topics of signal analysis and filtering. We will cover advanced filter theories, including adaptive Wiener and Kalman filters, stationary and non-stationary signals, beamforming, and wavelet analysis. This book requires all readers to have a solid foundational understanding of the topics covered in Signals and Systems. Readers should also have a good understanding of advanced calculus, including topics covered in Engineering Analysis.

## Table of Contents

### Filtering

### Linear Predictors

### Least-Mean-Square Filtering

- Least-Mean-Square
- Normalized Least-Squares
- Recursive Least-Squares
- Kalman Filtering
- Square Root Filters