Numerical Bayesian Methods Applied to Signal Processing

This book is concerned with the processing of signals that have been sam­ pled and digitized. The fundamental theory behind Digital Signal Process­ ing has been in existence for decades and has extensive applications to the fields of speech and data communications, biomedical engineering, acous­ tics, sonar, radar, seismology, oil exploration, instrumentation and audio signal processing to name but a few [87]. The term "Digital Signal Processing", in its broadest sense, could apply to any operat