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Statistical Digital Signal Processing and Modeling

Direct impelementation of statistical digital signal processing algorithms from the book by the same name by Professor Monson H. Hayes.

The book represents algorithms as:

  1. set of instructions (pseudo-code)
  2. matlab code
  3. described in English in the textbook body

Chapters

  1. Introduction
  2. Background
  3. Discrete-Time Random Processes
  4. Signal Modeling
  5. The Levinson Recursion
  6. Lattice Filters
  7. Optimum Filters
  8. Spectrum Estimation
  9. Adaptive Filters

TODO

  • add proper reference
  • lint markdown readme
  • License
  • Finalize test cases for all codes
  • pytest-cov?
  • python documentation generator
  • linting workflow
  • pass linting
  • mypy static type checking
  • Release package scripts
  • stub files?
  • VS code add-ons
  • use matlab-equivalent psuedo-inverse ("X \ R") operation to match the book
  • switch linting to Ruff?
  • performance benchmarking would be cool