Translated into English.
Includes bibliographical references and index.

The book systematically introduces theories of frequently-used modern signal processing methods and technologies, and focuses discussions on stochastic signal, parameter estimation, modern spectral estimation, adaptive filter, high-order signal analysis and non-linear transformation in time-domain signal analysis. With abundant exercises, the book is an essential reference for graduate students in electrical engineering and information science.

Presents mathematical deduction for modern signal processing methods.
Focuses on modern spectral estimation, adaptive filter and high-order signal analysis.
Exercises accompanied by detailed solutions.