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) annotated in Tables.
2. matlab code annotated in Figures.
3. described in words in the body of the text.

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 to the book
• lint markdown readme
• finalize test cases for all codes
• python documentation generator
• 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
• performance benchmarking would be cool