Studies in statistical signal processing

Several new results in the modeling, analysis and prediction of nonstationary second order processes have been developed. They include: (1) the derivation of constant-parameter lattice filters for general nonstationary processes; (2) the development of fast algorithms for adaptive filtering with fixed-order transversal filters, including modifications necessary to ensure stability and convergence with finite precision computations; (3) the invention of a new adaptive beam-forming array for separating coherent (completely correlated) signals and interference. Two Ph.D theses have been completed during this period, H. Lev-Ari, 'Nonstationary Lattice-Filter Modeling, December 1983, and J. M. Cioffi, Fast Transversal Filters for Communications Applications, March 1984.