Bulletin of the Belgian mathematical society - Simon Stevin vol:2 pages:1-45
We present an introduction to some aspects of digital signal processing
and time series analysis which are not always covered in classical textbooks.
One of the objectives is to illustrate how mathematics and engineering can be
combined in a fruitful interplay, resulting in many new techniques and methods
in many different fields. We shall illustrate how the prediction problem
is related to linear algebra, orthogonal polynomials, classical interpolation
problems, inverse scattering theory, Toeplitz operators, network theory etc.