Book excerpt: The lecture notes in this book are a collection of presentation slides for teaching an advanced undergraduate course or a graduate course in advanced digital signal processing. As lecture notes, this book is not intended to be a substitute for the many excellent textbooks in this field. Instead, this book is intended as a supplement to other course materials, and as a workbook for students taking notes during corresponding lectures. In addition, practicing engineers may find this book useful for quick review of the topic. Outline of the book: 1 Introduction and DSP Review2 Classical Digital Filters3 Signal Models and Pad� Method4 Prony Method and Least Squares5 All-Pole Models6 Applications7 ARMA Models8 Spectral Estimation9 Wiener Filters10 Recursive Least Squares 11 Classifiers12 Appendix