- Wavelets: A Mathematical Tool for Signal Analysis (Siam Monographs on Mathematical Modeling and Computation)
- Kalman Filtering: with Real-Time Applications (Springer Series in Information Sciences)
- Wavelet Subdivision Methods: Gems for Rendering Curves and Surfaces
- Linear Systems and Optimal Control
- Applied Mathematics: Data Compression, Spectral Methods, Fourier Analysis, Wavelets, and Applications