Preface -- I Basic Operator Theory -- 1 The Wold Decomposition -- 2 Toeplitz and Laurent Operators -- 3 Inner and Outer Functions -- 4 Rational Inner and Outer Functions -- 5 The Naimark Representation -- 6 The Rational Case -- II Finite Section Techniques -- 7 The Levinson Algorithm and Factorization -- 8 Isometric Representations and Factorization -- 9 Signal Processing -- III Riccati Methods -- 10 Riccati Equations and Factorization -- 11 Kalman and Wiener Filtering -- IV Interpolation Theory -- 13 Contractive Nevanlinna-Pick Interpolation -- V Appendices -- 14 A Review of State Space -- 15 The Levinson Algorithm -- Index