Download or read book Fundamentals of Stochastic Signals Systems and Estimation Theory with Worked Examples written by Branko Kovačević and published by . This book was released on 2008 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Fundamentals of Stochastic Signals Systems and Estimation Theory written by Branko Kovacevic and published by Springer. This book was released on 2008-09-08 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main theme of this book deals with fundamental concepts underlying stochastic signal or linear stochastic systems, their modelling and analysis as well as model-based signal processing. Many examples are included to illustrate the concepts of this book.
Download or read book Fundamentals of Stochastic Signals Systems and Estimation Theory with Worked Examples written by Branko Kovačević and published by . This book was released on 1999 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Fundamentals of Stochastic Signals Systems and Estimation Theory written by Branko Kovacevic and published by Springer. This book was released on 2008-06-29 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Fundamentals of Statistical Signal Processing written by Steven M. Kay and published by Pearson Education. This book was released on 2013 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: "For those involved in the design and implementation of signal processing algorithms, this book strikes a balance between highly theoretical expositions and the more practical treatments, covering only those approaches necessary for obtaining an optimal estimator and analyzing its performance. Author Steven M. Kay discusses classical estimation followed by Bayesian estimation, and illustrates the theory with numerous pedagogical and real-world examples."--Cover, volume 1.
Download or read book Robust Digital Processing of Speech Signals written by Branko Kovacevic and published by Springer. This book was released on 2017-06-06 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on speech signal phenomena, presenting a robustification of the usual speech generation models with regard to the presumed types of excitation signals, which is equivalent to the introduction of a class of nonlinear models and the corresponding criterion functions for parameter estimation. Compared to the general class of nonlinear models, such as various neural networks, these models possess good properties of controlled complexity, the option of working in “online” mode, as well as a low information volume for efficient speech encoding and transmission. Providing comprehensive insights, the book is based on the authors’ research, which has already been published, supplemented by additional texts discussing general considerations of speech modeling, linear predictive analysis and robust parameter estimation.
Download or read book Adaptive Digital Filters written by Branko Kovačević and published by Springer Science & Business Media. This book was released on 2013-06-21 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Adaptive Digital Filters” presents an important discipline applied to the domain of speech processing. The book first makes the reader acquainted with the basic terms of filtering and adaptive filtering, before introducing the field of advanced modern algorithms, some of which are contributed by the authors themselves. Working in the field of adaptive signal processing requires the use of complex mathematical tools. The book offers a detailed presentation of the mathematical models that is clear and consistent, an approach that allows everyone with a college level of mathematics knowledge to successfully follow the mathematical derivations and descriptions of algorithms. The algorithms are presented in flow charts, which facilitates their practical implementation. The book presents many experimental results and treats the aspects of practical application of adaptive filtering in real systems, making it a valuable resource for both undergraduate and graduate students, and for all others interested in mastering this important field.
Download or read book Applications and Optimizations of Kalman Filter and Their Variants written by Asadullah Khalid and published by BoD – Books on Demand. This book was released on 2024-07-17 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applications and Optimizations of Kalman Filter and Their Variants is a comprehensive exploration of Kalman filters’ diverse applications and refined optimizations across various domains. It meticulously examines their role in microgrid management, offering adaptive estimation techniques for effective control strategies. The book then delves into distribution system state estimation, showcasing an innovative stochastic programming model using extended Kalman filters for reliable monitoring and control. In the realm of financial modeling, readers gain insights into how Kalman filters enhance trading strategies like pairs trading and partial co-integration, bridging finance and analytics. Moreover, the book discusses Kalman filter optimization, addressing challenges in object tracking and error reduction with techniques like dynamic stochastic approximation algorithms and M-robust estimates. With practical examples and interdisciplinary approaches, this book serves as a valuable resource for researchers, practitioners, and students looking to harness Kalman filter techniques for enhanced efficiency and accuracy across diverse fields.
Download or read book An Introduction to Statistical Signal Processing written by Robert M. Gray and published by Cambridge University Press. This book was released on 2004-12-02 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the essential tools and techniques of statistical signal processing. At every stage theoretical ideas are linked to specific applications in communications and signal processing using a range of carefully chosen examples. The book begins with a development of basic probability, random objects, expectation, and second order moment theory followed by a wide variety of examples of the most popular random process models and their basic uses and properties. Specific applications to the analysis of random signals and systems for communicating, estimating, detecting, modulating, and other processing of signals are interspersed throughout the book. Hundreds of homework problems are included and the book is ideal for graduate students of electrical engineering and applied mathematics. It is also a useful reference for researchers in signal processing and communications.
Download or read book Principles of System Identification written by Arun K. Tangirala and published by CRC Press. This book was released on 2018-10-08 with total page 881 pages. Available in PDF, EPUB and Kindle. Book excerpt: Master Techniques and Successfully Build Models Using a Single Resource Vital to all data-driven or measurement-based process operations, system identification is an interface that is based on observational science, and centers on developing mathematical models from observed data. Principles of System Identification: Theory and Practice is an introductory-level book that presents the basic foundations and underlying methods relevant to system identification. The overall scope of the book focuses on system identification with an emphasis on practice, and concentrates most specifically on discrete-time linear system identification. Useful for Both Theory and Practice The book presents the foundational pillars of identification, namely, the theory of discrete-time LTI systems, the basics of signal processing, the theory of random processes, and estimation theory. It explains the core theoretical concepts of building (linear) dynamic models from experimental data, as well as the experimental and practical aspects of identification. The author offers glimpses of modern developments in this area, and provides numerical and simulation-based examples, case studies, end-of-chapter problems, and other ample references to code for illustration and training. Comprising 26 chapters, and ideal for coursework and self-study, this extensive text: Provides the essential concepts of identification Lays down the foundations of mathematical descriptions of systems, random processes, and estimation in the context of identification Discusses the theory pertaining to non-parametric and parametric models for deterministic-plus-stochastic LTI systems in detail Demonstrates the concepts and methods of identification on different case-studies Presents a gradual development of state-space identification and grey-box modeling Offers an overview of advanced topics of identification namely the linear time-varying (LTV), non-linear, and closed-loop identification Discusses a multivariable approach to identification using the iterative principal component analysis Embeds MATLAB® codes for illustrated examples in the text at the respective points Principles of System Identification: Theory and Practice presents a formal base in LTI deterministic and stochastic systems modeling and estimation theory; it is a one-stop reference for introductory to moderately advanced courses on system identification, as well as introductory courses on stochastic signal processing or time-series analysis.The MATLAB scripts and SIMULINK models used as examples and case studies in the book are also available on the author's website: http://arunkt.wix.com/homepage#!textbook/c397
Download or read book Fundamentals of Signal Processing in Generalized Metric Spaces written by Andrey Popoff and published by CRC Press. This book was released on 2022-04-19 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exploring the interrelations between generalized metric spaces, lattice-ordered groups, and order statistics, the book contains a new algebraic approach to Signal Processing Theory. It describes mathematical concepts and results important in the development, analysis, and optimization of signal processing algorithms intended for various applications. The book offers a solution of large-scale Signal Processing Theory problems of increasing both signal processing efficiency under prior uncertainty conditions and signal processing rate that is provided by multiplication-free signal processing algorithms based on lattice-ordered group operations. From simple basic relationships to computer simulation, the text covers a wide range of new mathematical techniques essential for understanding the proposed signal processing algorithms developed for solving the following problems: signal parameter and spectral estimation, signal filtering, detection, classification, and resolution; array signal processing; demultiplexing and demodulation in multi-channel communication systems and multi-station networks; wavelet analysis of 1D/ 2D signals. Along with discussing mathematical aspects, each chapter presents examples illustrating operation of signal processing algorithms developed for various applications. The book helps readers understand relations between known classic and obtained results as well as recent research trends in Signal Processing Theory and its applications, providing all necessary mathematical background concerning lattice-ordered groups to prepare readers for independent work in the marked directions including more advanced research and development.
Download or read book Fundamentals of Signals and Control Systems written by Smain Femmam and published by John Wiley & Sons. This book was released on 2017-02-13 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is the study of signals and deterministic systems, linear, time-invariant, finite dimensions and causal. A set of useful tools is selected for the automatic and signal processing and methods of representation of dynamic linear systems are exposed, and analysis of their behavior. Finally we discuss the estimation, identification and synthesis of control laws for the purpose of stabilization and regulation. The study of signal characteristics and properties systems and knowledge of mathematical tools and treatment methods and analysis, are lately more and more importance and continue to evolve. The reason is that the current state of technology, particularly electronics and computing, enables the production of very advanced processing systems, effective and less expensive despite the complexity.
Download or read book Fundamentals of Signal Processing in Metric Spaces with Lattice Properties written by Andrey Popoff and published by CRC Press. This book was released on 2017-11-03 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exploring the interrelation between information theory and signal processing theory, the book contains a new algebraic approach to signal processing theory. Readers will learn this new approach to constructing the unified mathematical fundamentals of both information theory and signal processing theory in addition to new methods of evaluating quality indices of signal processing. The book discusses the methodology of synthesis and analysis of signal processing algorithms providing qualitative increase of signal processing efficiency under parametric and nonparametric prior uncertainty conditions. Examples are included throughout the book to further emphasize new material.
Download or read book Digital Processing of Random Signals written by Boaz Porat and published by Courier Dover Publications. This book was released on 2008-02-29 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: This excellent advanced text rigorously covers several topics. Geared toward students of electrical engineering, its material is sufficiently general to be applicable to other engineering fields. 1994 edition.
Download or read book Probability Random Variables Statistics and Random Processes written by Ali Grami and published by John Wiley & Sons. This book was released on 2019-03-04 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability, Random Variables, Statistics, and Random Processes: Fundamentals & Applications is a comprehensive undergraduate-level textbook. With its excellent topical coverage, the focus of this book is on the basic principles and practical applications of the fundamental concepts that are extensively used in various Engineering disciplines as well as in a variety of programs in Life and Social Sciences. The text provides students with the requisite building blocks of knowledge they require to understand and progress in their areas of interest. With a simple, clear-cut style of writing, the intuitive explanations, insightful examples, and practical applications are the hallmarks of this book. The text consists of twelve chapters divided into four parts. Part-I, Probability (Chapters 1 – 3), lays a solid groundwork for probability theory, and introduces applications in counting, gambling, reliability, and security. Part-II, Random Variables (Chapters 4 – 7), discusses in detail multiple random variables, along with a multitude of frequently-encountered probability distributions. Part-III, Statistics (Chapters 8 – 10), highlights estimation and hypothesis testing. Part-IV, Random Processes (Chapters 11 – 12), delves into the characterization and processing of random processes. Other notable features include: Most of the text assumes no knowledge of subject matter past first year calculus and linear algebra With its independent chapter structure and rich choice of topics, a variety of syllabi for different courses at the junior, senior, and graduate levels can be supported A supplemental website includes solutions to about 250 practice problems, lecture slides, and figures and tables from the text Given its engaging tone, grounded approach, methodically-paced flow, thorough coverage, and flexible structure, Probability, Random Variables, Statistics, and Random Processes: Fundamentals & Applications clearly serves as a must textbook for courses not only in Electrical Engineering, but also in Computer Engineering, Software Engineering, and Computer Science.
Download or read book Fundamentals of Multisite Radar Systems written by V S Chernyak and published by Routledge. This book was released on 2018-05-02 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an original and comprehensive monograph on the increasingly important field of Multistatic Radar Systems. The material covered includes target detection, coordinate and trajectory parameter estimation, optimum and suboptimum detectors and external interferences. The practical problems faced by those working with radar systems are considered - most algorithms are presented in a form allowing direct use in engineering practice, and many of the results can be immediately applied to information systems containing different types of sensors, not only radars. This book is the revised international edition of Chernyak's renowned Russian textbook.
Download or read book Advanced Digital Signal Processing and Noise Reduction written by Saeed V. Vaseghi and published by John Wiley & Sons. This book was released on 2008-12-23 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: Digital signal processing plays a central role in the development of modern communication and information processing systems. The theory and application of signal processing is concerned with the identification, modelling and utilisation of patterns and structures in a signal process. The observation signals are often distorted, incomplete and noisy and therefore noise reduction, the removal of channel distortion, and replacement of lost samples are important parts of a signal processing system. The fourth edition of Advanced Digital Signal Processing and Noise Reduction updates and extends the chapters in the previous edition and includes two new chapters on MIMO systems, Correlation and Eigen analysis and independent component analysis. The wide range of topics covered in this book include Wiener filters, echo cancellation, channel equalisation, spectral estimation, detection and removal of impulsive and transient noise, interpolation of missing data segments, speech enhancement and noise/interference in mobile communication environments. This book provides a coherent and structured presentation of the theory and applications of statistical signal processing and noise reduction methods. Two new chapters on MIMO systems, correlation and Eigen analysis and independent component analysis Comprehensive coverage of advanced digital signal processing and noise reduction methods for communication and information processing systems Examples and applications in signal and information extraction from noisy data Comprehensive but accessible coverage of signal processing theory including probability models, Bayesian inference, hidden Markov models, adaptive filters and Linear prediction models Advanced Digital Signal Processing and Noise Reduction is an invaluable text for postgraduates, senior undergraduates and researchers in the fields of digital signal processing, telecommunications and statistical data analysis. It will also be of interest to professional engineers in telecommunications and audio and signal processing industries and network planners and implementers in mobile and wireless communication communities.
