Author: Peter J. Schreier
Publisher: Cambridge University Press
ISBN: 1139487620
Category : Technology & Engineering
Languages : en
Pages : 331
Book Description
Complex-valued random signals are embedded in the very fabric of science and engineering, yet the usual assumptions made about their statistical behavior are often a poor representation of the underlying physics. This book deals with improper and noncircular complex signals, which do not conform to classical assumptions, and it demonstrates how correct treatment of these signals can have significant payoffs. The book begins with detailed coverage of the fundamental theory and presents a variety of tools and algorithms for dealing with improper and noncircular signals. It provides a comprehensive account of the main applications, covering detection, estimation, and signal analysis of stationary, nonstationary, and cyclostationary processes. Providing a systematic development from the origin of complex signals to their probabilistic description makes the theory accessible to newcomers. This book is ideal for graduate students and researchers working with complex data in a range of research areas from communications to oceanography.
Statistical Signal Processing of Complex-Valued Data
Author: Peter J. Schreier
Publisher: Cambridge University Press
ISBN: 1139487620
Category : Technology & Engineering
Languages : en
Pages : 331
Book Description
Complex-valued random signals are embedded in the very fabric of science and engineering, yet the usual assumptions made about their statistical behavior are often a poor representation of the underlying physics. This book deals with improper and noncircular complex signals, which do not conform to classical assumptions, and it demonstrates how correct treatment of these signals can have significant payoffs. The book begins with detailed coverage of the fundamental theory and presents a variety of tools and algorithms for dealing with improper and noncircular signals. It provides a comprehensive account of the main applications, covering detection, estimation, and signal analysis of stationary, nonstationary, and cyclostationary processes. Providing a systematic development from the origin of complex signals to their probabilistic description makes the theory accessible to newcomers. This book is ideal for graduate students and researchers working with complex data in a range of research areas from communications to oceanography.
Publisher: Cambridge University Press
ISBN: 1139487620
Category : Technology & Engineering
Languages : en
Pages : 331
Book Description
Complex-valued random signals are embedded in the very fabric of science and engineering, yet the usual assumptions made about their statistical behavior are often a poor representation of the underlying physics. This book deals with improper and noncircular complex signals, which do not conform to classical assumptions, and it demonstrates how correct treatment of these signals can have significant payoffs. The book begins with detailed coverage of the fundamental theory and presents a variety of tools and algorithms for dealing with improper and noncircular signals. It provides a comprehensive account of the main applications, covering detection, estimation, and signal analysis of stationary, nonstationary, and cyclostationary processes. Providing a systematic development from the origin of complex signals to their probabilistic description makes the theory accessible to newcomers. This book is ideal for graduate students and researchers working with complex data in a range of research areas from communications to oceanography.
Complex-Valued Matrix Derivatives
Author: Are Hjørungnes
Publisher: Cambridge University Press
ISBN: 1139498045
Category : Technology & Engineering
Languages : en
Pages : 271
Book Description
In this complete introduction to the theory of finding derivatives of scalar-, vector- and matrix-valued functions with respect to complex matrix variables, Hjørungnes describes an essential set of mathematical tools for solving research problems where unknown parameters are contained in complex-valued matrices. The first book examining complex-valued matrix derivatives from an engineering perspective, it uses numerous practical examples from signal processing and communications to demonstrate how these tools can be used to analyze and optimize the performance of engineering systems. Covering un-patterned and certain patterned matrices, this self-contained and easy-to-follow reference deals with applications in a range of areas including wireless communications, control theory, adaptive filtering, resource management and digital signal processing. Over 80 end-of-chapter exercises are provided, with a complete solutions manual available online.
Publisher: Cambridge University Press
ISBN: 1139498045
Category : Technology & Engineering
Languages : en
Pages : 271
Book Description
In this complete introduction to the theory of finding derivatives of scalar-, vector- and matrix-valued functions with respect to complex matrix variables, Hjørungnes describes an essential set of mathematical tools for solving research problems where unknown parameters are contained in complex-valued matrices. The first book examining complex-valued matrix derivatives from an engineering perspective, it uses numerous practical examples from signal processing and communications to demonstrate how these tools can be used to analyze and optimize the performance of engineering systems. Covering un-patterned and certain patterned matrices, this self-contained and easy-to-follow reference deals with applications in a range of areas including wireless communications, control theory, adaptive filtering, resource management and digital signal processing. Over 80 end-of-chapter exercises are provided, with a complete solutions manual available online.
Blind Identification and Separation of Complex-valued Signals
Author: Eric Moreau
Publisher: John Wiley & Sons
ISBN: 1848214596
Category : Technology & Engineering
Languages : en
Pages : 112
Book Description
Blind identification consists of estimating a multi-dimensional system only through the use of its output, and source separation, the blind estimation of the inverse of the system. Estimation is generally carried out using different statistics of the output. The authors of this book consider the blind identification and source separation problem in the complex-domain, where the available statistical properties are richer and include non-circularity of the sources – underlying components. They define identifiability conditions and present state-of-the-art algorithms that are based on algebraic methods as well as iterative algorithms based on maximum likelihood theory. Contents 1. Mathematical Preliminaries. 2. Estimation by Joint Diagonalization. 3. Maximum Likelihood ICA. About the Authors Eric Moreau is Professor of Electrical Engineering at the University of Toulon, France. His research interests concern statistical signal processing, high order statistics and matrix/tensor decompositions with applications to data analysis, telecommunications and radar. Tülay Adali is Professor of Electrical Engineering and Director of the Machine Learning for Signal Processing Laboratory at the University of Maryland, Baltimore County, USA. Her research interests concern statistical and adaptive signal processing, with an emphasis on nonlinear and complex-valued signal processing, and applications in biomedical data analysis and communications. Blind identification consists of estimating a multidimensional system through the use of only its output. Source separation is concerned with the blind estimation of the inverse of the system. The estimation is generally performed by using different statistics of the outputs. The authors consider the blind estimation of a multiple input/multiple output (MIMO) system that mixes a number of underlying signals of interest called sources. They also consider the case of direct estimation of the inverse system for the purpose of source separation. They then describe the estimation theory associated with the identifiability conditions and dedicated algebraic algorithms. The algorithms depend critically on (statistical and/or time frequency) properties of complex sources that will be precisely described.
Publisher: John Wiley & Sons
ISBN: 1848214596
Category : Technology & Engineering
Languages : en
Pages : 112
Book Description
Blind identification consists of estimating a multi-dimensional system only through the use of its output, and source separation, the blind estimation of the inverse of the system. Estimation is generally carried out using different statistics of the output. The authors of this book consider the blind identification and source separation problem in the complex-domain, where the available statistical properties are richer and include non-circularity of the sources – underlying components. They define identifiability conditions and present state-of-the-art algorithms that are based on algebraic methods as well as iterative algorithms based on maximum likelihood theory. Contents 1. Mathematical Preliminaries. 2. Estimation by Joint Diagonalization. 3. Maximum Likelihood ICA. About the Authors Eric Moreau is Professor of Electrical Engineering at the University of Toulon, France. His research interests concern statistical signal processing, high order statistics and matrix/tensor decompositions with applications to data analysis, telecommunications and radar. Tülay Adali is Professor of Electrical Engineering and Director of the Machine Learning for Signal Processing Laboratory at the University of Maryland, Baltimore County, USA. Her research interests concern statistical and adaptive signal processing, with an emphasis on nonlinear and complex-valued signal processing, and applications in biomedical data analysis and communications. Blind identification consists of estimating a multidimensional system through the use of only its output. Source separation is concerned with the blind estimation of the inverse of the system. The estimation is generally performed by using different statistics of the outputs. The authors consider the blind estimation of a multiple input/multiple output (MIMO) system that mixes a number of underlying signals of interest called sources. They also consider the case of direct estimation of the inverse system for the purpose of source separation. They then describe the estimation theory associated with the identifiability conditions and dedicated algebraic algorithms. The algorithms depend critically on (statistical and/or time frequency) properties of complex sources that will be precisely described.
Statistical Signal Processing for Neuroscience and Neurotechnology
Author: Karim G. Oweiss
Publisher: Academic Press
ISBN: 0080962963
Category : Technology & Engineering
Languages : en
Pages : 441
Book Description
This is a uniquely comprehensive reference that summarizes the state of the art of signal processing theory and techniques for solving emerging problems in neuroscience, and which clearly presents new theory, algorithms, software and hardware tools that are specifically tailored to the nature of the neurobiological environment. It gives a broad overview of the basic principles, theories and methods in statistical signal processing for basic and applied neuroscience problems.Written by experts in the field, the book is an ideal reference for researchers working in the field of neural engineering, neural interface, computational neuroscience, neuroinformatics, neuropsychology and neural physiology. By giving a broad overview of the basic principles, theories and methods, it is also an ideal introduction to statistical signal processing in neuroscience. - A comprehensive overview of the specific problems in neuroscience that require application of existing and development of new theory, techniques, and technology by the signal processing community - Contains state-of-the-art signal processing, information theory, and machine learning algorithms and techniques for neuroscience research - Presents quantitative and information-driven science that has been, or can be, applied to basic and translational neuroscience problems
Publisher: Academic Press
ISBN: 0080962963
Category : Technology & Engineering
Languages : en
Pages : 441
Book Description
This is a uniquely comprehensive reference that summarizes the state of the art of signal processing theory and techniques for solving emerging problems in neuroscience, and which clearly presents new theory, algorithms, software and hardware tools that are specifically tailored to the nature of the neurobiological environment. It gives a broad overview of the basic principles, theories and methods in statistical signal processing for basic and applied neuroscience problems.Written by experts in the field, the book is an ideal reference for researchers working in the field of neural engineering, neural interface, computational neuroscience, neuroinformatics, neuropsychology and neural physiology. By giving a broad overview of the basic principles, theories and methods, it is also an ideal introduction to statistical signal processing in neuroscience. - A comprehensive overview of the specific problems in neuroscience that require application of existing and development of new theory, techniques, and technology by the signal processing community - Contains state-of-the-art signal processing, information theory, and machine learning algorithms and techniques for neuroscience research - Presents quantitative and information-driven science that has been, or can be, applied to basic and translational neuroscience problems
Complex Valued Nonlinear Adaptive Filters
Author: Danilo P. Mandic
Publisher: John Wiley & Sons
ISBN: 0470742631
Category : Science
Languages : en
Pages : 344
Book Description
This book was written in response to the growing demand for a text that provides a unified treatment of linear and nonlinear complex valued adaptive filters, and methods for the processing of general complex signals (circular and noncircular). It brings together adaptive filtering algorithms for feedforward (transversal) and feedback architectures and the recent developments in the statistics of complex variable, under the powerful frameworks of CR (Wirtinger) calculus and augmented complex statistics. This offers a number of theoretical performance gains, which is illustrated on both stochastic gradient algorithms, such as the augmented complex least mean square (ACLMS), and those based on Kalman filters. This work is supported by a number of simulations using synthetic and real world data, including the noncircular and intermittent radar and wind signals.
Publisher: John Wiley & Sons
ISBN: 0470742631
Category : Science
Languages : en
Pages : 344
Book Description
This book was written in response to the growing demand for a text that provides a unified treatment of linear and nonlinear complex valued adaptive filters, and methods for the processing of general complex signals (circular and noncircular). It brings together adaptive filtering algorithms for feedforward (transversal) and feedback architectures and the recent developments in the statistics of complex variable, under the powerful frameworks of CR (Wirtinger) calculus and augmented complex statistics. This offers a number of theoretical performance gains, which is illustrated on both stochastic gradient algorithms, such as the augmented complex least mean square (ACLMS), and those based on Kalman filters. This work is supported by a number of simulations using synthetic and real world data, including the noncircular and intermittent radar and wind signals.
Statistical Signal Processing in Engineering
Author: Umberto Spagnolini
Publisher: John Wiley & Sons
ISBN: 1119293979
Category : Technology & Engineering
Languages : en
Pages : 604
Book Description
A problem-solving approach to statistical signal processing for practicing engineers, technicians, and graduate students This book takes a pragmatic approach in solving a set of common problems engineers and technicians encounter when processing signals. In writing it, the author drew on his vast theoretical and practical experience in the field to provide a quick-solution manual for technicians and engineers, offering field-tested solutions to most problems engineers can encounter. At the same time, the book delineates the basic concepts and applied mathematics underlying each solution so that readers can go deeper into the theory to gain a better idea of the solution’s limitations and potential pitfalls, and thus tailor the best solution for the specific engineering application. Uniquely, Statistical Signal Processing in Engineering can also function as a textbook for engineering graduates and post-graduates. Dr. Spagnolini, who has had a quarter of a century of experience teaching graduate-level courses in digital and statistical signal processing methods, provides a detailed axiomatic presentation of the conceptual and mathematical foundations of statistical signal processing that will challenge students’ analytical skills and motivate them to develop new applications on their own, or better understand the motivation underlining the existing solutions. Throughout the book, some real-world examples demonstrate how powerful a tool statistical signal processing is in practice across a wide range of applications. Takes an interdisciplinary approach, integrating basic concepts and tools for statistical signal processing Informed by its author’s vast experience as both a practitioner and teacher Offers a hands-on approach to solving problems in statistical signal processing Covers a broad range of applications, including communication systems, machine learning, wavefield and array processing, remote sensing, image filtering and distributed computations Features numerous real-world examples from a wide range of applications showing the mathematical concepts involved in practice Includes MATLAB code of many of the experiments in the book Statistical Signal Processing in Engineering is an indispensable working resource for electrical engineers, especially those working in the information and communication technology (ICT) industry. It is also an ideal text for engineering students at large, applied mathematics post-graduates and advanced undergraduates in electrical engineering, applied statistics, and pure mathematics, studying statistical signal processing.
Publisher: John Wiley & Sons
ISBN: 1119293979
Category : Technology & Engineering
Languages : en
Pages : 604
Book Description
A problem-solving approach to statistical signal processing for practicing engineers, technicians, and graduate students This book takes a pragmatic approach in solving a set of common problems engineers and technicians encounter when processing signals. In writing it, the author drew on his vast theoretical and practical experience in the field to provide a quick-solution manual for technicians and engineers, offering field-tested solutions to most problems engineers can encounter. At the same time, the book delineates the basic concepts and applied mathematics underlying each solution so that readers can go deeper into the theory to gain a better idea of the solution’s limitations and potential pitfalls, and thus tailor the best solution for the specific engineering application. Uniquely, Statistical Signal Processing in Engineering can also function as a textbook for engineering graduates and post-graduates. Dr. Spagnolini, who has had a quarter of a century of experience teaching graduate-level courses in digital and statistical signal processing methods, provides a detailed axiomatic presentation of the conceptual and mathematical foundations of statistical signal processing that will challenge students’ analytical skills and motivate them to develop new applications on their own, or better understand the motivation underlining the existing solutions. Throughout the book, some real-world examples demonstrate how powerful a tool statistical signal processing is in practice across a wide range of applications. Takes an interdisciplinary approach, integrating basic concepts and tools for statistical signal processing Informed by its author’s vast experience as both a practitioner and teacher Offers a hands-on approach to solving problems in statistical signal processing Covers a broad range of applications, including communication systems, machine learning, wavefield and array processing, remote sensing, image filtering and distributed computations Features numerous real-world examples from a wide range of applications showing the mathematical concepts involved in practice Includes MATLAB code of many of the experiments in the book Statistical Signal Processing in Engineering is an indispensable working resource for electrical engineers, especially those working in the information and communication technology (ICT) industry. It is also an ideal text for engineering students at large, applied mathematics post-graduates and advanced undergraduates in electrical engineering, applied statistics, and pure mathematics, studying statistical signal processing.
An Introduction to Statistical Signal Processing
Author: Robert M. Gray
Publisher: Cambridge University Press
ISBN: 1139456288
Category : Technology & Engineering
Languages : en
Pages : 479
Book Description
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.
Publisher: Cambridge University Press
ISBN: 1139456288
Category : Technology & Engineering
Languages : en
Pages : 479
Book Description
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.
Singular Spectrum Analysis of Biomedical Signals
Author: Saeid Sanei
Publisher: CRC Press
ISBN: 1466589280
Category : Medical
Languages : en
Pages : 270
Book Description
Recent advancements in signal processing and computerised methods are expected to underpin the future progress of biomedical research and technology, particularly in measuring and assessing signals and images from the human body. This book focuses on singular spectrum analysis (SSA), an effective approach for single channel signal analysis, and its
Publisher: CRC Press
ISBN: 1466589280
Category : Medical
Languages : en
Pages : 270
Book Description
Recent advancements in signal processing and computerised methods are expected to underpin the future progress of biomedical research and technology, particularly in measuring and assessing signals and images from the human body. This book focuses on singular spectrum analysis (SSA), an effective approach for single channel signal analysis, and its
Underwater Acoustic Signal Processing
Author: Douglas A. Abraham
Publisher: Springer
ISBN: 3319929836
Category : Technology & Engineering
Languages : en
Pages : 860
Book Description
This book provides comprehensive coverage of the detection and processing of signals in underwater acoustics. Background material on active and passive sonar systems, underwater acoustics, and statistical signal processing makes the book a self-contained and valuable resource for graduate students, researchers, and active practitioners alike. Signal detection topics span a range of common signal types including signals of known form such as active sonar or communications signals; signals of unknown form, including passive sonar and narrowband signals; and transient signals such as marine mammal vocalizations. This text, along with its companion volume on beamforming, provides a thorough treatment of underwater acoustic signal processing that speaks to its author’s broad experience in the field.
Publisher: Springer
ISBN: 3319929836
Category : Technology & Engineering
Languages : en
Pages : 860
Book Description
This book provides comprehensive coverage of the detection and processing of signals in underwater acoustics. Background material on active and passive sonar systems, underwater acoustics, and statistical signal processing makes the book a self-contained and valuable resource for graduate students, researchers, and active practitioners alike. Signal detection topics span a range of common signal types including signals of known form such as active sonar or communications signals; signals of unknown form, including passive sonar and narrowband signals; and transient signals such as marine mammal vocalizations. This text, along with its companion volume on beamforming, provides a thorough treatment of underwater acoustic signal processing that speaks to its author’s broad experience in the field.
Research Papers in Statistical Inference for Time Series and Related Models
Author: Yan Liu
Publisher: Springer Nature
ISBN: 9819908035
Category : Mathematics
Languages : en
Pages : 591
Book Description
This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes. The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodologies based on the asymptotic theory are presented in a simple way for a wide variety of statistical models. This Festschrift finds its core audiences in statistics, signal processing, and econometrics.
Publisher: Springer Nature
ISBN: 9819908035
Category : Mathematics
Languages : en
Pages : 591
Book Description
This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes. The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodologies based on the asymptotic theory are presented in a simple way for a wide variety of statistical models. This Festschrift finds its core audiences in statistics, signal processing, and econometrics.