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Fundamentals of Statistical Signal Processing, Volume 3

Paperback Engels 2018 9780134878409
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

In Fundamentals of Statistical Signal Processing, Volume III: Practical Algorithm Development, author Steven M. Kay shows how to convert theories of statistical signal processing estimation and detection into software algorithms that can be implemented on digital computers. This final volume of Kay’s three-volume guide builds on the comprehensive theoretical coverage in the first two volumes. Here, Kay helps readers develop strong intuition and expertise in designing well-performing algorithms that solve real-world problems.

 

Kay begins by reviewing methodologies for developing signal processing algorithms, including mathematical modeling, computer simulation, and performance evaluation. He links concepts to practice by presenting useful analytical results and implementations for design, evaluation, and testing. Next, he highlights specific algorithms that have “stood the test of time,” offers realistic examples from several key application areas, and introduces useful extensions. Finally, he guides readers through translating mathematical algorithms into MATLAB® code and verifying solutions.

Specificaties

ISBN13:9780134878409
Taal:Engels
Bindwijze:Paperback

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Preface&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; xiii <p style="margin:0px;">About the Author&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; xvii</p> <p style="margin:0px;"></p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;"></p> <p style="margin:0px;">Part I: Methodology and General Approaches&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1</p><p style="margin:0px;"><br></p> <p style="margin:0px;">Chapter 1: Introduction&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3</p> <p style="margin:0px;"></p> <p style="margin:0px;">1.1 Motivation and Purpose&nbsp;&nbsp;&nbsp; 3</p> <p style="margin:0px;">1.2 Core Algorithms&nbsp;&nbsp; 4</p> <p style="margin:0px;">1.3 Easy, Hard, and Impossible Problems&nbsp;&nbsp;&nbsp; 5</p> <p style="margin:0px;">1.4 Increasing Your Odds for Success—Enhance Your Intuition&nbsp;&nbsp;&nbsp; 11</p> <p style="margin:0px;">1.5 Application Areas&nbsp;&nbsp;&nbsp; 13</p> <p style="margin:0px;">1.6 Notes to the Reader&nbsp;&nbsp;&nbsp; 14</p> <p style="margin:0px;">1.7 Lessons Learned&nbsp;&nbsp;&nbsp; 15</p> <p style="margin:0px;">References&nbsp;&nbsp; 16</p> <p style="margin:0px;">1A Solutions to Exercises&nbsp;&nbsp;&nbsp; 19</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;">Chapter 2: Methodology for Algorithm Design&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23</p> <p style="margin:0px;">2.1 Introduction &nbsp;&nbsp;&nbsp;23</p> <p style="margin:0px;">2.2 General Approach&nbsp;&nbsp;&nbsp; 23</p> <p style="margin:0px;">2.3 Example of Signal Processing Algorithm Design&nbsp;&nbsp;&nbsp; 31</p> <p style="margin:0px;">2.4 Lessons Learned&nbsp;&nbsp;&nbsp; 47</p> <p style="margin:0px;">References&nbsp;&nbsp;&nbsp; 48</p> <p style="margin:0px;">2A Derivation of Doppler Effect&nbsp;&nbsp;&nbsp; 49</p> <p style="margin:0px;">2B Solutions to Exercises&nbsp;&nbsp;&nbsp; 53</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;">Chapter 3: Mathematical Modeling of Signals&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55</p> <p style="margin:0px;">3.1 Introduction&nbsp;&nbsp;&nbsp; 55</p> <p style="margin:0px;">3.2 The Hierarchy of Signal Models&nbsp;&nbsp;&nbsp; 57</p> <p style="margin:0px;">3.3 Linear vs. Nonlinear Deterministic Signal Models&nbsp;&nbsp;&nbsp; 61</p> <p style="margin:0px;">3.4 Deterministic Signals with Known Parameters (Type 1)&nbsp;&nbsp; 62</p> <p style="margin:0px;">3.5 Deterministic Signals with Unknown Parameters (Type 2)&nbsp;&nbsp;&nbsp; 68</p> <p style="margin:0px;">3.6 Random Signals with Known PDF (Type 3)&nbsp;&nbsp;&nbsp; 77</p> <p style="margin:0px;">3.7 Random Signals with PDF Having Unknown Parameters&nbsp;&nbsp;&nbsp; 83</p> <p style="margin:0px;">3.8 Lessons Learned&nbsp;&nbsp;&nbsp; 83</p> <p style="margin:0px;">References&nbsp;&nbsp;&nbsp; 83</p> <p style="margin:0px;">3A Solutions to Exercises&nbsp;&nbsp;&nbsp; 85</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;">Chapter 4: Mathematical Modeling of Noise&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89</p> <p style="margin:0px;">4.1 Introduction&nbsp;&nbsp;&nbsp; 89</p> <p style="margin:0px;">4.2 General Noise Models&nbsp;&nbsp;&nbsp; 90</p> <p style="margin:0px;">4.3 White Gaussian Noise&nbsp;&nbsp;&nbsp; 93</p> <p style="margin:0px;">4.4 Colored Gaussian Noise&nbsp;&nbsp;&nbsp; 94</p> <p style="margin:0px;">4.5 General Gaussian Noise&nbsp;&nbsp;&nbsp; 102</p> <p style="margin:0px;">4.6 IID NonGaussian Noise &nbsp;&nbsp;&nbsp;108</p> <p style="margin:0px;">4.7 Randomly Phased Sinusoids &nbsp;&nbsp;&nbsp;113</p> <p style="margin:0px;">4.8 Lessons Learned &nbsp;&nbsp;&nbsp;114</p> <p style="margin:0px;">References &nbsp;&nbsp;&nbsp;115</p> <p style="margin:0px;">4A Random Process Concepts and Formulas &nbsp;&nbsp;&nbsp;117</p> <p style="margin:0px;">4B Gaussian Random Processes &nbsp;&nbsp;&nbsp;119</p> <p style="margin:0px;">4C Geometrical Interpretation of AR &nbsp;&nbsp;&nbsp;121</p> <p style="margin:0px;">4D Solutions to Exercises &nbsp;&nbsp;&nbsp;123</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;">Chapter 5: Signal Model Selection&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;129</p> <p style="margin:0px;">5.1 Introduction &nbsp;&nbsp;&nbsp;129</p> <p style="margin:0px;">5.2 Signal Modeling &nbsp;&nbsp;&nbsp;130</p> <p style="margin:0px;">5.3 An Example &nbsp;&nbsp;&nbsp;131</p> <p style="margin:0px;">5.4 Estimation of Parameters &nbsp;&nbsp;&nbsp;136</p> <p style="margin:0px;">5.5 Model Order Selection &nbsp;&nbsp;&nbsp;138</p> <p style="margin:0px;">5.6 Lessons Learned &nbsp;&nbsp;&nbsp;142</p> <p style="margin:0px;">References &nbsp;&nbsp;&nbsp;143</p> <p style="margin:0px;">5A Solutions to Exercises &nbsp;&nbsp;&nbsp;145</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;">Chapter 6: Noise Model Selection &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149</p> <p style="margin:0px;">6.1 Introduction &nbsp;&nbsp;&nbsp;149</p> <p style="margin:0px;">6.2 Noise Modeling &nbsp;&nbsp;&nbsp;150</p> <p style="margin:0px;">6.3 An Example &nbsp;&nbsp;&nbsp;152</p> <p style="margin:0px;">6.4 Estimation of Noise Characteristics &nbsp;&nbsp;&nbsp;&nbsp;161</p> <p style="margin:0px;">6.5 Model Order Selection &nbsp;&nbsp;&nbsp;176</p> <p style="margin:0px;">6.6 Lessons Learned &nbsp;&nbsp;&nbsp;177</p> <p style="margin:0px;">References &nbsp;&nbsp;&nbsp;178</p> <p style="margin:0px;">6A Confidence Intervals &nbsp;&nbsp;&nbsp;179</p> <p style="margin:0px;">6B Solutions to Exercises &nbsp;&nbsp;&nbsp;183</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;">Chapter 7: Performance Evaluation, Testing, and Documentation &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189</p> <p style="margin:0px;">7.1 Introduction &nbsp;&nbsp;&nbsp;189</p> <p style="margin:0px;">7.2 Why Use a Computer Simulation Evaluation? &nbsp;&nbsp;&nbsp;189</p> <p style="margin:0px;">7.3 Statistically Meaningful Performance Metrics &nbsp;&nbsp;&nbsp;190</p> <p style="margin:0px;">7.4 Performance Bounds &nbsp;&nbsp;&nbsp;202</p> <p style="margin:0px;">7.5 Exact versus Asymptotic Performance &nbsp;&nbsp;&nbsp;204</p> <p style="margin:0px;">7.6 Sensitivity &nbsp;&nbsp;&nbsp;206</p> <p style="margin:0px;">7.7 Valid Performance Comparisons &nbsp;&nbsp;&nbsp;207</p> <p style="margin:0px;">7.8 Performance/Complexity Tradeoffs &nbsp;&nbsp;&nbsp;209</p> <p style="margin:0px;">7.9 Algorithm Software Development &nbsp;&nbsp;&nbsp;210</p> <p style="margin:0px;">7.10 Algorithm Documentation &nbsp;&nbsp;&nbsp;214</p> <p style="margin:0px;">7.11 Lessons Learned &nbsp;&nbsp;&nbsp;215</p> <p style="margin:0px;">References &nbsp;&nbsp;&nbsp;216</p> <p style="margin:0px;">7A A Checklist of Information to Be Included in Algorithm Description Document &nbsp;&nbsp;217</p> <p style="margin:0px;">7B Example of Algorithm Description Document &nbsp;&nbsp;&nbsp;219</p> <p style="margin:0px;">7C Solutions to Exercises &nbsp;&nbsp;&nbsp;231</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;">Chapter 8: Optimal Approaches Using &nbsp;the Big Theorems &nbsp;&nbsp;&nbsp;235</p> <p style="margin:0px;">8.1 Introduction &nbsp;&nbsp;&nbsp;235</p> <p style="margin:0px;">8.2 The Big Theorems &nbsp;&nbsp;&nbsp;237</p> <p style="margin:0px;">8.3 Optimal Algorithms for the Linear Model &nbsp;&nbsp;&nbsp;251</p> <p style="margin:0px;">8.4 Using the Theorems to Derive a New Result &nbsp;&nbsp;&nbsp;255</p> <p style="margin:0px;">8.5 Practically Optimal Approaches &nbsp;&nbsp;&nbsp;257</p> <p style="margin:0px;">8.6 Lessons Learned &nbsp;&nbsp;&nbsp;261</p> <p style="margin:0px;">References &nbsp;&nbsp;&nbsp;262</p> <p style="margin:0px;">8A Some Insights into Parameter Estimation &nbsp;&nbsp;&nbsp;263</p> <p style="margin:0px;">8B Solutions to Exercises &nbsp;&nbsp;&nbsp;267</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;"></p> <p style="margin:0px;">Part II: Specific Algorithms&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;271</p><p style="margin:0px;"><br></p> <p style="margin:0px;">Chapter 9: Algorithms for Estimation&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;273</p> <p style="margin:0px;"></p> <p style="margin:0px;">9.1 Introduction &nbsp;&nbsp;&nbsp;273</p> <p style="margin:0px;">9.2 Extracting Signal Information &nbsp;&nbsp;&nbsp;274</p> <p style="margin:0px;">9.3 Enhancing Signals Corrupted by Noise/Interference &nbsp;&nbsp;&nbsp;299</p> <p style="margin:0px;">References &nbsp;&nbsp;&nbsp;308</p> <p style="margin:0px;">9A Solutions to Exercises &nbsp;&nbsp;&nbsp;311</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;">Chapter 10: Algorithms for Detection&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;313</p> <p style="margin:0px;">10.1 Introduction &nbsp;&nbsp;&nbsp;313</p> <p style="margin:0px;">10.2 Signal with Known Form (Known Signal) &nbsp;&nbsp;&nbsp;315</p> <p style="margin:0px;">10.3 Signal with Unknown Form (Random Signals) &nbsp;&nbsp;&nbsp;322</p> <p style="margin:0px;">10.4 Signal with Unknown Parameters &nbsp;&nbsp;&nbsp;326</p> <p style="margin:0px;">References &nbsp;&nbsp;&nbsp;334</p> <p style="margin:0px;">10A Solutions to Exercises &nbsp;&nbsp;&nbsp;337</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;">Chapter 11: Spectral Estimation &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339</p> <p style="margin:0px;">11.1 Introduction &nbsp;&nbsp;&nbsp;339</p> <p style="margin:0px;">11.2 Nonparametric (Fourier) Methods &nbsp;&nbsp;&nbsp;340</p> <p style="margin:0px;">11.3 Parametric (Model-Based) Spectral Analysis &nbsp;&nbsp;&nbsp;348</p> <p style="margin:0px;">11.4 Time-Varying Power Spectral Densities &nbsp;&nbsp;&nbsp;356</p> <p style="margin:0px;">References &nbsp;&nbsp;&nbsp;357</p> <p style="margin:0px;">11A Fourier Spectral Analysis and Filtering &nbsp;&nbsp;&nbsp;359</p> <p style="margin:0px;">11B The Issue of Zero Padding and Resolution &nbsp;&nbsp;&nbsp;361</p> <p style="margin:0px;">11C Solutions to Exercises &nbsp;&nbsp;&nbsp;363</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;"></p> <p style="margin:0px;">Part III: Real-World Extensions &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365</p><p style="margin:0px;"><br></p> <p style="margin:0px;">Chapter 12: Complex Data Extensions &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367</p> <p style="margin:0px;"></p> <p style="margin:0px;">12.1 Introduction &nbsp;&nbsp;&nbsp;367</p> <p style="margin:0px;">12.2 Complex Signals &nbsp;&nbsp;&nbsp;371</p> <p style="margin:0px;">12.3 Complex Noise &nbsp;&nbsp;&nbsp;372</p> <p style="margin:0px;">12.4 Complex Least Squares and the Linear Model &nbsp;&nbsp;&nbsp;378</p> <p style="margin:0px;">12.5 Algorithm Extensions for Complex Data &nbsp;&nbsp;&nbsp;379</p> <p style="margin:0px;">12.6 Other Extensions &nbsp;&nbsp;&nbsp;395</p> <p style="margin:0px;">12.7 Lessons Learned &nbsp;&nbsp;&nbsp;396</p> <p style="margin:0px;">References &nbsp;&nbsp;&nbsp;396</p> <p style="margin:0px;">12A Solutions to Exercises &nbsp;&nbsp;&nbsp;399</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;"></p> <p style="margin:0px;">Part IV: Real-World Applications &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403</p><p style="margin:0px;"><br></p> <p style="margin:0px;">Chapter 13: Case Studies - Estimation Problem &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405</p> <p style="margin:0px;"></p> <p style="margin:0px;">13.1 Introduction &nbsp;&nbsp;&nbsp;405</p> <p style="margin:0px;">13.2 Estimation Problem - Radar Doppler Center Frequency &nbsp;&nbsp;&nbsp;406</p> <p style="margin:0px;">13.3 Lessons Learned &nbsp;&nbsp;&nbsp;416</p> <p style="margin:0px;">References &nbsp;&nbsp;&nbsp;417</p> <p style="margin:0px;">13A 3 dB Bandwidth of AR PSD &nbsp;&nbsp;&nbsp;419</p> <p style="margin:0px;">13B Solutions to Exercises &nbsp;&nbsp;&nbsp;421</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;">Chapter 14: Case Studies - Detection Problem &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423</p> <p style="margin:0px;">14.1 Introduction &nbsp;&nbsp;&nbsp;423</p> <p style="margin:0px;">14.2 Detection Problem—Magnetic Signal Detection &nbsp;&nbsp;&nbsp;423</p> <p style="margin:0px;">14.3 Lessons Learned &nbsp;&nbsp;&nbsp;439</p> <p style="margin:0px;">References &nbsp;&nbsp;&nbsp;439</p> <p style="margin:0px;">14A Solutions to Exercises &nbsp;&nbsp;&nbsp;441</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;">Chapter 15: Case Studies - Spectral Estimation Problem&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443</p> <p style="margin:0px;">15.1 Introduction &nbsp;&nbsp;&nbsp;443</p> <p style="margin:0px;">15.2 Extracting the Muscle Noise &nbsp;&nbsp;&nbsp;446</p> <p style="margin:0px;">15.3 Spectral Analysis of Muscle Noise &nbsp;&nbsp;&nbsp;449</p> <p style="margin:0px;">15.4 Enhancing the ECG Waveform &nbsp;&nbsp;&nbsp;451</p> <p style="margin:0px;">15.5 Lessons Learned &nbsp;&nbsp;&nbsp;453</p> <p style="margin:0px;">References &nbsp;&nbsp;&nbsp;453</p> <p style="margin:0px;">15A Solutions to Exercises &nbsp;&nbsp;&nbsp;455</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;">Appendix A: Glossary of Symbols and Abbreviations &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457</p> <p style="margin:0px;">A.1 Symbols &nbsp;&nbsp;&nbsp;457</p> <p style="margin:0px;">A.2 Abbreviations &nbsp;&nbsp;&nbsp;459</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;">Appendix B: Brief Introduction to MATLAB&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;461</p> <p style="margin:0px;">B.1 Overview of MATLAB &nbsp;&nbsp;461</p> <p style="margin:0px;">B.2 Plotting in MATLAB &nbsp;&nbsp;&nbsp;464</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;">Appendix C: Description of CD Contents &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467</p> <p style="margin:0px;">[Contents of the CD are available for download for readers of the paperback edition.]<br></p> <p style="margin:0px;">C.1 CD Folders &nbsp;&nbsp;&nbsp;467</p> <p style="margin:0px;">C.2 Utility Files Description &nbsp;&nbsp;&nbsp;467</p> <p style="margin:0px;">&nbsp;</p> <p style="margin:0px;">Index &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471</p>

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        Fundamentals of Statistical Signal Processing, Volume 3