Discrete random signal processing and filtering primer with MATLAB:
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| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Boca Raton [u.a.]
CRC Press
2009
|
| Series: | The electrical engineering and applied signal processing series
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | XVI, 284 S. Ill., graph. Darst. |
| ISBN: | 9781420089332 |
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MARC
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| 245 | 1 | 0 | |a Discrete random signal processing and filtering primer with MATLAB |c Alexander D. Poularikas |
| 264 | 1 | |a Boca Raton [u.a.] |b CRC Press |c 2009 | |
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Record in the Search Index
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| adam_text | THE ELECTRICAL ENGINEERING AND APPLIED SIGNAL PROCESSING SERIES DISCRETE
RANDOM SIGNAL PROCESSING AND FILTERING PRIMER WITH MATLAB ALEXANDER D.
POULARIKAS CRC PRESS TAYLOR &. FRANCIS GROUP BOCA RATON LONDON NEW YORK
CRC PRESS IS AN IMPRINT OF THE TAYLOR & FRANCIS GROUP, AN INFORMA
BUSINESS CONTENTS PREFACE XI AUTHOR XIII ABBREVIATIONS XV CHAPTER 1
FOURIER ANALYSIS OF SIGNALS 1 1.1 INTRODUCTION 1 1.2 FOURIER TRANSFORM
(FT) 1 1.3 SAMPLING OF SIGNALS 3 1.4 DISCRETE-TIME FOURIER TRANSFORM
(DTFT) 7 1.5 DISCRETE FOURIER TRANSFORM (DFT) 9 1.5.1 PROPERTIES OF DFT
10 1.5.2 EFFECT OF SAMPLING TIME * 13 1.5.3 EFFECT OF TRUNCATION 16
1.5.4 WINDOWING 16 1.6 RESOLUTION 18 1.7 CONTINUOUS LINEAR SYSTEMS 19
1.7.1 PROPERTIES OF LINEAR TIME-INVARIANT (LTI) SYSTEMS 19 1.8 DISCRETE
SYSTEMS*LINEAR DIFFERENCE EQUATIONS 21 1.9 DETRENDING 24 PROBLEMS 26
SOLUTIONS, SUGGESTIONS, AND HINTS 26 APPENDIX 1.1 28 APPENDIX 1.2 29
CHAPTER 2 RANDOM VARIABLES, SEQUENCES, AND STOCHASTIC PROCESSES 31 2.1
RANDOM SIGNALS AND DISTRIBUTIONS 31 2.2 AVERAGES 35 2.3 STATIONARY
PROCESSES 40 2.4 WIENER-KHINCHIN RELATIONS 47 VII VIII CONTENTS 2.5
FILTERING RANDOM PROCESSES 50 2.6 PROBABILITY DENSITY FUNCTIONS 51 2.6.1
UNIFORM DISTRIBUTION 52 2.6.2 GAUSSIAN (NORMAL) DISTRIBUTION 53 2.6.3
EXPONENTIAL DISTRIBUTION 56 2.6.4 LOGNORMAL DISTRIBUTION 57 2.6.5
CHI-SQUARE DISTRIBUTION 58 2.6.6 STUDENT S T DISTRIBUTION 59 2.6.7 F
DISTRIBUTION 60 2.6.8 RAYLEIGH PROBABILITY DENSITY FUNCTION 60 2.7
ESTIMATORS 64 2.8 CONFIDENCE INTERVALS 66 PROBLEMS 69 SOLUTIONS,
SUGGESTIONS, AND HINTS 70 CHAPTER 3 NONPARAMETRIC (CLASSICAL) SPECTRA
ESTIMATION 77 3.1 PERIODOGRAM AND CORRELOGRAM SPECTRA ESTIMATORS 77
3.1.1 RANDOM SIGNALS 78 3.2 DANIELL PERIODOGRAM 88 3.3 BARTLETT
PERIODOGRAM 88 3.4 BLACKMAN-TUKEY (BT) METHOD 93 3.5 WELCH METHOD 98 3.6
PROPOSED MODIFIED METHODS FOR WELCH PERIODOGRAM 101 PROBLEMS 105
SOLUTIONS, SUGGESTIONS, AND HINTS 106 CHAPTER 4 PARAMETRIC AND OTHER
METHODS FOR SPECTRA ESTIMATION 109 4.1 AR, MA, AND ARMA MODELS 109 4.2
YULE-WALKER (YW) EQUATIONS ILL 4.3 LEAST-SQUARES (LS) METHOD AND LINEAR
PREDICTION 116 4.4 MINIMUM VARIANCE (MV) METHOD 120 4.5 MODEL ORDER 123
4.6 LEVINSON-DURBIN ALGORITHM 124 4.7 MAXIMUM ENTROPY METHOD 129 4.8
SPECTRUMS OF SEGMENTED SIGNALS 130 4.9 EIGENVALUES AND EIGENVECTORS OF
MATRICES 136 PROBLEMS 147 SOLUTIONS, SUGGESTIONS, AND HINTS 147 CHAPTER
5 OPTIMAL FILTERING*WIENER FILTERS 151 5.1 MEAN SQUARE ERROR (MSE) 151
5.2 FINITE IMPULSE RESPONSE (FIR) WIENER FILTER 151 5.3 WIENER
SOLUTION*ORTHOGONAL PRINCIPLE 155 CONTENTS IX 5.4 WIENER FILTERING
EXAMPLES 159 PROBLEMS 168 SOLUTIONS, SUGGESTIONS, AND HINTS 168 CHAPTER
6 ADAPTIVE FILTERING*LMS ALGORITHM 169 6.1 INTRODUCTION 169 6.2 LMS
ALGORITHM 170 6.3 EXAMPLES USING THE LMS ALGORITHM 174 6.4 PROPERTIES OF
THE LMS METHOD 179 CHAPTER 7 ADAPTIVE FILTERING WITH VARIATIONS OF LMS
ALGORITHM 181 7.1 SIGN ALGORITHMS 181 7.1.1 ERROR SIGN ALGORITHM 181
7.1.2 NORMALIZED LMS (NLMS) SIGN ALGORITHM 182 7.1.3 SIGNED-REGRESSOR
ALGORITHM 183 7.1.4 ERROR-NORMALIZED SIGNED-REGRESSOR ALGORITHM 184
7.1.5 SIGN-SIGN ALGORITHM 185 7.1.6 ERROR-DATA-NORMALIZED SIGN-SIGN
ALGORITHM 186 7.2 NLMS ALGORITHM 186 7.3 VARIABLE STEP-SIZE LMS (VSLMS)
ALGORITHM 189 7.4 LEAKY LMS ALGORITHM 189 7.5 LINEARLY CONSTRAINED LMS
ALGORITHM 191 7.6 SELF-CORRECTING ADAPTIVE FILTERING (SCAF) 195 7.7
TRANSFORM DOMAIN ADAPTIVE LMS FILTERING 199 7.8 CONVERGENCE IN TRANSFORM
DOMAIN OF THE ADAPTIVE LMS FILTERING 203 7.9 ERROR-NLMS ALGORITHM 205
CHAPTER 8 NONLINEAR FILTERING 209 8.1 INTRODUCTION 209 8.2 STATISTICAL
PRELIMINARIES 209 8.2.1 SIGNAL AND NOISE MODEL*ROBUSTNESS 209 8.2.2
POINT ESTIMATION 210 8.2.3 ESTIMATOR PERFORMANCE 211 8.2.4 BIASED AND
UNBIASED ESTIMATOR 212 8.2.5 CRAMER-RAO LOWER BOUND (CRLB) 213 8.2.6
MEAN SQUARE ERROR CRITERION 214 8.2.7 MAXIMUM LIKELIHOOD ESTIMATORS 215
8.3 MEAN FILTER 221 8.4 MEDIAN FILTER 225 8.5 TRIMMED-TYPE MEAN FILTER
227 8.5.1 (R-S)-FOLD TRIMMED MEAN FILTERS 227 8.5.2 (R,S)-FOLD
WINSORIZED MEAN FILTER 230 X CONTENTS 8.5.3 ALPHA-TRIMMED MEAN FILTER
AND ALPHA-WINSORIZED MEAN FILTER 231 8.5.3.1 ALPHA-TRIMMED WINSORIZED
MEAN FILTER 232 8.6 L-FILTERS 232 8.7 RANKED-ORDER STATISTIC FILTER 234
8.8 EDGE-ENHANCEMENT FILTERS 235 8.9 R-FILTERS 238 PROBLEMS, SOLUTIONS,
SUGGESTIONS, AND HINTS 240 BIBLIOGRAPHY 247 APPENDIX A SUGGESTIONS AND
EXPLANATIONS FOR MATLAB USE 249 A.L GENERAL PURPOSE COMMANDS 257 A.2
OPERATORS AND SPECIAL CHARACTERS 257 A.3 ELEMENTARY MATRICES AND MATRIX
MANIPULATION 259 A.4 ELEMENTARY MATHEMATICS FUNCTION 260 A.5 NUMERICAL
LINEAR ALGEBRA 261 A.6 DATA ANALYSIS 261 A.7 TWO- AND THREE-DIMENSIONAL
PLOTTING 262 APPENDIX * MATRIX ANALYSIS 265 B.L DEFINITIONS 265 B.2
SPECIAL MATRICES 267 B.3 MATRIX OPERATION AND FORMULAS 269 B.4
EIGENDECOMPOSITION OF MATRICES 272 B.5 MATRIX EXPECTATIONS 274 B.6
DIFFERENTIATION OF A SCALAR FUNCTION WITH RESPECT TO A VECTOR 275
APPENDIX * LAGRANGE MULTIPLIER METHOD 277 INDEX 279
|
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| id | DE-604.BV035310310 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:30:59Z |
| institution | BVB |
| isbn | 9781420089332 |
| language | English |
| lccn | 2008029481 |
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| physical | XVI, 284 S. Ill., graph. Darst. |
| publishDate | 2009 |
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| publisher | CRC Press |
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| series2 | The electrical engineering and applied signal processing series |
| spelling | Poularikas, Alexander D. 1933- Verfasser (DE-588)120712849 aut Discrete random signal processing and filtering primer with MATLAB Alexander D. Poularikas Boca Raton [u.a.] CRC Press 2009 XVI, 284 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier The electrical engineering and applied signal processing series Includes bibliographical references and index MATLAB Electric filters Signal processing Filterschaltung (DE-588)4113559-3 gnd rswk-swf MATLAB (DE-588)4329066-8 gnd rswk-swf Signalverarbeitung (DE-588)4054947-1 gnd rswk-swf Signalverarbeitung (DE-588)4054947-1 s Filterschaltung (DE-588)4113559-3 s MATLAB (DE-588)4329066-8 s DE-604 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017115062&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Poularikas, Alexander D. 1933- Discrete random signal processing and filtering primer with MATLAB MATLAB Electric filters Signal processing Filterschaltung (DE-588)4113559-3 gnd MATLAB (DE-588)4329066-8 gnd Signalverarbeitung (DE-588)4054947-1 gnd |
| subject_GND | (DE-588)4113559-3 (DE-588)4329066-8 (DE-588)4054947-1 |
| title | Discrete random signal processing and filtering primer with MATLAB |
| title_auth | Discrete random signal processing and filtering primer with MATLAB |
| title_exact_search | Discrete random signal processing and filtering primer with MATLAB |
| title_full | Discrete random signal processing and filtering primer with MATLAB Alexander D. Poularikas |
| title_fullStr | Discrete random signal processing and filtering primer with MATLAB Alexander D. Poularikas |
| title_full_unstemmed | Discrete random signal processing and filtering primer with MATLAB Alexander D. Poularikas |
| title_short | Discrete random signal processing and filtering primer with MATLAB |
| title_sort | discrete random signal processing and filtering primer with matlab |
| topic | MATLAB Electric filters Signal processing Filterschaltung (DE-588)4113559-3 gnd MATLAB (DE-588)4329066-8 gnd Signalverarbeitung (DE-588)4054947-1 gnd |
| topic_facet | MATLAB Electric filters Signal processing Filterschaltung Signalverarbeitung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017115062&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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