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Springer Vieweg - Elektrotechnik - Informations-, Kommunikationstechnik | Stochastic Signal Processing

Stochastic Signal Processing

Böhme, Johann Frederic, Chung, Pei-Jung

2015, Approx. 325 p. 40 illus.

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  • solid background in stochastic signal processing
This book intends to provide graduate students in electrical and information science a solid background in stochastic signal processing. Chapter one introduces random signals through measurement noise. Chapter two develops fundamental concepts in probability theory and statistical methods. Chapter three is devoted to stochastic processes, stochastic system theory, and statistical signal processing. The examples are carefully selected. Some of them are aimed at motivating students interested in advanced topics such as signal detection, estimation, spectral analysis and system identification. Problems with solutions and MATLAB exercises are included to encourage self study by researchers or engineers in related areas.
The most important concepts in statistics are presented so that linear systems and nonlinear ones as rectifiers with random input and output signals have proper mathematical description and allow statistical inference. Such systems are fundamental to many engineering areas, for example, electronics, measurements, communications and control.

Content
Introduction to statistics: probability theory – statistical inferences - Models for measured signals: stochastic signals - stochastic processes – system theory with stochastic signals – system identification and spectrum analysis

Target Groups
Graduate students and senior undergraduate students in electrical engineering, information science, applied science
Researchers in signal processing, communications, control and information science
Engineers working in signal processing, communications, control and information science

Authors
Pei-Jung Chung received Dr.-Ing. in 2002 from Ruhr-Universität Bochum, Germany with distinction. In 2006 she joined the Institute for Digital Communications, School of Engineering, the University of Edinburgh, UK as Lecturer. Currently, she is Associate Member of IEEE Signal Processing Society Sensor Array Multichannel Technical Committee and serves for IEEE Commu

Content Level » Graduate

Keywords » estimation and detection - modelling, system identification - probability - random variables - statistical signal processing - stochastic processes - stochastic signals - time series analysis

Related subjects » Informations-, Kommunikationstechnik - Technische Informatik

Table of contents 

Introduction to statistics: probability theory .– statistical inferences .–  Models for measured signals: stochastic signals .–  stochastic processes .– system theory with stochastic signals .– system identification and spectrum analysis.

Distribution rights 

Distribution rights for India: Surya Infotainment Products Pvt. Ltd, Bangalore, India

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