Stochastic Signal Processing
Authors: Böhme, Johann F., Chung, Pei-Jung
- solid background in stochastic signal processing
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- ISBN 978-3-8348-2137-9
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- About this Textbook
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.
- About the 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 Communications Society, Multimedia Communications Technical Committee as Vice Chair of Interest Group on Acoustic and Speech Processing for Communications.
Johann F. Böhme has been Professor of signal theory in the Department of Electrical Engineering and Information Sciences, Ruhr-Universität Bochum, Germany, since 1980. His research interests are in the areas of statistical signal processing and its applications. He is IEEE Life Fellow and recipient of the 2003 IEEE Signal Processing Society Technical Achievement Award.
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- Bibliographic Information
- Book Title
- Stochastic Signal Processing
- Johann F. Böhme
- Pei-Jung Chung
- Springer Vieweg
- Copyright Holder
- Springer Fachmedien Wiesbaden
- eBook ISBN
- Edition Number
- Number of Illustrations and Tables
- 40 b/w illustrations