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Statistical Signal Processing

Modelling and Estimation

  • Textbook
  • © 2002

Overview

Authors:
  1. Thierry Chonavel

    1. ENST de Bretagne, Technopôle de Brest Iroise, Brest Cedex, France

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  • Formal mathematical treatment of an advanced area of signal processing including many specially-written end-of-chapter excercises
  • Teaches a wide variety of techniques necessary for modern applications of signal processing and demonstrates how the techniques can be applied to a wide variety of situations by the student himself without recourse to an exhaustive list of when to use which technique
  • The only book on this subject at this level for students specialising in this area

Part of the book series: Advanced Textbooks in Control and Signal Processing (C&SP)

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Table of contents (16 chapters)

  1. Front Matter

    Pages i-xx
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  2. Introduction

    • Thierry Chonavel
    Pages 1-8

  3. Random Processes

    • Thierry Chonavel
    Pages 9-21

  4. Power Spectrum of WSS Processes

    • Thierry Chonavel
    Pages 23-29

  5. Spectral Representation of WSS Processes

    • Thierry Chonavel
    Pages 31-39

  6. Filtering of WSS Processes

    • Thierry Chonavel
    Pages 41-49

  7. Important Particular Processes

    • Thierry Chonavel
    Pages 51-68

  8. Non-linear Transforms of Processes

    • Thierry Chonavel
    Pages 69-78

  9. Linear Prediction of WSS Processes

    • Thierry Chonavel
    Pages 79-94

  10. Particular Filtering Techniques

    • Thierry Chonavel
    Pages 95-110

  11. Rational Spectral Densities

    • Thierry Chonavel
    Pages 111-117

  12. Spectral Identification of WSS Processes

    • Thierry Chonavel
    Pages 119-138

  13. Non-parametric Spectral Estimation

    • Thierry Chonavel
    Pages 139-158

  14. Parametric Spectral Estimation

    • Thierry Chonavel
    Pages 159-184

  15. Higher Order Statistics

    • Thierry Chonavel
    Pages 185-201

  16. Bayesian Methods and Simulation Techniques

    • Thierry Chonavel
    Pages 203-230

  17. Adaptive Estimation

    • Thierry Chonavel
    Pages 231-248

  18. Back Matter

    Pages 249-331
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Keywords

About this book

Modern information systems must handle huge amounts of data having varied natural or technological origins. Automated processing of these increasing signal loads requires the training of specialists capable of formalising the problems encountered. This book supplies a formalised, concise presentation of the basis of statistical signal processing. Equal emphasis is placed on approaches related to signal modelling and to signal estimation. In order to supply the reader with the desirable theoretical fundamentals and to allow him to make progress in the discipline, the results presented here are carefully justified. The representation of random signals in the Fourier domain and their filtering are considered. These tools enable linear prediction theory and related classical filtering techniques to be addressed in a simple way. The spectrum identification problem is presented as a first step toward spectrum estimation, which is studied in non-parametric and parametric frameworks. The later chapters introduce synthetically further advanced techniques that will enable the reader to solve signal processing problems of a general nature. Rather than supplying an exhaustive description of existing techniques, this book is designed for students, scientists and research engineers interested in statistical signal processing and who need to acquire the necessary grounding to address the specific problems with which they may be faced. It also supplies a well-organized introduction to the literature.

Reviews

From the reviews:

"This book is a formal introduction to signal image processing, and a rather complete one too. … a good reference book to have if you are a research student, a practitioner interested in fundamentals of signal processing and their implementation, a teacher of signal processing. It comes with code, a clear formal style, a number of concisely stated facts and results." (Emmanuel Trucco, IEE Proceedings Vision, Image and Signal Processing, September, 2003)

"This book presents an introduction to statistical signal processing. It mainly deals with the modelling and spectral estimation of wide sense stationary processes, and their filtering. … This book is intended for graduate students, especially for students both in telecommunications and applied statistics. It can also serve as an excellent reference book for engineers, researchers and professors interested in statistical signal processing. I have found that the book is very helpful." (Yuehua Wu, Zentralblatt MATH, Vol. 1003 (3), 2003)

Authors and Affiliations

  • ENST de Bretagne, Technopôle de Brest Iroise, Brest Cedex, France

    Thierry Chonavel

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