Publisher description for Statistical signal processing : modelling and estimation / T. Chonavel ; translated by Janet Ormrod.
Bibliographic record and links to related information available from the Library of Congress catalog
Information from electronic data provided by the publisher. May be incomplete or contain other coding.
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
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
The later chapters introduce synthetically further advanced techniques
that will enable the reader to solve signal processing problems of a
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
The CD-ROM contains MATLAB programs in HTML format and is intended to
provide simulation examples (program listings + simulation results) In
addition, it also presents some basics of probability.
Library of Congress subject headings for this publication:
Signal processing -- Mathematics.