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Modeling, estimation and optimal filtering in signal processing /

The purpose of this book is to provide graduate students and practitioners with traditional methods and more recent results for model-based approaches in signal processing.Firstly, discrete-time linear models such as AR, MA and ARMA models, their properties and their limitations are introduced. In a...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Najim, Mohamed
Formato: Electrónico eBook
Idioma:Inglés
Francés
Publicado: London ; ISTE ; Hoboken, NJ : J. Wiley & Sons, 2008.
Colección:Digital signal and image processing series.
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Parametric models
  • Least squares estimation of parameters of linear models
  • Matched and Wiener filters
  • Adaptive filtering
  • Kalman filtering
  • Application of the Kalman filter to signal enhancement
  • Estimation using the instrumental variable technique
  • H [infinity symbol] estimation : an alternative to Kalman filtering?
  • Introduction to particle filtering
  • Karhunen Loeve transform
  • Subspace decomposition for spectral analysis
  • Subspace decomposition applied to speech enhancement
  • From AR parameters to line spectrum pair
  • Influence of an additive white noise on the estimation of AR parameters
  • The Schur-Cohn algorithm
  • The gradient method
  • An alternative way of understanding Kalman filtering
  • Calculation of the Kalman gain using the Mehra approach
  • Calculation of the Kalman gain (the Carew and Belanger method)
  • The unscented Kalman filter (UKF).