Digital Signal and Image Processing using MATLAB, Volume 3: Advances and Applica

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Volume 3 of the second edition of the fully revised and updated Digital Signal and Image Processing using MATLAB, after first two volumes on the "Fundamentals" and "Advances and Applications: The Deterministic Case", focuses on the stochastic case. It will be of particular benefit to readers who already possess a good knowledge of MATLAB, a command of the fundamental elements of digital signal processing and who are familiar with both the fundamentals of continuous-spectrum spectral analysis and who have a certain mathematical knowledge concerning Hilbert spaces. This volume is focused on applications, but it also provides a good presentation of the principles. A number of elements closer in nature to statistics than to signal processing itself are widely discussed. This choice comes from a current tendency of signal processing to use techniques from this field. More than 200 programs and functions are provided in the MATLAB language, with useful comments and guidance, to enable numerical experiments to be carried out, thus allowing readers to develop a deeper understanding of both the theoretical and practical aspects of this subject.

FORMATHardcover LANGUAGEEnglish CONDITIONBrand New Author Biography

Gérard Blanchet is Professor at Telecom ParisTech, France. In addition to his research, teaching and consulting activities, he is the author of several books on automatic control systems, digital signal processing and computer architecture. He also develops tools and methodologies to improve knowledge acquisition in various fields. Maurice Charbit is Professor at Telecom ParisTech, France. He is a teacher in probability theory, signal processing, communication theory and statistics for data processing. With regard to research, his main areas of interest are: (i) the Bayesian approach for hidden Markov models, (ii) the 3D model-based approach for face tracking, and (iii) processing for multiple sensor arrays with applications to infrasonic systems.

Table of Contents

Foreword ix Notations and Abbreviations xiii 1 Mathematical Concepts 1 1.1 Basic concepts on probability 1 1.2 Conditional expectation 9 1.3 Projection theorem 10 1.4 Gaussianity 13 1.5 Random variable transformation 18 1.6 Fundamental statistical theorems 21 1.7 Other important probability distributions 23 2 Statistical Inferences 25 2.1 Statistical model 25 2.2 Hypothesis tests 27 2.3 Statistical estimation 41 3 Monte-Carlo Simulation 85 3.1 Fundamental theorems 85 3.2 Stating the problem 86 3.3 Generating random variables 88 3.4 Variance reduction 99 4 Second Order Stationary Process 107 4.1 Statistics for empirical correlation 107 4.2 Linear prediction of WSS processes 111 4.3 Non-parametric spectral estimation of WSS processes 124 5 Inferences on HMM 139 5.1 Hidden Markov Models (HMM) 130 5.2 Inferences on HMM 142 5.3 Gaussian linear case: the Kalman filter 143 5.4 Discrete finite Markov case 152 6 Selected Topics 163 6.1 High resolution methods 163 6.2 Digital Communications 186 6.3 Linear equalization and the Viterbi algorithm 211 6.4 Compression 220 7 Hints and Solutions 235 H1 Mathematical concepts 235 H2 Statistical inferences 237 H3 Monte-Carlo simulation 269 H4 Second order stationary process 283 H5 Inferences on HMM 283 H6 Selected Topics 300 8 Appendices 317 A1 Miscellaneous functions 317 A2 Statistical functions 318 Bibliography 329 Index 333

Details ISBN1848217951 Year 2015 ISBN-10 1848217951 ISBN-13 9781848217959 Format Hardcover Edition 2nd Place of Publication London Country of Publication United Kingdom DEWEY 621.3822 Series Iste Language English Media Book Pages 362 Illustrations black & white illustrations Short Title DIGITAL SIGNAL & IMAGE PROCESS Author Gérard Blanchet UK Release Date 2015-10-06 AU Release Date 2015-10-06 NZ Release Date 2015-10-06 Publisher ISTE Ltd and John Wiley & Sons Inc Edition Description 2nd edition Publication Date 2015-10-06 Imprint ISTE Ltd and John Wiley & Sons Inc Subtitle Advances and Applications, The Stochastic Case Audience Professional & Vocational We've got this

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