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Advanced Topics in System and Signal Theory
Pohl, Volker; Boche, Holger
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Description for Advanced Topics in System and Signal Theory
Hardback. In an in-depth analysis of selected methods in signal and system theory that apply to problems in communications, stochastic processes and optimal filter theory, the authors take a functional analysis and operator theoretic approach to linear system theory Series: Foundations in Signal Processing, Communications and Networking. Num Pages: 241 pages, 5 black & white illustrations, biography. BIC Classification: PBKS; TJK; UGC; UKN; UKR; UYS. Category: (P) Professional & Vocational. Dimension: 239 x 167 x 20. Weight in Grams: 520.
The requirement of causality in system theory is inevitably accompanied by the appearance of certain mathematical operations, namely the Riesz proj- tion,theHilberttransform,andthespectralfactorizationmapping.Aclassical exampleillustratingthisisthedeterminationoftheso-calledWiener?lter(the linear, minimum means square error estimation ?lter for stationary stochastic sequences [88]). If the ?lter is not required to be causal, the transfer function of the Wiener ?lter is simply given by H(?)=? (?)/? (?),where ? (?) xy xx xx and ? (?) are certain given functions. However, if one requires that the - xy timation ?lter is causal, the transfer function of the optimal ?lter is given by 1 ? (?) xy H(?)= P ,?? (??,?] ... Read more
The requirement of causality in system theory is inevitably accompanied by the appearance of certain mathematical operations, namely the Riesz proj- tion,theHilberttransform,andthespectralfactorizationmapping.Aclassical exampleillustratingthisisthedeterminationoftheso-calledWiener?lter(the linear, minimum means square error estimation ?lter for stationary stochastic sequences [88]). If the ?lter is not required to be causal, the transfer function of the Wiener ?lter is simply given by H(?)=? (?)/? (?),where ? (?) xy xx xx and ? (?) are certain given functions. However, if one requires that the - xy timation ?lter is causal, the transfer function of the optimal ?lter is given by 1 ? (?) xy H(?)= P ,?? (??,?] ... Read more
Product Details
Format
Hardback
Publication date
2009
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
241
Condition
New
Series
Foundations in Signal Processing, Communications and Networking
Number of Pages
241
Place of Publication
Berlin, Germany
ISBN
9783642036385
SKU
V9783642036385
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Advanced Topics in System and Signal Theory
From the reviews: “It is intended primarily for engineers working in the area of robustness problems under a casualty constraint. At the beginning it presents the mathematical methods, necessary to approaching theses problems. Then, some related classical results concerning the boundedness and continuity of the Hilbert transform and Riesz projection are presented. Finally, these methods and results are applied ... Read more