Fundamentals Of Statistical Signal Processing Volume Iii
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Fundamentals of Statistical Signal Processing: Detection theory
V.2 Detection theory -- V.1 Estimation theory.
Fundamentals of Statistical Signal Processing, Volume III
The Complete, Modern Guide to Developing Well-Performing Signal Processing Algorithms In Fundamentals of Statistical Signal Processing, Volume III: Practical Algorithm Development, author Steven M. Kay shows how to convert theories of statistical signal processing estimation and detection into software algorithms that can be implemented on digital computers. This final volume of Kay’s three-volume guide builds on the comprehensive theoretical coverage in the first two volumes. Here, Kay helps readers develop strong intuition and expertise in designing well-performing algorithms that solve real-world problems. Kay begins by reviewing methodologies for developing signal processing algorithms, including mathematical modeling, computer simulation, and performance evaluation. He links concepts to practice by presenting useful analytical results and implementations for design, evaluation, and testing. Next, he highlights specific algorithms that have “stood the test of time,” offers realistic examples from several key application areas, and introduces useful extensions. Finally, he guides readers through translating mathematical algorithms into MATLAB® code and verifying solutions. Topics covered include Step by step approach to the design of algorithms Comparing and choosing signal and noise models Performance evaluation, metrics, tradeoffs, testing, and documentation Optimal approaches using the “big theorems” Algorithms for estimation, detection, and spectral estimation Complete case studies: Radar Doppler center frequency estimation, magnetic signal detection, and heart rate monitoring Exercises are presented throughout, with full solutions. This new volume is invaluable to engineers, scientists, and advanced students in every discipline that relies on signal processing; researchers will especially appreciate its timely overview of the state of the practical art. Volume III complements Dr. Kay’s Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory (Prentice Hall, 1993; ISBN-13: 978-0-13-345711-7), and Volume II: Detection Theory (Prentice Hall, 1998; ISBN-13: 978-0-13-504135-2).
Statistical Digital Signal Processing and Modeling
This new text responds to the dramatic growth in digital signal processing (DSP) over the past decade, and is the product of many years of teaching an advanced DSP course at Georgia Tech. While the focal point of the text is signal modeling, it integrates and explores the relationships of signal modeling to the important problems of optimal filtering, spectrum estimation, and adaptive filtering. Coverage is equally divided between the theory and philosophy of statistical signal processing, and the algorithms that are used to solve related problems. The text reflects the author's philosophy that a deep understanding of signal processing is accomplished best through working problems. For this reason, the book is loaded with worked examples, homework problems, and MATLAB computer exercises. While the examples serve to illustrate the ideas developed in the book, the problems seek to motivate and challenge the student and the computer exercises allow the student to experiment with signal processing algorithms on complex signals. Professor Hayes is recognized as a leader in the signal processing community, particularly for his work in signal reconstruction and image processing. This text is suitable for senior/graduate level courses in advanced DSP or digital filtering found in Electrical Engineering Departments. Prerequisites include basic courses in DSP and probability theory.