Discrete Stochastic Processes and Optimal Filtering (Digital Signal and Image Processing) - Hardcover

Bertein, Jean-Claude; Ceschi, Roger

Hardcover

ISBN 10: 1905209746 ISBN 13: 9781905209743

Publisher: Wiley-ISTE, 2007

Synopsis

Optimal filtering applied to stationary and non-stationary signals provides the most efficient means of dealing with problems arising from the extraction of noise signals. Moreover, it is a fundamental feature in a range of applications, such as in navigation in aerospace and aeronautics, filter processing in the telecommunications industry, etc. This book provides a comprehensive overview of this area, discussing random and Gaussian vectors, outlining the results necessary for the creation of Wiener and adaptive filters used for stationary signals, as well as examining Kalman filters which are used in relation to non-stationary signals. Exercises with solutions feature in each chapter to demonstrate the practical application of these ideas using Matlab.

About this title

Synopsis

This title is concerned with the founding principles of optimal filters. It proposes several reminders about both random vectors and Gaussian vectors. The study of discrete time processes makes it possible to tackle digital filtering; a chapter on estimation gives the principle results necessary for the construction of the Wiener filter and of the adaptive filter used in the case of stationary signals. It concludes with an examination of Kalman filtering which extends optimal filtering to the case of non-stationary signals. Exercises with solutions punctuate each chapter and practical examples are dealt with using Matlab software. This work is aimed at graduate students and engineers as well as members of the scientific community who wish to rediscover the founding principles of optimal filters.

About the Author

Jean-Claude Bertein has a Master's and PhD degree from the University of Paris VI. He was formerly a research engineer at Alcatel and today is Professor in the Department of Mathematics and Physics at the Graduate School of Electrical and Electronic Engineering (ESIEE) Paris. Roger Ceschi is an ENSEA engineer and holds a Master's and PhD degree from the University of Paris XI. He was formerly Director of the ENSEA and today he is Director General of the ESIEE Amiens. He is also the author of a theorem on analytic signals and is Visiting Professor at the BIPT and BIT Universities in China.

Edition details

• Publisher: Wiley-ISTE
• Publication date: 2007
• ISBN 10: 1905209746
• ISBN 13: 9781905209743
• Binding: Hardcover
• Language: English
• Edition number: 1
• Number of pages: 287