Signals, Systems and Inference

Name: Signals, Systems and Inference
Author: Alan Oppenheim

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Gebonden, blz. | Engels

Pearson Education | e druk, 2015

ISBN13: 9780133943283

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Pearson Education e druk, 2015 9780133943283

€ 129,34

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For upper-level undergraduate courses in deterministic and stochastic signals and system engineering

An Integrative Approach to Signals, Systems and Inference

Signals, Systems and Inference is a comprehensive text that builds on introductory courses in time- and frequency-domain analysis of signals and systems, and in probability. Directed primarily to upper-level undergraduates and beginning graduate students in engineering and applied science branches, this new textbook pioneers a novel course of study. Instead of the usual leap from broad introductory subjects to highly specialized advanced subjects, this engaging and inclusive text creates a study track for a transitional course.

Properties and representations of deterministic signals and systems are reviewed and elaborated on, including group delay and the structure and behavior of state-space models. The text also introduces and interprets correlation functions and power spectral densities for describing and processing random signals. Application contexts include pulse amplitude modulation, observer-based feedback control, optimum linear filters for minimum mean-square-error estimation, and matched filtering for signal detection. Model-based approaches to inference are emphasized, in particular for state estimation, signal estimation, and signal detection.

The text explores ideas, methods and tools common to numerous fields involving signals, systems and inference: signal processing, control, communication, time-series analysis, financial engineering, biomedicine, and many others. Signals, Systems and Inference is a long-awaited and flexible text that can be used for a rigorous course in a broad range of engineering and applied science curricula.

Specificaties

ISBN13:9780133943283

Taal:Engels

Bindwijze:Gebonden

Uitgever:Pearson Education

Hoofdrubriek:Wetenschap en techniek, Computer en informatica

Inhoudsopgave

Preface The Cover Acknowledgments Prologue   1. Signals and Systems 1.1 Signals, Systems, Models, and Properties             1.1.1 System Properties 1.2 Linear, Time-Invariant Systems             1.2.1 Impulse-Response Representation of LTI Systems             1.2.2 Eigenfunction and Transform Representation of LTI Systems             1.2.3 Fourier Transforms 1.3 Deterministic Signals and Their Fourier Transforms             1.3.1 Signal Classes and Their Fourier Transforms             1.3.2 Parseval’s Identity, Energy Spectral Density, and Deterministic Autocorrelation 1.4 Bilateral Laplace and Z-Transforms             1.4.1 The Bilateral z-Transform             1.4.2 The Bilateral Laplace Transform 1.5 Discrete-Time Processing of Continuous-Time Signals             1.5.1 Basic Structure for DT Processing of CT Signals             1.5.2 DT Filtering and Overall CT Response             1.5.3 Nonideal D/C Converters 1.6 Further Reading Problems             Basic Problems             Advanced Problems             Extension Problems   2. Amplitude, Phase, and Group Delay 2.1 Fourier Transform Magnitude and Phase 2.2 Group Delay and the Effect of Nonlinear Phase             2.2.1 Narrowband Input Signals             2.2.2 Broadband Input Signals 2.3 All-Pass and Minimum-Phase Systems             2.3.1 All-Pass Systems             2.3.2 Minimum-Phase Systems             2.3.3 The Group Delay of Minimum-Phase Systems 2.4 Spectral Factorization 2.5 Further Reading Problems             Basic Problems             Advanced Problems             Extension Problems   3. Pulse-Amplitude Modulation 3.1 Baseband Pulse-Amplitude Modulation             3.1.1 The Transmitted Signal             3.1.2 The Received Signal             3.1.3 Frequency-Domain Characterizations             3.1.4 Intersymbol Interference at the Receiver 3.2 Nyquist Pulses 3.3 Passband Pulse-Amplitude Modulation             3.3.1 Frequency-Shift Keying (FSK)             3.3.2 Phase-Shift Keying (PSK)             3.3.3 Quadrature-Amplitude Modulation (QAM) 3.4 Further Reading Problems             Basic Problems             Advanced Problems             Extension Problems   4. State-Space Models 4.1 System Memory 4.2 Illustrative Examples 4.3 State-Space Models             4.3.1 DT State-Space Models             4.3.2 CT State-Space Models             4.3.3 Defining Properties of State-Space Models 4.4 State-Space Models from LTI Input-Output Models 4.5 Equilibria and Linearization of Nonlinear State-Space Models             4.5.1 Equilibrium             4.5.2 Linearization 4.6 Further Reading Problems             Basic Problems             Advanced Problems             Extension Problems   5. LTI State-Space Models 5.1 Continuous-Time and Discrete-Time LTI Models 5.2 Zero-Input Response and Modal Representation             5.2.1 Undriven CT Systems             5.2.2 Undriven DT Systems             5.2.3 Asymptotic Stability of LTI Systems 5.3 General Response in Modal Coordinates             5.3.1 Driven CT Systems             5.3.2 Driven DT Systems             5.3.3 Similarity Transformations and Diagonalization 5.4 Transfer Functions, Hidden Modes, Reachability, and Observability             5.4.1 Input-State-Output Structure of CT Systems             5.4.2 Input-State-Output Structure of DT Systems 5.5 Further Reading Problems             Basic Problems             Advanced Problems             Extension Problems   6. State Observers and State Feedback 6.1 Plant and Model 6.2 State Estimation and Observers             6.2.1 Real-Time Simulation             6.2.2 The State Observer             6.2.3 Observer Design 6.3 State Feedback Control 6.3.1 Open-Loop Control             6.3.2 Closed-Loop Control via LTI State Feedback             6.3.3 LTI State Feedback Design 6.4 Observer-Based Feedback Control 6.5 Further Reading Problems             Basic Problems             Advanced Problems             Extension Problems   7. Probabilistic Models 7.1 The Basic Probability Model 7.2 Conditional Probability, Bayes’ Rule, and Independence 7.3 Random Variables 7.4 Probability Distributions 7.5 Jointly Distributed Random Variables 7.6 Expectations, Moments, and Variance 7.7 Correlation and Covariance for Bivariate Random Variables 7.8 A Vector-Space Interpretation of Correlation Properties 7.9 Further Reading Problems             Basic Problems             Advanced Problems             Extension Problems   8. Estimation 8.1 Estimation of a Continuous Random Variable 8.2 From Estimates to the Estimator             8.2.1 Orthogonality 8.3 Linear Minimum Mean Square Error Estimation             8.3.1 Linear Estimation of One Random Variable from a Single Measurement of Another             8.3.2 Multiple Measurements 8.4 Further Reading Problems             Basic Problems             Advanced Problems             Extension Problems   9. Hypothesis Testing 9.1 Binary Pulse-Amplitude Modulation in Noise 9.2 Hypothesis Testing with Minimum Error Probability             9.2.1 Deciding with Minimum Conditional Probability of Error             9.2.2 MAP Decision Rule for Minimum Overall Probability of Error             9.2.3 Hypothesis Testing in Coded Digital Communication 9.3 Binary Hypothesis Testing             9.3.1 False Alarm, Miss, and Detection             9.3.2 The Likelihood Ratio Test             9.3.3 Neyman-Pearson Decision Rule and Receiver Operating Characteristic 9.4 Minimum Risk Decisions 9.5 Further Reading Problems             Basic Problems             Advanced Problems             Extension Problems   10. Random Processes 10.1 Definition and Examples of a Random Process 10.2 First- and Second-Moment Characterization of Random Processes 10.3 Stationarity             10.3.1 Strict-Sense Stationarity             10.3.2 Wide-Sense Stationarity             10.3.3 Some Properties of WSS Correlation and Covariance Functions 10.4 Ergodicity 10.5 Linear Estimation of Random Processes             10.5.1 Linear Prediction             10.5.2 Linear FIR Filtering 10.6 LTI Filtering of WSS Processes 10.7 Further Reading Problems             Basic Problems             Advanced Problems             Extension Problems   11. Power Spectral Density 11.1 Spectral Distribution of Expected Instantaneous Power             11.1.1 Power Spectral Density             11.1.2 Fluctuation Spectral Density             11.1.3 Cross-Spectral Density 11.2 Expected Time-Averaged Power Spectrum and the Einstein-Wiener-Khinchin Theorem 11.3 Applications             11.3.1 Revealing Cyclic Components             11.3.2 Modeling Filters             11.3.3 Whitening Filters             11.3.4 Sampling Bandlimited Random Processes 11.4 Further Reading Problems             Basic Problems             Advanced Problems             Extension Problems   12. Signal Estimation 12.1 LMMSE Estimation for Random Variables 12.2 FIR Wiener Filters 12.3 The Unconstrained DT Wiener Filter 12.4 Causal DT Wiener Filtering 12.5 Optimal Observers and Kalman Filtering             12.5.1 Causal Wiener Filtering of a Signal Corrupted by Additive Noise             12.5.2 Observer Implementation of the Wiener Filter             12.5.3 Optimal State Estimates and Kalman Filtering 12.6 Estimation of CT Signals 12.7 Further Reading Problems             Basic Problems             Advanced Problems             Extension Problems   13. Signal Detection 13.1 Hypothesis Testing with Multiple Measurements 13.2 Detecting a Known Signal in I.I.D. Gaussian Noise             13.2.1 The Optimal Solution             13.2.2 Characterizing Performance             13.2.3 Matched Filtering 13.3 Extensions of Matched-Filter Detection             13.3.1 Infinite-Duration, Finite-Energy Signals             13.3.2 Maximizing SNR for Signal Detection in White Noise             13.3.3 Detection in Colored Noise             13.3.4 Continuous-Time Matched Filters             13.3.5 Matched Filtering and Nyquist Pulse Design             13.3.6 Unknown Arrival Time and Pulse Compression 13.4 Signal Discrimination in I.I.D. Gaussian Noise 13.5 Further Reading Problems             Basic Problems             Advanced Problems             Extension Problems   Bibliography Index

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