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Item Details
Title: ADVANCED TOPICS IN SYSTEM AND SIGNAL THEORY
A MATHEMATICAL APPROACH
By: Volker Pohl, Holger Boche
Format: Hardback

List price: £129.99


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ISBN 10: 3642036384
ISBN 13: 9783642036385
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Pub. date: 1 October, 2009
Series: Foundations in Signal Processing, Communications and Networking 4
Pages: 241
Description: 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
Synopsis: 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 ,?? (??,?] . + [? ] (?) [? ] (?) xx + xx? Here [? ] and [? ] represent the so called spectral factors of ? ,and xx + xx? xx P is the so called Riesz projection. Thus, compared to the non-causal ?lter, + two additional operations are necessary for the determination of the causal ?lter, namely the spectral factorization mapping ? ? ([? ] ,[? ] ),and xx xx + xx? the Riesz projection P .
Illustrations: 5 Illustrations, black and white; VIII, 241 p. 5 illus.
Publication: Germany
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Returns: Returnable
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