Pohl, V: Advanced Topics in System and Signal Theory
(Sprache: Englisch)
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
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Produktinformationen zu „Pohl, V: Advanced Topics in System and Signal Theory “
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
Klappentext zu „Pohl, V: Advanced Topics in System and Signal Theory “
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 .
Inhaltsverzeichnis zu „Pohl, V: Advanced Topics in System and Signal Theory “
I Mathematical Preliminaries.- Function Spaces and Operators.- Fourier Analysis and Analytic Functions.- Banach Algebras.- Signal Models and Linear Systems.- II Fundamental Operators.- Poisson Integral and Hilbert Transformation.- Causal Projections.- III Causality Aspects in Signal and System Theory.- Disk Algebra Bases.- Causal Approximations.- On Algorithms for Calculating the Hilbert Transform.- Spectral Factorization.
Bibliographische Angaben
- Autoren: Volker Pohl , Holger Boche
- VIII, 241 Seiten, Maße: 16,4 x 24,4 cm, Gebunden, Englisch
- Verlag: Springer Berlin
- ISBN-10: 3642036384
- ISBN-13: 9783642036385
- Erscheinungsdatum: 16.10.2009
Sprache:
Englisch
Rezension zu „Pohl, V: 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 to selected topics from signal processing." (Tzvetan Semerdjiev, Zentralblatt MATH, Vol. 1179, 2010)
"The monograph gives an elaborate treatment of some tools used in signal and system theory, which have applications in communications, stochastic processes and optimal filter theory. ... Appropriate references are provided for the reader interested in details. ... The book is a valuable addition to the mathematical literature related to signal processing, and should be useful to students in engineering as well as to mathematicians interested in applications." (Amol J. Sasane, Mathematical Reviews, Issue 2010 j)
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