Fundamentals of Stochastic Signals, Systems and Estimation Theory

Fundamentals of Stochastic Signals, Systems and Estimation Theory
Author: Branko Kovacevic
Publisher: Springer
Total Pages: 380
Release: 2008-09-08
Genre: Technology & Engineering
ISBN: 9783540709909

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The main theme of this book deals with fundamental concepts underlying stochastic signal or linear stochastic systems, their modelling and analysis as well as model-based signal processing. Many examples are included to illustrate the concepts of this book.

Stochastic Signal Processing

Stochastic Signal Processing
Author: Johann Frederic Böhme
Publisher: Springer Vieweg
Total Pages: 325
Release: 2012
Genre: Technology & Engineering
ISBN: 9783834816115

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This book intends to provide graduate students in electrical and information science a solid background in stochastic signal processing. Chapter one introduces random signals through measurement noise. Chapter two develops fundamental concepts in probability theory and statistical methods. Chapter three is devoted to stochastic processes, stochastic system theory, and statistical signal processing. The examples are carefully selected. Some of them are aimed at motivating students interested in advanced topics such as signal detection, estimation, spectral analysis and system identification. Problems with solutions and MATLAB exercises are included to encourage self study by researchers or engineers in related areas. The most important concepts in statistics are presented so that linear systems and nonlinear ones as rectifiers with random input and output signals have proper mathematical description and allow statistical inference. Such systems are fundamental to many engineering areas, for example, electronics, measurements, communications and control.

Robust Digital Processing of Speech Signals

Robust Digital Processing of Speech Signals
Author: Branko Kovacevic
Publisher: Springer
Total Pages: 233
Release: 2017-06-06
Genre: Technology & Engineering
ISBN: 3319536133

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This book focuses on speech signal phenomena, presenting a robustification of the usual speech generation models with regard to the presumed types of excitation signals, which is equivalent to the introduction of a class of nonlinear models and the corresponding criterion functions for parameter estimation. Compared to the general class of nonlinear models, such as various neural networks, these models possess good properties of controlled complexity, the option of working in “online” mode, as well as a low information volume for efficient speech encoding and transmission. Providing comprehensive insights, the book is based on the authors’ research, which has already been published, supplemented by additional texts discussing general considerations of speech modeling, linear predictive analysis and robust parameter estimation.

Adaptive Digital Filters

Adaptive Digital Filters
Author: Branko Kovačević
Publisher: Springer Science & Business Media
Total Pages: 221
Release: 2013-06-21
Genre: Technology & Engineering
ISBN: 3642335616

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“Adaptive Digital Filters” presents an important discipline applied to the domain of speech processing. The book first makes the reader acquainted with the basic terms of filtering and adaptive filtering, before introducing the field of advanced modern algorithms, some of which are contributed by the authors themselves. Working in the field of adaptive signal processing requires the use of complex mathematical tools. The book offers a detailed presentation of the mathematical models that is clear and consistent, an approach that allows everyone with a college level of mathematics knowledge to successfully follow the mathematical derivations and descriptions of algorithms. The algorithms are presented in flow charts, which facilitates their practical implementation. The book presents many experimental results and treats the aspects of practical application of adaptive filtering in real systems, making it a valuable resource for both undergraduate and graduate students, and for all others interested in mastering this important field.

Applications and Optimizations of Kalman Filter and Their Variants

Applications and Optimizations of Kalman Filter and Their Variants
Author: Asadullah Khalid
Publisher: BoD – Books on Demand
Total Pages: 204
Release: 2024-07-17
Genre: Mathematics
ISBN: 0854665668

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Applications and Optimizations of Kalman Filter and Their Variants is a comprehensive exploration of Kalman filters’ diverse applications and refined optimizations across various domains. It meticulously examines their role in microgrid management, offering adaptive estimation techniques for effective control strategies. The book then delves into distribution system state estimation, showcasing an innovative stochastic programming model using extended Kalman filters for reliable monitoring and control. In the realm of financial modeling, readers gain insights into how Kalman filters enhance trading strategies like pairs trading and partial co-integration, bridging finance and analytics. Moreover, the book discusses Kalman filter optimization, addressing challenges in object tracking and error reduction with techniques like dynamic stochastic approximation algorithms and M-robust estimates. With practical examples and interdisciplinary approaches, this book serves as a valuable resource for researchers, practitioners, and students looking to harness Kalman filter techniques for enhanced efficiency and accuracy across diverse fields.

Stochastic Systems

Stochastic Systems
Author: P. R. Kumar
Publisher: SIAM
Total Pages: 371
Release: 2015-12-15
Genre: Mathematics
ISBN: 1611974267

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Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.?

Topics in Stochastic Systems

Topics in Stochastic Systems
Author: L Gerencser
Publisher: Springer
Total Pages: 412
Release: 2014-01-15
Genre:
ISBN: 9783662165249

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