Fundamentals of Statistical Signal Processing

This book is an accessible guide to adaptive signal processing methods that equips the reader with advanced theoretical and practical tools for the study and development of circuit structures and provides robust algorithms relevant to a wide variety of application scenarios. Examples include multimodal and multimedia communications, the biological and biomedical fields, economic models, environmental sciences, acoustics, telecommunications, remote sensing, monitoring and in general, the modeling and prediction of complex physical phenomena. The reader will learn not only how to design and implement the algorithms but also how to evaluate their performance for specific applications utilizing the tools provided. While using a simple mathematical langua...

Complex-valued random signals are embedded in the very fabric of science and engineering, yet the usual assumptions made about their statistical behavior are often a poor representation of the underlying physics. This book deals with improper and noncircular complex signals, which do not conform to classical assumptions, and it demonstrates how correct treatment of these signals can have significant payoffs. The book begins with detailed coverage of the fundamental theory and presents a variety of tools and algorithms for dealing with improper and noncircular signals. It provides a comprehensive account of the main applications, covering detection, estimation, and signal analysis of stationary, nonstationary, and cyclostationary processes. Providing ...