Modeling, estimation and optimal filtration in signal processing [[electronic resource] /] / Mohamed Najim

• Record Nr.: UNINA9910139493903321
• Autore: Najim Mohamed
• Pubbl/distr/stampa: London, : ISTE; Hoboken, NJ, : J. Wiley & Sons, 2008
• ISBN: 1-282-16500-3; 9786612165009; 0-470-61110-3; 0-470-39368-8
• Edizione: [1st edition]
• Descrizione fisica: 1 online resource (410 p.)
• Collana: ISTE ; ; v.25
• Disciplina: 621.382/2; 621.3822
• Soggetti: Electric filters, Digital; Signal processing - Digital techniques; Electronic books.
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: Modeling, Estimation and Optimal Filtering in Signal Processing; Table of Contents; Preface; Chapter 1. Parametric Models; 1.1. Introduction; 1.2. Discrete linear models; 1.2.1. The moving average (MA) model; 1.2.2. The autoregressive (AR) model; 1.3. Observations on stability, stationarity and invertibility; 1.3.1. AR model case; 1.3.2. ARMA model case; 1.4. The AR model or the ARMA model?; 1.5. Sinusoidal models; 1.5.1. The relevance of the sinusoidal model; 1.5.2. Sinusoidal models; 1.6. State space representations; 1.6.1. Definitions; 1.6.2. State space representations based on differential equation representation1.6.3. Resolution of the state equations; 1.6.4. State equations for a discrete-time system; 1.6.5. Some properties of systems described in the state space; 1.6.5.1. Introduction; 1.6.5.2. Observability; 1.6.5.3. Controllability; 1.6.5.4. Plurality of the state space representation of the system; 1.6.6. Case 1: state space representation of AR processes; 1.6.7. Case 2: state space representation of MA processes; 1.6.8. Case 3: state space ; representation of ARMA processes; 1.6.9. Case 4: state space representation of a noisy process1.6.9.1. An AR process disturbed by a white noise; 1.6.9.2. AR process disturbed by colored noise itself modeled by another AR process; 1.6.9.3. AR process disturbed by colored noise itself modeled by a MA process; 1.7. Conclusion; 1.8. References; Chapter 2. Least Squares Estimation of Parameters of Linear Models; 2.1. Introduction; 2.2. Least squares estimation of AR parameters; 2.2.1. Determination or estimation of parameters?; 2.2.2. Recursive estimation of parameters; 2.2.3. Implementation of the least squares algorithm; 2.2.4. The least squares method with weighting factor2.2.5. A recursive weighted least squares estimator; 2.2.6. Observations on some variants of the least squares method; 2.2.6.1. The autocorrelation method; 2.2.6.2. Levinson's algorithm; 2.2.6.3. The Durbin-Levinson algorithm; 2.2.6.4. Lattice filters; 2.2.6.5. The covariance method; 2.2.6.6. Relation between the covariance method and the least squares method; 2.2.6.7. Effect of a white additive noise on the estimation of AR parameters; 2.2.6.8. A method for alleviating the bias on the estimation of the AR parameters; 2.2.7. Generalized least squares method2.2.8. The extended least squares method; 2.3. Selecting the order of the models; 2.4. References; Chapter 3. Matched and Wiener Filters; 3.1. Introduction; 3.2. Matched filter; 3.2.1. Introduction; 3.2.2. Matched filter for the case of white noise; 3.2.3. Matched filter for the case of colored noise; 3.2.3.1. Formulation of problem; 3.2.3.2. Physically unrealizable matched filter; 3.2.3.3. A matched filter solution using whitening techniques; 3.3. The Wiener filter; 3.3.1. Introduction; 3.3.2. Formulation of problem; 3.3.3. The Wiener-Hopf equation; 3.3.4. Error calculation in a continuous physically non-realizable Wiener filter
• Sommario/riassunto: The purpose of this book is to provide graduate students and practitioners with traditional methods and more recent results for model-based approaches in signal processing.Firstly, discrete-time linear models such as AR, MA and ARMA models, their properties and their limitations are introduced. In addition, sinusoidal models are addressed.Secondly, estimation approaches based on least squares methods and instrumental variable techniques are presented.Finally, the book deals with optimal filters, i.e. Wiener and Kalman filtering, and adaptive filters such as the RLS, the LMS and the

Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems : 10th International Conference, CPAIOR 2013, Yorktown Heights, NY, USA, May 18-22, 2013. Proceedings / / edited by Carla Gomes, Meinolf Sellmann

• Record Nr.: UNINA9910483888003321
• Pubbl/distr/stampa: Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013
• ISBN: 3-642-38171-5
• Edizione: [1st ed. 2013.]
• Descrizione fisica: 1 online resource (XII, 403 p. 74 illus.)
• Collana: Theoretical Computer Science and General Issues, , 2512-2029 ; ; 7874
• Disciplina: 658.53
• Soggetti: Numerical analysis; Computer science - Mathematics; Discrete mathematics; Algorithms; Artificial intelligence; Operations research; Management science; Numerical Analysis; Mathematical Applications in Computer Science; Discrete Mathematics in Computer Science; Artificial Intelligence; Operations Research, Management Science
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Bibliographic Level Mode of Issuance: Monograph
• Sommario/riassunto: This volume is a compilation of the research program of the 10th International Conference on the Integration of Artificial Intelligence (AI) and Operations Research (OR) Techniques in Constraint Programming, CPAIOR 2013, held at Yorktown Heights, NY, USA, in May 2013. This volume contains 20 full papers and 11 short papers that were carefully reviewed and selected from 71 submissions. The papers focus on new techniques or applications in the intersection of constraint ; programming (CP), artificial intelligence (AI) and operations research (OR).