Fundamentals of Statistical Signal Processing, Volume III: Practical Algorithm Development (美國原版)

Steven M. Kay

商品描述

The Complete, Modern Guide to Developing Well-Performing Signal Processing Algorithms

 

In Fundamentals of Statistical Signal Processing, Volume III: Practical Algorithm Development, author Steven M. Kay shows how to convert theories of statistical signal processing estimation and detection into software algorithms that can be implemented on digital computers. This final volume of Kay’s three-volume guide builds on the comprehensive theoretical coverage in the first two volumes. Here, Kay helps readers develop strong intuition and expertise in designing well-performing algorithms that solve real-world problems.

 

Kay begins by reviewing methodologies for developing signal processing algorithms, including mathematical modeling, computer simulation, and performance evaluation. He links concepts to practice by presenting useful analytical results and implementations for design, evaluation, and testing. Next, he highlights specific algorithms that have “stood the test of time,” offers realistic examples from several key application areas, and introduces useful extensions. Finally, he guides readers through translating mathematical algorithms into MATLAB® code and verifying solutions.

 

Topics covered include

  • Step-by-step approach to the design of algorithms
  • Comparing and choosing signal and noise models
  • Performance evaluation, metrics, tradeoffs, testing, and documentation
  • Optimal approaches using the “big theorems”
  • Algorithms for estimation, detection, and spectral estimation
  • Complete case studies: Radar Doppler center frequency estimation, magnetic signal detection, and heart rate monitoring

Exercises are presented throughout, with full solutions, and executable MATLAB code that implements all the algorithms is available for download.

 

This new volume is invaluable to engineers, scientists, and advanced students in every discipline that relies on signal processing; researchers will especially appreciate its timely overview of the state of the practical art. Volume III complements Dr. Kay’s Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory (Prentice Hall, 1993; ISBN-13: 978-0-13-345711-7), and Volume II: Detection Theory (Prentice Hall, 1998; ISBN-13: 978-0-13-504135-2).

商品描述(中文翻譯)

《現代化、完整的信號處理演算法開發指南》

在《統計信號處理基礎,第三卷:實用演算法開發》中,作者Steven M. Kay展示了如何將統計信號處理估計和檢測的理論轉化為可以在數字計算機上實現的軟體演算法。這是Kay三卷指南的最後一卷,建立在前兩卷的全面理論基礎上。在這裡,Kay幫助讀者培養設計高效演算法以解決實際問題的強大直覺和專業知識。

Kay首先回顧了開發信號處理演算法的方法論,包括數學建模、計算機模擬和性能評估。他通過提供有用的分析結果和設計、評估和測試的實現來將概念與實踐相結合。接下來,他重點介紹了一些經得起時間考驗的特定演算法,提供了幾個關鍵應用領域的實際例子,並介紹了有用的擴展。最後,他指導讀者將數學演算法轉化為MATLAB®代碼並驗證解決方案。

涵蓋的主題包括:

- 演算法設計的逐步方法
- 比較和選擇信號和噪聲模型
- 性能評估、指標、權衡、測試和文檔
- 使用“大定理”的最優方法
- 估計、檢測和頻譜估計的演算法
- 完整案例研究:雷達多普勒中心頻率估計、磁信號檢測和心率監測

全書中穿插練習題,並提供完整解答,可下載可執行的MATLAB代碼來實現所有演算法。

這本新書對依賴信號處理的各個學科的工程師、科學家和高級學生都非常有價值;研究人員尤其欣賞其對實際技術的及時概述。第三卷與Kay博士的《統計信號處理基礎,第一卷:估計理論》(Prentice Hall,1993年;ISBN-13:978-0-13-345711-7)和《第二卷:檢測理論》(Prentice Hall,1998年;ISBN-13:978-0-13-504135-2)相輔相成。