Publisher's Note: Products purchased from Third Party sellers are not guaranteed by the publisher for quality, authenticity, or access to any online entitlements included with the product.
A comprehensive introduction to the mathematical principles and algorithms in statistical signal processing and modern neural networks.
This text is an expanded version of a graduate course on advanced signal processing at the Johns Hopkins University Whiting school program for professionals with students from electrical engineering, physics, computer and data science, and mathematics backgrounds. It covers the theory underlying applications in statistical signal processing including spectral estimation, linear prediction, adaptive filters, and optimal processing of uniform spatial arrays. Unique among books on the subject, it also includes a comprehensive introduction to modern neural networks with examples in time series prediction and image classification.
Coverage includes:
Mathematical structures of signal spaces and matrix factorizations
linear time-invariant systems and transforms
Least squares filters
Random variables, estimation theory, and random processes
Spectral estimation and autoregressive signal models
linear prediction and adaptive filters
Optimal processing of linear arrays
Neural networks