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ABSTRACT
In digital signal processing, random signals constitute a basic model of signals in a wide number of problems encountered in practice. Stationary signals in the broad sense as well as the Markov chains. This presentation is completed by several practical processing issues: spectral estimation, antenna processing and elements of adaptive filtering. Several general statistical estimation principles are finally provided.
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Read the articleAUTHORS
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Gérard BLANCHET: Director of Studies at Telecom-Paristech
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Maurice CHARBIT: Professor at Telecom-Paristech
INTRODUCTION
This article is dedicated to random signals. It follows on from the article on deterministic signals [
In what follows, many properties are stated without always giving the assumptions of their validity. It should be noted, however, that in the majority of cases encountered in practice, these assumptions are satisfied. The more inquisitive may wish to consult the abundant literature in this field.
Please refer to the article [
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KEYWORDS
random signals | WSS process | filtering | spectra estimation | ARMA process | Markov process | adaptive processing
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Bibliography
Websites
Greg Welch and Gary Bishop, The Kalman Filter, http://www.cs.unc.edu/%7Ewelch/kalman/.
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