Article | REF: E3088 V1

Digital signal processing -Random signals

Authors: Gérard BLANCHET, Maurice CHARBIT

Publication date: May 10, 2013, Review date: October 30, 2017

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2. Signal processing

This section is by no means an exhaustive overview of TNS problems. It presents three examples to illustrate the concepts presented above and, why not, to inspire some to delve into the immense literature devoted to these subjects.

2.1 Spectrum estimation

2.1.1 From the periodogram

Let X _n be a real, SSL, centered random process. We denote $R (k) = E {X_{n + k} X_{n}^{*}}$ ...

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Bibliography

(1) - BLANCHET (G.), CHARBIT (M.) - Digital Signal and Image Processing using Matlab. - ISTE (2006).
(2) - BELLANGER (M.) - Analyse des Signaux et Filtrage Numérique Adaptatif - . Masson, Collection CNET-ENST (1989).
...

Websites

Greg Welch and Gary Bishop, The Kalman Filter, http://www.cs.unc.edu/%7Ewelch/kalman/.

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