An Introduction to Statistical Signal Processing by Gray R.M., Davisson L.D.

By Gray R.M., Davisson L.D.

This quantity describes the fundamental instruments and strategies of statistical sign processing. At each degree, theoretical principles are associated with particular purposes in communications and sign processing. The ebook starts off with an outline of uncomplicated likelihood, random gadgets, expectation, and second-order second concept, by way of a large choice of examples of the most well-liked random technique versions and their easy makes use of and homes. particular functions to the research of random indications and platforms for speaking, estimating, detecting, modulating, and different processing of indications are interspersed in the course of the textual content.

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The notation ×t∈I At is also used for the same thing. Thus product spaces model spaces of vectors, sequences, and waveforms whose coordinate values are drawn from some fixed space. This leads to two notations for the space of all k−dimensional vectors with coordinates in A : Ak and AZk . This shorter and simpler notation is usually more convenient. 2 Event Spaces Intuitively, an event space is a collection of subsets of the sample space or groupings of elementary events which we shall consider as physical events and to which we wish to assign probabilities.

Before proceeding to a careful development, several of the basic ideas are illustrated informally with simple examples. 2 Spinning Pointers and Flipping Coins Many of the basic ideas at the core of this text can be introduced and illustrated by two very simple examples, the continuous experiment of spinning a pointer inside a circle and the discrete experiment of flipping a coin. 1. 1. The Spinning Pointer the pointer stops it can point to any number in the unit interval ∆ [0, 1) = {r : 0 ≤ r < 1}.

If, however, one flips a coin forever, then there is an uncountable infinity of possible outcomes, and the asymptotic relations become necessary. Let Ω be the space of all one-sided binary sequences. Suppose that you consider the smallest field formed by all finite set-theoretic operations on the individual one-sided binary sequences, that is, on singleton sets in the sequence space. Then many countably infinite sets of binary sequences (say the set of all periodic sequences) are not events since they cannot be expressed as finite sequences of set-theoretic operations on the singleton sets.

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