Multirate Statistical Signal Processing

by Omid S. Jahromi

Overview

Multirate Statistical Signal Processing introduces a statistical theory for extracting information from related signals with different sampling rates. This new theory generalizes the conventional deterministic theory of multirate systems beyond many of its constraints. Further, it allows for the formulation and solution of new problems: spectrum estimation, time-delay estimation and sensor fusion in the realm of multirate signal processing. This self-contained book presents background material, potential applications and leading-edge research.

Product Details

ISBN-13:	9789048173372
Publisher:	Springer Netherlands
Publication date:	11/25/2010
Series:	Signals and Communication Technology
Edition description:	Softcover reprint of hardcover 1st ed. 2007
Pages:	172
Product dimensions:	6.10(w) x 9.25(h) x 0.02(d)

About the Author

Omid S. Jahromi, Ph.D., is the Principal Engineer at Authorizer Technologies in Palm Beach Gardens, Florida. He has extensive academic and industrial research experience in the fields of digital signal processing, image processing and biometric identity verification.

Dr. Jahromi has taught several engineering courses at the departments of Electrical and Computer Engineering and Mechanical and Industrial Engineering at the University of Toronto in Toronto, Canada. Since 2004, he has been leading several standardization projects at the American National Standards Institute (ANSI) and the International Organization for Standards (ISO) focusing on the standardization of biometric data interchange formats.

Table of Contents

1. Introduction. 1.1. Multi-channel multirate signal measurement. 1.2. Multirate statistical signal processing. 1.3. Notation. 2. Background. 2.1. Second-order theory of stationary stochastic processes. 2.2. Statistical inference and information. 2.3. Theory of majorization. 2.4. Inverse problems, ill-posedness and Tikhonov’s theory of regularization. 3. Multirate Spectrum Estimation. 3.1. Introduction. 3.2. Formulating the inference problem. 3.3. The Maximum Entropy principle. 3.4. Solving Problem 2. 3.5. On well-posedness of the Maximum Entropy solution. 3.6. Practical considerations. 3.7. Examples. 3.8. Discussion on the Maximum Entropy formalism. 3.9. Concluding remarks. 4. Multirate Time Delay Estimation. 4.1. Introduction. 4.2. Time-Delay Estimation in Multirate Sensor Arrays. 4.3. Fusion of Low-rate Signals In The Presence Of Time Delay. 4.4. Designing The Synthesis Filters. 4.5. Procedure for designing multirate sensor arrays. 4.6. Concluding Remarks. 4.7. Proof of Theorem 1. 4.8. Proof of Theorem 2. 4.9. Perfect reconstruction linear-phase filter banks. 5. Multirate Signal Estimation. 5.1. Introduction. 5.2. Problem Statement. 5.3. Statistics of the non-observable vector X and the measurement vector V. 5.4. Estimating X given V. 5.5. Discussion. 5.6. Putting everything together. 5.7. Concluding remarks. 6. Algebraic Theory of Scalable Multirate Systems. 6.1. Introduction. 6.2. FIR analysis and synthesis systems. 6.3. Scalability in multirate systems. 6.4. Embedding partial ordering of scalability in a total ordering. 6.5. SC-Optimality and Subband Coding. 6.6. SC-Optimality and the Principal Component Filter Bank. 6.7. Concluding remarks. 6.8. Summary. 7. Information Theory of Multirate Systems. 7.1. Introduction. 7.2. The information content of a low-rate measurement. 7.3. Measuring statistical information in practice. 7.4.Scalability in terms of information. 7.5. Concluding remarks and open problems. 8. Distributed Algorithms. 8.1. Introduction. 8.2. Spectrum estimation using sensor networks. 8.3. Inverse and Ill-posed problems. 8.4. Spectrum estimation using generalized projections. 8.5. Distributed algorithms for calculating generalized projection. 8.6. Concluding remark. 8.7. Acknowledgements. 9. Epilogue.

Editorial Reviews

From the reviews:

"The book presents the set of results, obtained by a thorough study of a variety of signal processing problems … . The main goal of the author in writing this book is to inspire the reader to initiate his own research … . The book will be of interest for all specialists working in the area of digital signal processing. It will be very useful for the students, postgraduates and researchers, which are looking for new directions of their studies."(Tzvetan Semerdjiev, Zentralblatt MATH, Vol. 1141, 2008)

From the Publisher