Optimal Filtering: Wiener and Kalman Filters
This final chapter is devoted to the modeling and filtering of noisy signals by seeking optimum estimators in the least squares sense. The basics of this analysis were laid by N. Wiener for wide-sense stationary signals. The first example is given about t
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Frédéric Cohen Tenoudji
Analog and Digital Signal Analysis From Basics to Applications
Modern Acoustics and Signal Processing Editor-in-chief William M. Hartmann, East Lansing, USA Editorial Board Yoichi Ando, Kobe, Japan Whitlow W.L. Au, Kane’ohe, USA Arthur B. Baggeroer, Cambridge, USA Neville H. Fletcher, Canberra, Australia Christopher R. Fuller, Blacksburg, USA William A. Kuperman, La Jolla, USA Joanne L. Miller, Boston, USA Alexandra I. Tolstoy, McLean, USA
Series Preface for Modern Acoustics and Signal Processing In the popular mind, the term “acoustics” refers to the properties of a room or other environment—the acoustics of a room are good or the acoustics are bad. But as understood in the professional acoustical societies of the world, such as the highly influential Acoustical Society of America, the concept of acoustics is much broader. Of course, it is concerned with the acoustical properties of concert halls, classrooms, offices, and factories—a topic generally known as architectural acoustics, but it also is concerned with vibrations and waves too high or too low to be audible. Acousticians employ ultrasound in probing the properties of materials, or in medicine for imaging, diagnosis, therapy, and surgery. Acoustics includes infrasound—the wind driven motions of skyscrapers, the vibrations of the earth, and the macroscopic dynamics of the sun. Acoustics studies the interaction of waves with structures, from the detection of submarines in the sea to the buffeting of spacecraft. The scope of acoustics ranges from the electronic recording of rock and roll and the control of noise in our environments to the inhomogeneous distribution of matter in the cosmos. Acoustics extends to the production and reception of speech and to the songs of humans and animals. It is in music, from the generation of sounds by musical instruments to the emotional response of listeners. Along this path, acoustics encounters the complex processing in the auditory nervous system, its anatomy, genetics, and physiology—perception and behavior of living things. Acoustics is a practical science, and modern acoustics is so tightly coupled to digital signal processing that the two fields have become inseparable. Signal processing is not only an indispensable tool for synthesis and analysis, it informs many of our most fundamental models for how acoustical communication systems work. Given the importance of acoustics to modern science, industry, and human welfare Springer presents this series of scientific literature, entitled Modern Acoustics and Signal Processing. This series of monographs and reference books is intended to cover all areas of today’s acoustics as an interdisciplinary field. We expect that scientists, engineers, and graduate students will find the books in this series useful in their research, teaching and studies. William M. Hartmann Series Editor-in-Chief
More information about this series at http://www.springer.com/series/3754
Frédéric Cohen Tenoudji
Analog and Digital Signal Analysis From Basics to Applications
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