Advanced Topics in System and Signal Theory A Mathematical Approach

This book provides an in-depth analysis of selected methods in signal and system theory with applications to problems in communications, stochastic processes and optimal filter theory. The authors take a consistent functional analysis and operator theoret

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Foundations in Signal Processing, Communications and Networking Series Editors: W. Utschick, H. Boche, R. Mathar

Vol. 1. Dietl, G. K. E. Linear Estimation and Detection in Krylov Subspaces, 2007 ISBN 978-3-540-68478-7 Vol. 2. Dietrich, F. A. Robust Signal Processing for Wireless Communications, 2008 ISBN 978-3-540-74246-3 Vol. 3. Stanczak, S., Wiczanowski, M. and Boche, H. Fundamentals of Resource Allocation in Wireless Networks, 2009 ISBN 978-3-540-79385-4 Vol. 4. Pohl, V., Boche, H. Advanced Topics in System and Signal Theory, 2009 ISBN 978-3-642-03639-2

Volker Pohl · Holger Boche

Advanced Topics in System and Signal Theory A Mathematical Approach With 5 Figures

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Series Editors: Wolfgang Utschick TU Munich Associate Institute for Signal Processing Arcisstrasse 21 80290 Munich, Germany Rudolf Mathar RWTH Aachen University Institute of Theoretical Information Technology 52056 Aachen, Germany Author: Dr. Volker Pohl Fraunhofer-Institut f¨ur Nachrichtentechnik Heinrich-Hertz-Inst. Einsteinufer 37 10587 Berlin Germany [email protected]

Prof. Dr.-Ing. Dr.rer.nat. Holger Boche Technische Universit¨at Berlin Heinrich Hertz Chair for Mobile Communications and Fraunhofer German-Sino Lab for Mobile Communications and Fraunhofer Institute for Telecommunications Heinrich Hertz Institute Einsteinufer 37, 10587 Berlin Germany [email protected] Prof. Dr.-Ing. Dr.rer.nat. Holger Boche Technische Universit¨at Berlin Heinrich Hertz Chair for Mobile Communications and Fraunhofer German-Sino Lab for Mobile Communications and Fraunhofer Institute for Telecommunications Heinrich Hertz Institute Einsteinufer 37, 10587 Berlin Germany [email protected]

ISSN 1863-8538 e-ISSN 1863-8546 ISBN 978-3-642-03638-5 e-ISBN 978-3-642-03639-2 DOI 10.1007/978-3-642-03639-2 Springer Heidelberg Dordrecht London New York Library of Congress Control Number: 2009934791 c Springer-Verlag Berlin Heidelberg 2009  This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer. Violations are liable to prosecution under the German Copyright Law. The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Cover design: eStudio Calamar S.L. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)

Preface

The requirement of causality in system theory is inevitably accompanied by the appearance of certain mathematical operations, namely the Riesz project