Discrete Random Signal Processing and Filtering Primer with MATLAB

Random signal processing is important to many diverse fields, such as communications, seismology, and bioengineering. This book provides a practical introduction to discrete random signal processing and the filtering of signals with both linear and nonlinear filters. Since the signals involved are random, the text also introduces random variables. It presents several new approaches to achieve the desired results and offers all of the background material necessary to understand the concepts described. The authors use a wide range of MATLAB® functions and figures, problems with solutions, and computer examples to illustrate the underlying theory and applications.

Fourier analysis of signals. Random variables, sequences, and stochastic processes. Nonparametric (classical) spectrums estimation. Parametric and other methods for spectra estimation. Optimal filtering-Wiener filters. Adaptive filtering-LMS algorithm. Adaptive filtering with variations of LMS algorithm. Nonlinear filtering. Appendices.