Signal Processing with Alpha-Stable Distributions and Applications (Adaptive and Cognitive Dynamic Systems: Signal Processing, Learning, Communications and Control)

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9780471106470: Signal Processing with Alpha-Stable Distributions and Applications (Adaptive and Cognitive Dynamic Systems: Signal Processing, Learning, Communications and Control)

The recent explosion in the speed and power of computers has now made available the much more accurate, non-Gaussian models in signal processing algorithms. This book offers, for the first time, a full and lucid introduction to a very useful type of these non-Gaussian models, namely those specified by alpha-stable distributions.

Signal Processing with Alpha-Stable Distributions and Applications presents a long-awaited survey of the statistical properties, methods, and applications of symmetrical alpha-stable distributions. Its emphasis on practical rather than theoretical aspects will appeal to both researchers and practicing engineers in signal processing. Major topics covered in this comprehensive resource include:

  • Statistical methods in signal processing, including both the Gaussian and alpha-stable models
  • The stable distribution, its characterization and statistical properties
  • Fractional lower-order moments
  • Covariation and statistical conditional expectation of symmetric alpha-stable random variables
  • Methods for estimating the parameters of a stable distribution from sample data
  • Three conventional methods for estimating covariations: fractional lower-order moment estimator, the screened ratio estimator, and the least-squares estimator
  • Methods for estimating MA, AR, and ARMA model parameters
  • Methods for modeling impulsive signals
  • Designing and implementing optimum and suboptimum signal detectors in the presence of impulsive noise
  • Overview of current applications and future research trends of alpha-stable distributions for signal processing problems

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From the Publisher:

An excellent introduction to a particular type of non-Gaussian signal processing which is specified by the stable distributions, focusing on their applications. Stresses the statistical properties, methods and uses of symmetric alpha-stable distributions, emphasizing their theoretical aspects. Includes an overview of the latest application developments and future trends of alpha-stable distributions, with a brief description of on-going work in detection, blind channel identification and deconvolution, robust beamforming, adaptive interference mitigation as well as their implementation to communications, sonar, radar and other engineering areas.

About the Author:

CHRYSOSTOMOS L. NIKIAS is Professor of Electrical Engineering Systems and Director of the Center for Research on Applied Signal Processing at the University of Southern California. He is also a member of the California Council on Science and Technology.

MIN SHAO is currently a staff scientist at HNC Software, Inc. and formerly worked at the University of Southern California.

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Nikias, Chrysostomos L., Shao, Min
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