Spectrum Estimation and System Identification - Hardcover

Pillai, S. Unnikrishna; Shim, Theodore I.

Hardcover

ISBN 10: 3540940235 ISBN 13: 9783540940234

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1993

Synopsis

This detailed study of spectrum estimation and system identification emphasizes a new approach that makes use of the nonnegativity condition of the spectrum. Beginning with second-order stationary stochastic processes, the one-to-one relationship between their spectra and bounded (or positive) functions is used to exhibit all solutions to the classical trigometric moment problem that deals with the extension of the given partial set of autocorrelations. A new approach that exploits rationality is presented for identifying the model order and system parameters of ARMA (rational) systems from their output measurements. This approach also provides rational approximations of nonrational systems. Extensions to the multichannel case in all of the above situations are also analyzed.

About this title

About the Author

Unnikrishna Pillai, is a Professor of Electrical and Computer Engineering at Polytechnic School of Engineering, New York University(NYU). Pillai teaches Probability, Stochastic Processes, Detection, Estimation all catered to Electrical Engineering applications. Dr. Pillai joined the Electrical Engineering department of Polytechnic Institute of New York (Brooklyn Poly) in 1985 as an Assistant Professor after graduating from University of Pennsylvania with a PhD in Systems Engineering (1985), and from IIT, Kanpur, India with an MS in Electrical Engineering in 1982. His research interests include system identification, adaptive signal processing, synthetic aperture radar (SAR) imaging, radar signal processing and waveform design as well as Portfolio design. He has coauthored five textbooks/monographs and two e-books mostly related to electrical engineering. Within the classroom, he has started generating short video sessions (on You Tube) to complement (compensate) his lectures, wherein students can review key material and examples and work out problems before and after the class sessions.

Edition details

• Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Publication date: 1993
• Language: English
• ISBN 10: 3540940235
• ISBN 13: 9783540940234
• Binding: Hardcover
• Number of pages: 338