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Model-Based Signal Processing [Kõva köide]

(University of California, Lawrence Livermore National Laboratory)
A unique treatment of signal processing using a model-based perspective

Signal processing is primarily aimed at extracting useful information, while rejecting the extraneous from noisy data. If signal levels are high, then basic techniques can be applied. However, low signal levels require using the underlying physics to correct the problem causing these low levels and extracting the desired information. Model-based signal processing incorporates the physical phenomena, measurements, and noise in the form of mathematical models to solve this problem. Not only does the approach enable signal processors to work directly in terms of the problem's physics, instrumentation, and uncertainties, but it provides far superior performance over the standard techniques. Model-based signal processing is both a modeler's as well as a signal processor's tool.

Model-Based Signal Processing develops the model-based approach in a unified manner and follows it through the text in the algorithms, examples, applications, and case studies. The approach, coupled with the hierarchy of physics-based models that the author develops, including linear as well as nonlinear representations, makes it a unique contribution to the field of signal processing.

The text includes parametric (e.g., autoregressive or all-pole), sinusoidal, wave-based, and state-space models as some of the model sets with its focus on how they may be used to solve signal processing problems. Special features are provided that assist readers in understanding the material and learning how to apply their new knowledge to solving real-life problems.
* Unified treatment of well-known signal processing models including physics-based model sets
* Simple applications demonstrate how the model-based approach works, while detailed case studies demonstrate problem solutions in their entirety from concept to model development, through simulation, application to real data, and detailed performance analysis
* Summaries provided with each chapter ensure that readers understand the key points needed to move forward in the text as well as MATLAB(r) Notes that describe the key commands and toolboxes readily available to perform the algorithms discussed
* References lead to more in-depth coverage of specialized topics
* Problem sets test readers' knowledge and help them put their new skills into practice

The author demonstrates how the basic idea of model-based signal processing is a highly effective and natural way to solve both basic as well as complex processing problems. Designed as a graduate-level text, this book is also essential reading for practicing signal-processing professionals and scientists, who will find the variety of case studies to be invaluable.

An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department

Arvustused

"Given its extensive, but very cohesive and accessible coveragethis book could be very well appreciated by both students and specialists in the field." (Computing Reviews.com, August 1, 2006) "...belongs in the library of every practicing signal processor." (Journal of the Acoustical Society of America, May 2006)

Preface xv
Acknowledgments xxi
1. Introduction 1(20)
1.1 Background
1(4)
1.2 Signal Estimation
5(2)
1.3 Model-Based Processing Example
7(4)
1.4 Model-Based Signal Processing Concepts
11(5)
1.5 Notation and Terminology
16(1)
1.6 Summary
16(1)
MATLAB® Notes
16(1)
References
17(1)
Problems
17(4)
2. Discrete Random Signals and Systems 21(114)
2.1 Introduction
21(1)
2.2 Deterministic Signals and Systems
21(3)
2.3 Spectral Representation of Discrete Signals
24(8)
2.3.1 Discrete Systems
26(3)
2.3.2 Frequency Response of Discrete Systems
29(3)
2.4 Discrete Random Signals
32(12)
2.4.1 Motivation
32(4)
2.4.2 Random Signals
36(8)
2.5 Spectral Representation of Random Signals
44(13)
2.6 Discrete Systems with Random Inputs
57(3)
2.7 ARMAX (AR, ARX, MA, ARMA) Models
60(11)
2.8 Lattice Models
71(8)
2.9 Exponential (Harmonic) Models
79(4)
2.10 Spatiotemporal Wave Models
83(9)
2.10.1 Plane Waves
83(4)
2.10.2 Spherical Waves
87(2)
2.10.3 Spatiotemporal Wave Model
89(3)
2.11 State-Space Models
92(20)
2.11.1 Continuous State-Space Models
92(6)
2.11.2 Discrete State-Space Models
98(4)
2.11.3 Discrete Systems Theory
102(3)
2.11.4 Gauss-Markov (State-Space) Models
105(6)
2.11.5 Innovations (State-Space) Models
111(1)
2.12 State-Space, ARMAX (AR, MA, ARMA, Lattice) Equivalence Models
112(8)
2.13 State-Space and Wave Model Equivalence
120(4)
2.14 Summary
124(1)
MATLAB Notes
124(1)
References
125(2)
Problems
127(8)
3. Estimation Theory 135(40)
3.1 Introduction
135(4)
3.1.1 Estimator Properties
136(1)
3.1.2 Estimator Performance
137(2)
3.2 Minimum Variance (MV) Estimation
139(8)
3.2.1 Maximum a Posteriori (MAP) Estimation
142(1)
3.2.2 Maximum Likelihood (ML) Estimation
143(4)
3.3 Least-Squares (LS) Estimation
147(13)
3.3.1 Batch Least Squares
147(3)
3.3.2 LS: A Geometric Perspective
150(6)
3.3.3 Recursive Least Squares
156(4)
3.4 Optimal Signal Estimation
160(7)
3.5 Summary
167(1)
MATLAB Notes
167(1)
References
167(1)
Problems
168(7)
4. AR, MA, ARMAX, Lattice, Exponential, Wave Model-Based Processors 175(106)
4.1 Introduction
175(1)
4.2 AR (All-Pole) MBP
176(15)
4.2.1 Levinson-Durbin Recursion
179(6)
4.2.2 Toeplitz Matrices for AR Model-Based Processors
185(2)
4.2.3 Model-Based AR Spectral Estimation
187(4)
4.3 MA (All-Zero) MBP
191(16)
4.3.1 Levinson-Wiggins-Robinson (LWR) Recursion
193(5)
4.3.2 Optimal Deconvolution
198(3)
4.3.3 Optimal Time Delay Estimation
201(6)
4.4 Lattice MBP
207(6)
4.5 ARMAX (Pole-Zero) MBP
213(7)
4.6 Order Estimation for MBP
220(7)
4.7 Case Study: Electromagnetic Signal Processing
227(11)
4.8 Exponential (Harmonic) MBP
238(24)
4.8.1 Exponential MBP
240(7)
4.8.2 SVD Exponential MBP
247(3)
4.8.3 Harmonic MBP
250(12)
4.9 Wave MBP
262(9)
4.10 Summary
271(1)
MATLAB Notes
272(1)
References
272(3)
Problems
275(6)
5. Linear State-Space Model-Based Processors 281(86)
5.1 State-Space MBP (Kalman Filter)
281(3)
5.2 Innovations Approach to the MBP
284(7)
5.3 Innovations Sequence of the MBP
291(4)
5.4 Bayesian Approach to the MBP
295(4)
5.5 Tuned MBP
299(9)
5.6 Tuning and Model Mismatch in the MBP
308(10)
5.6.1 Tuning with State-Space MBP Parameters
308(4)
5.6.2 Model Mismatch Performance in the State-Space MBP
312(6)
5.7 MBP Design Methodology
318(9)
5.8 MBP Extensions
327(11)
5.8.1 Model-Based Processor: Prediction-Form
327(2)
5.8.2 Model-Based Processor: Colored Noise
329(6)
5.8.3 Model-Based Processor: Bias Correction
335(3)
5.9 MBP Identifier
338(4)
5.10 MBP Deconvolver
342(3)
5.11 Steady-State MBP Design
345(6)
5.11.1 Steady-State MBP
345(4)
5.11.2 Steady-State MBP and the Wiener Filter
349(2)
5.12 Case Study: MBP Design for a Storage Tank
351(7)
5.13 Summary
358(1)
MATLAB Notes
358(1)
References
359(2)
Problems
361(6)
6. Nonlinear State-Space Model-Based Processors 367(52)
6.1 Linearized MBP (Kalman Filter)
367(10)
6.2 Extended MBP (Extended Kalman Filter)
377(8)
6.3 Iterated-Extended MBP (Iterated-Extended Kalman Filter)
385(7)
6.4 Unscented MBP (Kalman Filter)
392(12)
6.4.1 Unscented Transformations
393(4)
6.4.2 Unscented Processor
397(7)
6.5 Case Study: 2D-Tracking Problem
404(7)
6.6 Summary
411(1)
MATLAB Notes
411(1)
References
412(1)
Problems
413(6)
7. Adaptive AR, MA, ARMAX, Exponential Model-Based Processors 419(70)
7.1 Introduction
419(1)
7.2 Adaption Algorithms
420(3)
7.3 All-Zero Adaptive MBP
423(20)
7.3.1 Stochastic Gradient Adaptive Processor
424(6)
7.3.2 Instantaneous Gradient LMS Adaptive Processor
430(3)
7.3.3 Normalized LMS Adaptive Processor
433(3)
7.3.4 Recursive Least-Squares (RLS) Adaptive Processor
436(7)
7.4 Pole-Zero Adaptive MBP
443(8)
7.4.1 IIR Adaptive MBP
443(2)
7.4.2 All-Pole Adaptive Predictor
445(6)
7.5 Lattice Adaptive MBP
451(9)
7.5.1 All-Pole Adaptive Lattice MBP
451(7)
7.5.2 Joint Adaptive Lattice Processor
458(2)
7.6 Adaptive MBP Applications
460(15)
7.6.1 Adaptive Noise Canceler MBP
460(5)
7.6.2 Adaptive D-Step Predictor MBP
465(4)
7.6.3 Adaptive Harmonic MBP
469(4)
7.6.4 Adaptive Time-Frequency MBP
473(2)
7.7 Case Study: Plasma Pulse Estimation Using MBP
475(6)
7.8 Summary
481(1)
MATLAB Notes
481(1)
References
481(2)
Problems
483(6)
8. Adaptive State-Space Model-Based Processors 489(50)
8.1 State-Space Adaption Algorithms
489(2)
8.2 Adaptive Linear State-Space MBP
491(4)
8.3 Adaptive Innovations State-Space MBP
495(12)
8.3.1 Innovations Model
495(5)
8.3.2 RPE Approach Using the Innovations Model
500(7)
8.4 Adaptive Covariance State-Space MBP
507(5)
8.5 Adaptive Nonlinear State-Space MBP
512(10)
8.6 Case Study: AMBP for Ocean Acoustic Sound Speed Inversion
522(9)
8.6.1 State-Space Forward Propagator
522(4)
8.6.2 Sound-Speed Estimation: AMBP Development
526(2)
8.6.3 Experimental Data Results
528(3)
8.7 Summary
531(1)
MATLAB Notes
531(1)
References
532(1)
Problems
533(6)
9. Applied Physics-Based Processors 539(92)
9.1 MBP for Reentry Vehicle Tracking
539(22)
9.1.1 RV Simplified Dynamics
540(2)
9.1.2 Signal Processing Model
542(4)
9.1.3 Processing of RV Signatures
546(10)
9.1.4 Flight Data Processing
556(3)
9.1.5 Summary
559(2)
9.2 MBP for Laser Ultrasonic Inspections
561(10)
9.2.1 Laser Ultrasonic Propagation Modeling
562(1)
9.2.2 Model-Based Laser Ultrasonic Processing
563(4)
9.2.3 Laser Ultrasonics Experiment
567(3)
9.2.4 Summary
570(1)
9.3 MBP for Structural Failure Detection
571(12)
9.3.1 Structural Dynamics Model
572(2)
9.3.2 Model-Based Condition Monitor
574(3)
9.3.3 Model-Based Monitor Design
577(1)
9.3.4 MBP Vibrations Application
577(6)
9.3.5 Summary
583(1)
9.4 MBP for Passive Sonar Direction-of-Arrival and Range Estimation
583(11)
9.4.1 Model-Based Adaptive Array Processing for Passive Sonar Applications
584(3)
9.4.2 Model-Based Adaptive Processing Application to Synthesized Sonar Data
587(3)
9.4.3 Model-Based Ranging
590(4)
9.4.4 Summary
594(1)
9.5 MBP for Passive Localization in a Shallow Ocean
594(13)
9.5.1 Ocean Acoustic Forward Propagator
595(4)
9.5.2 AMBP for Localization
599(4)
9.5.3 AMBP Application to Experimental Data
603(4)
9.5.4 Summary
607(1)
9.6 MBP for Dispersive Waves
607(14)
9.6.1 Background
608(1)
9.6.2 Dispersive State-Space Propagator
609(3)
9.6.3 Dispersive Model-Based Processor
612(2)
9.6.4 Internal Wave Processor
614(7)
9.6.5 Summary
621(1)
9.7 MBP for Groundwater Flow
621(6)
9.7.1 Groundwater Flow Model
621(4)
9.7.2 AMBP Design
625(2)
9.7.3 Summary
627(1)
9.8 Summary
627(1)
References
628(3)
Appendix A Probability and Statistics Overview 631(10)
A.1 Probability Theory
631(6)
A.2 Gaussian Random Vectors
637(1)
A.3 Uncorrelated Transformation: Gaussian Random Vectors
638(1)
References
639(2)
Appendix B SEQUENTIAL MBP and UD-FACTORIZATION 641(6)
B.1 Sequential MBP
641(3)
B.2 UD-Factorization Algorithm for MBP
644(2)
References
646(1)
Appendix C SSPACK_PC: AN INTERACTIVE MODEL-BASED PROCESSING SOFTWARE PACKAGE 647(8)
C.1 Introduction
647(1)
C.2 Supervisor
648(1)
C.3 Preprocessor
649(1)
C.4 Postprocessor
650(1)
C.5 Algorithms
650(3)
C.6 Availability
653(1)
References
653(2)
Index 655


JAMES V. CANDY, PhD, is Chief Scientist for Engineering, founder, and former director of the Center for Advanced Signal & Image Sciences at the University of California, Lawrence Livermore National Laboratory. Dr. Candy is also an Adjunct Full Professor at the University of California, Santa Barbara; a Fellow of the IEEE; and a Fellow of the Acoustical Society of America. He has taught graduate courses in signal and image processing at San Francisco State University, the University of Santa Clara, and the University of California, Berkeley Extension. Dr. Candy has published over 200 journal articles, book chapters, and technical reports, as well as authored the texts Signal Processing: Model-Based Approach and Signal Processing: A Modern Approach. He was awarded the IEEE Distinguished Technical Achievement Award for his development of model-based signal processing.