Mathematical Methods and Algorithms for Signal Processing

摘要: I. INTRODUCTION AND FOUNDATIONS. 1. Introduction and Foundations. II. VECTOR SPACES LINEAR ALGEBRA. 2. Signal Spaces. 3. Representation Approximation in Vector 4. Linear Operators Matrix Inverses. 5. Some Important Factorizations. 6. Eigenvalues Eigenvectors. 7. The Singular Value Decomposition. 8. Special Matrices Their Applications. 9. Kronecker Products the Vec Operator. III. DETECTION, ESTIMATION, OPTIMAL FILTERING. 10. to Detection Estimation, Mathematical Notation. 11. Theory. 12. Estimation 13. Kalman Filter. IV. ITERATIVE RECURSIVE METHODS IN SIGNAL PROCESSING. 14. Basic Concepts Methods of Iterative Algorithms. 15. Iteration by Composition Mappings. 16. Other 17. EM Algorithm Processing. V. OF OPTIMIZATION. 18. Theory Constrained Optimization. 19. Shortest-Path Algorithms Dynamic Programming. 20. APPENDIXES. A. Definitions. B. Completing Square. C. Concepts. D. Random Processes. E. Derivatives Gradients. F. Conditional Expectations Multinomial Poisson r.v.s.