Statistical Signal Processing

Modelling and Estimation

  • Thierry Chonavel

Table of contents

  1. Front Matter
    Pages i-xx
  2. Thierry Chonavel
    Pages 1-8
  3. Thierry Chonavel
    Pages 9-21
  4. Thierry Chonavel
    Pages 23-29
  5. Thierry Chonavel
    Pages 31-39
  6. Thierry Chonavel
    Pages 41-49
  7. Thierry Chonavel
    Pages 51-68
  8. Thierry Chonavel
    Pages 69-78
  9. Thierry Chonavel
    Pages 79-94
  10. Thierry Chonavel
    Pages 95-110
  11. Thierry Chonavel
    Pages 111-117
  12. Thierry Chonavel
    Pages 119-138
  13. Thierry Chonavel
    Pages 139-158
  14. Thierry Chonavel
    Pages 159-184
  15. Thierry Chonavel
    Pages 185-201
  16. Thierry Chonavel
    Pages 203-230
  17. Thierry Chonavel
    Pages 231-248
  18. Back Matter
    Pages 249-331

About this book


Modern information systems must handle huge amounts of data having varied natural or technological origins. Automated processing of these increasing signal loads requires the training of specialists capable of formalising the problems encountered. This book supplies a formalised, concise presentation of the basis of statistical signal processing. Equal emphasis is placed on approaches related to signal modelling and to signal estimation. In order to supply the reader with the desirable theoretical fundamentals and to allow him to make progress in the discipline, the results presented here are carefully justified. The representation of random signals in the Fourier domain and their filtering are considered. These tools enable linear prediction theory and related classical filtering techniques to be addressed in a simple way. The spectrum identification problem is presented as a first step toward spectrum estimation, which is studied in non-parametric and parametric frameworks. The later chapters introduce synthetically further advanced techniques that will enable the reader to solve signal processing problems of a general nature. Rather than supplying an exhaustive description of existing techniques, this book is designed for students, scientists and research engineers interested in statistical signal processing and who need to acquire the necessary grounding to address the specific problems with which they may be faced. It also supplies a well-organized introduction to the literature.


Estimation Filtering Fourier analysis Information Moment Random signals signal processing

Authors and affiliations

  • Thierry Chonavel
    • 1
  1. 1.ENST de BretagneTechnopôle de Brest IroiseBrest CedexFrance

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag London Limited 2002
  • Publisher Name Springer, London
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-85233-385-0
  • Online ISBN 978-1-4471-0139-0
  • Series Print ISSN 1439-2232
  • Series Online ISSN 2510-3814
  • Buy this book on publisher's site