Statistical methods in control and signal processing / edited by Tohru Katayama, Sueo Sugimoto.

Format:

Book

Contributor:

Katayama, Tohru, 1942-

Sugimoto, Sueo, 1946-

Series:

Electrical engineering and electronics ; 103.

Electrical engineering and electronics ; 103

Language:

English

Subjects (All):

Real-time control--Statistical methods.

Real-time control.

Signal processing--Statistical methods.

Signal processing.

Physical Description:

xiii, 553 pages : illustrations ; 24 cm.

Place of Publication:

New York : M. Dekker, [1997]

Summary:

This readily accessible volume documents the latest developments in statistical modeling, identification, estimation, and signal processing, presenting state-of-the-art statistical and stochastic methods for the analysis and design of technological systems in engineering and applied areas. Requiring only a basic knowledge of statistics and stochastic processes, Statistical Methods in Control and Signal Processing furnishes self-contained chapters on a wide range of topics, such as subspace methods...stochastic realization...state space modeling...identification and parameter estimation...H[subscript 2] and H[subscript infinity] filtering...fuzzy modeling...statistical models of economic behavior...time-series and pattern analyses...blind deconvolution...radar and array signal processing...detection...image processing...and more. Supplemented with over 2100 references, tables, equations, drawings, and micrographs, this timely work is appropriate for electrical and electronics engineers, applied scientists in control and signal processing, applied statisticians, and upper-level undergraduate and graduate students in these disciplines.

Contents:

I. Modeling, Identification, and Estimation

1. Stochastic Realization and System Identification / Giorgio Picci 1

2. General State Space Modeling / Will Gersch, Genshiro Kitagawa 37

3. Canonical Variate Analysis in Control and Signal Processing / Wallace E. Larimore 83

4. Models in Generalized MA Form for Identification of Continuous-Time Systems / Ganti Prasada Rao, A. V. B. Subrahmanyam 121

5. Multiresolution Approach to Identification of System Impulse Response / Zi-Jiang Yang, Setsuo Sagara, Teruo Tsuji 149

6. Comparative Study of Rank Test Methods for ARMA Order Estimation / Joakim Sorelius, Torsten Soderstrom, Petre Stoica, Mats Cedervall 179

7. A MAP Recursive Nonlinear Filtering / Shin Ichi Aihara, Arunabha Bagchi 217

8. Stochastic Properties of the H[subscript infinity] Filter / Kiyotsugu Takaba, Tohru Katayama 239

9. Reduced Order Functional Estimator for Linear Stochastic Systems / Takayoshi Nakamizo 257

10. Shares in Emergent Markets: Dynamics and Statistical Properties of Equilibrium Classification of Agents in Evolutionary Models / Masanao Aoki 273

11. Fuzzy Random Data Obtained as Vague Perceptions of Random Phenomena / Tokuo Fukuda 299

II. Signal Processing

12. Theory of Cyclostationary Processes and Its Applications / Hideaki Sakai, Shuichi Ohno 327

13. Stochastic System Identification Using Polyspectra / Jitendra K. Tugnait 355

14. Blind Deconvolution of Multichannel Linear Time-Invariant Systems of Nonminimum Phase / Yujiro Inouye 375

15. Bayesian Approaches for Robust Array Signal Processing / A. Lee Swindlehurst, Mats Viberg 399

16. Selected Stochastic Methods and Signal Processing Used in Radar Systems / T. Sen Lee 431

17. Statistical Methods for Robust Change Detection in Dynamical Systems with Model Uncertainty / Kousuke Kumamaru, Jinglu Hu, Katsuhiro Inoue, Torsten Soderstrom 453

18. Detecting Changes in Acting Stochastic Models and Model Implementation via Stochastic Binary Neural Networks / Anthony Burrell, Achilles G. Kogiantis, P. Papantoni-Kazakos 481

19. Invariant Features Associated with a Conditional Distribution Induced by Self-Similar Patterns / Kohji Kamejima 499

20. Gibbs Random Image Models and Sampling / Masaki Suwa, Sueo Sugimoto 525.

Notes:

Includes bibliographical references and index.

ISBN:

0824799488

OCLC:

37156983