Digital signal processing -Random signals
Article REF: E3088 V1

Digital signal processing -Random signals

Authors : Gérard BLANCHET, Maurice CHARBIT

Publication date: May 10, 2013, Review date: October 30, 2017 | Lire en français

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Overview

ABSTRACT

In digital signal processing, random signals constitute a basic model of signals in a wide number of problems encountered in practice. Stationary signals in the broad sense as well as the Markov chains. This presentation is completed by several practical processing issues: spectral estimation, antenna processing and elements of adaptive filtering. Several general statistical estimation principles are finally provided.

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 INTRODUCTION

This article is dedicated to random signals. It follows on from the article on deterministic signals [ E3087 ]. In the first part, we present stationary signals in the broadest sense and their filtering, as well as Markov chains. The second part is an introduction to statistical estimation. The last part presents some practical processing problems: spectral estimation, antenna processing and elements of adaptive filtering.

In what follows, many properties are stated without always giving the assumptions of their validity. It should be noted, however, that in the majority of cases encountered in practice, these assumptions are satisfied. The more inquisitive may wish to consult the abundant literature in this field.

Please refer to the article [ E3087 ] Digital signal processing. Deterministic signals, where you'll find a table of abbreviations and mathematical notations, as well as a French-English glossary at the end of the article.

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KEYWORDS

random signals   |   WSS process   |   filtering   |   spectra estimation   |   ARMA process   |   Markov process   |   adaptive processing

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