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Linear prediction theory has had a profound impact in the field of digital signal processing. Although the theory dates back to the early 1940s, its influence can still be seen in applications today. The theory is based on very elegant mathematics and leads to many beautiful insights into statistical signal processing. Although prediction is only a part of the more general topics of linear estimation, filtering, and smoothing, this book focuses on linear prediction. This has enabled detailed discussion of a number of issues that are normally not found in texts. For example, the theory of vector linear prediction is explained in considerable detail and so is the theory of line spectral processes. This focus and its small size make the book different from many excellent texts which cover the topic, including a few that are actually dedicated to linear prediction. There are several examples and computer-based demonstrations of the theory. Applications are mentioned wherever appropriate, but the focus is not on the detailed development of these applications. The writing style is meant to be suitable for self-study as well as for classroom use at the senior and first-year graduate levels. The text is self-contained for readers with introductory exposure to signal processing, random processes, and the theory of matrices, and a historical perspective and detailed outline are given in the first chapter. Table of Contents: Introduction / The Optimal Linear Prediction Problem / Levinson's Recursion / Lattice Structures for Linear Prediction / Autoregressive Modeling / Prediction Error Bound and Spectral Flatness / Line Spectral Processes / Linear Prediction Theory for Vector Processes / Appendix A: Linear Estimation of Random Variables / B: Proof of a Property of Autocorrelations / C: Stability of the Inverse Filter / Recursion Satisfied by AR Autocorrelations.

Engineering. --- Electrical engineering. --- Signal processing. --- Technology and Engineering. --- Electrical and Electronic Engineering. --- Signal, Speech and Image Processing .

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Solid state physics

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Providing key background material together with advanced topics, this self-contained book is written in an easy-to-read style and is ideal for newcomers to multicarrier systems. Early chapters provide a review of basic digital communication, starting from the equivalent discrete time channel and including a detailed review of the MMSE receiver. Later chapters then provide extensive performance analysis of OFDM and DMT systems, with discussions of many practical issues such as implementation and power spectrum considerations. Throughout, theoretical analysis is presented alongside practical design considerations, whilst the filter bank transceiver representation of OFDM and DMT systems opens up possibilities for further optimization such as minimum bit error rate, minimum transmission power, and higher spectral efficiency. With plenty of insightful real-world examples and carefully designed end-of-chapter problems this is an ideal single-semester textbook for senior undergraduate and graduate students, as well as a self-study guide for researchers and professional engineers.

Radio --- Broadband communication systems. --- Transmitter-receivers.

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