Complex-Valued Matrix Derivatives

Complex-Valued Matrix Derivatives
Author: Are Hjørungnes
Publisher: Cambridge University Press
Total Pages: 271
Release: 2011-02-24
Genre: Technology & Engineering
ISBN: 1139498045

In this complete introduction to the theory of finding derivatives of scalar-, vector- and matrix-valued functions with respect to complex matrix variables, Hjørungnes describes an essential set of mathematical tools for solving research problems where unknown parameters are contained in complex-valued matrices. The first book examining complex-valued matrix derivatives from an engineering perspective, it uses numerous practical examples from signal processing and communications to demonstrate how these tools can be used to analyze and optimize the performance of engineering systems. Covering un-patterned and certain patterned matrices, this self-contained and easy-to-follow reference deals with applications in a range of areas including wireless communications, control theory, adaptive filtering, resource management and digital signal processing. Over 80 end-of-chapter exercises are provided, with a complete solutions manual available online.

Singular Spectrum Analysis of Biomedical Signals

Singular Spectrum Analysis of Biomedical Signals
Author: Saeid Sanei
Publisher: CRC Press
Total Pages: 270
Release: 2015-12-23
Genre: Medical
ISBN: 1466589280

Recent advancements in signal processing and computerised methods are expected to underpin the future progress of biomedical research and technology, particularly in measuring and assessing signals and images from the human body. This book focuses on singular spectrum analysis (SSA), an effective approach for single channel signal analysis, and its

Matrix Differential Calculus with Applications in Statistics and Econometrics

Matrix Differential Calculus with Applications in Statistics and Econometrics
Author: Jan R. Magnus
Publisher: John Wiley & Sons
Total Pages: 660
Release: 2019-03-15
Genre: Mathematics
ISBN: 1119541166

A brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference. Fulfills the need for an updated and unified treatment of matrix differential calculus Contains many new examples and exercises based on questions asked of the author over the years Covers new developments in field and features new applications Written by a leading expert and pioneer of the theory Part of the Wiley Series in Probability and Statistics Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology.

Complex-valued Matrix Derivatives

Complex-valued Matrix Derivatives
Author: Are Hjrungnes
Publisher:
Total Pages: 247
Release: 2011
Genre: Electronic books
ISBN:

In this complete introduction to the theory of finding derivatives of scalar-, vector- and matrix-valued functions with respect to complex matrix variables, Hjrungnes describes an essential set of mathematical tools for solving research problems where unknown parameters are contained in complex-valued matrices. The first book examining complex-valued matrix derivatives from an engineering perspective, it uses numerous practical examples from signal processing and communications to demonstrate how these tools can be used to analyze and optimize the performance of engineering systems. Covering un-patterned and certain patterned matrices, this self-contained and easy-to-follow reference deals with applications in a range of areas including wireless communications, control theory, adaptive filtering, resource management and digital signal processing. Over 80 end-of-chapter exercises are provided, with a complete solutions manual available online"

Complex Valued Nonlinear Adaptive Filters

Complex Valued Nonlinear Adaptive Filters
Author: Danilo P. Mandic
Publisher: John Wiley & Sons
Total Pages: 344
Release: 2009-04-20
Genre: Science
ISBN: 0470742631

This book was written in response to the growing demand for a text that provides a unified treatment of linear and nonlinear complex valued adaptive filters, and methods for the processing of general complex signals (circular and noncircular). It brings together adaptive filtering algorithms for feedforward (transversal) and feedback architectures and the recent developments in the statistics of complex variable, under the powerful frameworks of CR (Wirtinger) calculus and augmented complex statistics. This offers a number of theoretical performance gains, which is illustrated on both stochastic gradient algorithms, such as the augmented complex least mean square (ACLMS), and those based on Kalman filters. This work is supported by a number of simulations using synthetic and real world data, including the noncircular and intermittent radar and wind signals.

Adaptive Signal Processing

Adaptive Signal Processing
Author: Tülay Adali
Publisher: John Wiley & Sons
Total Pages: 428
Release: 2010-06-25
Genre: Science
ISBN: 0470575743

Leading experts present the latest research results in adaptive signal processing Recent developments in signal processing have made it clear that significant performance gains can be achieved beyond those achievable using standard adaptive filtering approaches. Adaptive Signal Processing presents the next generation of algorithms that will produce these desired results, with an emphasis on important applications and theoretical advancements. This highly unique resource brings together leading authorities in the field writing on the key topics of significance, each at the cutting edge of its own area of specialty. It begins by addressing the problem of optimization in the complex domain, fully developing a framework that enables taking full advantage of the power of complex-valued processing. Then, the challenges of multichannel processing of complex-valued signals are explored. This comprehensive volume goes on to cover Turbo processing, tracking in the subspace domain, nonlinear sequential state estimation, and speech-bandwidth extension. Examines the seven most important topics in adaptive filtering that will define the next-generation adaptive filtering solutions Introduces the powerful adaptive signal processing methods developed within the last ten years to account for the characteristics of real-life data: non-Gaussianity, non-circularity, non-stationarity, and non-linearity Features self-contained chapters, numerous examples to clarify concepts, and end-of-chapter problems to reinforce understanding of the material Contains contributions from acknowledged leaders in the field Adaptive Signal Processing is an invaluable tool for graduate students, researchers, and practitioners working in the areas of signal processing, communications, controls, radar, sonar, and biomedical engineering.

Sensitivity Analysis: Matrix Methods in Demography and Ecology

Sensitivity Analysis: Matrix Methods in Demography and Ecology
Author: Hal Caswell
Publisher: Springer
Total Pages: 308
Release: 2019-04-02
Genre: Social Science
ISBN: 3030105342

This open access book shows how to use sensitivity analysis in demography. It presents new methods for individuals, cohorts, and populations, with applications to humans, other animals, and plants. The analyses are based on matrix formulations of age-classified, stage-classified, and multistate population models. Methods are presented for linear and nonlinear, deterministic and stochastic, and time-invariant and time-varying cases. Readers will discover results on the sensitivity of statistics of longevity, life disparity, occupancy times, the net reproductive rate, and statistics of Markov chain models in demography. They will also see applications of sensitivity analysis to population growth rates, stable population structures, reproductive value, equilibria under immigration and nonlinearity, and population cycles. Individual stochasticity is a theme throughout, with a focus that goes beyond expected values to include variances in demographic outcomes. The calculations are easily and accurately implemented in matrix-oriented programming languages such as Matlab or R. Sensitivity analysis will help readers create models to predict the effect of future changes, to evaluate policy effects, and to identify possible evolutionary responses to the environment. Complete with many examples of the application, the book will be of interest to researchers and graduate students in human demography and population biology. The material will also appeal to those in mathematical biology and applied mathematics.

Adaptive Filtering

Adaptive Filtering
Author: Paulo S. R. Diniz
Publisher: Springer Nature
Total Pages: 505
Release: 2019-11-28
Genre: Technology & Engineering
ISBN: 3030290573

In the fifth edition of this textbook, author Paulo S.R. Diniz presents updated text on the basic concepts of adaptive signal processing and adaptive filtering. He first introduces the main classes of adaptive filtering algorithms in a unified framework, using clear notations that facilitate actual implementation. Algorithms are described in tables, which are detailed enough to allow the reader to verify the covered concepts. Examples address up-to-date problems drawn from actual applications. Several chapters are expanded and a new chapter ‘Kalman Filtering’ is included. The book provides a concise background on adaptive filtering, including the family of LMS, affine projection, RLS, set-membership algorithms and Kalman filters, as well as nonlinear, sub-band, blind, IIR adaptive filtering, and more. Problems are included at the end of chapters. A MATLAB package is provided so the reader can solve new problems and test algorithms. The book also offers easy access to working algorithms for practicing engineers.

Multivariate, Multilinear and Mixed Linear Models

Multivariate, Multilinear and Mixed Linear Models
Author: Katarzyna Filipiak
Publisher: Springer Nature
Total Pages: 357
Release: 2021-10-01
Genre: Mathematics
ISBN: 3030754944

This book presents the latest findings on statistical inference in multivariate, multilinear and mixed linear models, providing a holistic presentation of the subject. It contains pioneering and carefully selected review contributions by experts in the field and guides the reader through topics related to estimation and testing of multivariate and mixed linear model parameters. Starting with the theory of multivariate distributions, covering identification and testing of covariance structures and means under various multivariate models, it goes on to discuss estimation in mixed linear models and their transformations. The results presented originate from the work of the research group Multivariate and Mixed Linear Models and their meetings held at the Mathematical Research and Conference Center in Będlewo, Poland, over the last 10 years. Featuring an extensive bibliography of related publications, the book is intended for PhD students and researchers in modern statistical science who are interested in multivariate and mixed linear models.

Blind Source Separation

Blind Source Separation
Author: Ganesh R. Naik
Publisher: Springer
Total Pages: 549
Release: 2014-05-21
Genre: Technology & Engineering
ISBN: 3642550169

Blind Source Separation intends to report the new results of the efforts on the study of Blind Source Separation (BSS). The book collects novel research ideas and some training in BSS, independent component analysis (ICA), artificial intelligence and signal processing applications. Furthermore, the research results previously scattered in many journals and conferences worldwide are methodically edited and presented in a unified form. The book is likely to be of interest to university researchers, R&D engineers and graduate students in computer science and electronics who wish to learn the core principles, methods, algorithms and applications of BSS. Dr. Ganesh R. Naik works at University of Technology, Sydney, Australia; Dr. Wenwu Wang works at University of Surrey, UK.