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Numerical Bayesian Methods Applied to Signal Processing

  • Book
  • © 1996

Overview

Authors:
  1. Joseph J. K. Ó Ruanaidh

    1. Department of Engineering, University of Cambridge, Cambridge, UK

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  2. William J. Fitzgerald

    1. Department of Engineering, University of Cambridge, Cambridge, UK

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    You can also search for this author in PubMed   Google Scholar

Part of the book series: Statistics and Computing (SCO)

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Table of contents (8 chapters)

  1. Front Matter

    Pages i-xiv
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  2. Introduction

    • Joseph J. K. Ó Ruanaidh, William J. Fitzgerald
    Pages 1-5

  3. Probabilistic Inference in Signal Processing

    • Joseph J. K. Ó Ruanaidh, William J. Fitzgerald
    Pages 6-25

  4. Numerical Bayesian Inference

    • Joseph J. K. Ó Ruanaidh, William J. Fitzgerald
    Pages 26-68

  5. Markov Chain Monte Carlo Methods

    • Joseph J. K. Ó Ruanaidh, William J. Fitzgerald
    Pages 69-95

  6. Retrospective Changepoint Detection

    • Joseph J. K. Ó Ruanaidh, William J. Fitzgerald
    Pages 96-121

  7. Restoration of Missing Samples in Digital Audio Signals

    • Joseph J. K. Ó Ruanaidh, William J. Fitzgerald
    Pages 122-160

  8. Integration in Bayesian Data Analysis

    • Joseph J. K. Ó Ruanaidh, William J. Fitzgerald
    Pages 161-193

  9. Conclusion

    • Joseph J. K. Ó Ruanaidh, William J. Fitzgerald
    Pages 194-199

  10. Back Matter

    Pages 201-244
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Keywords

About this book

This book is concerned with the processing of signals that have been sam­ pled and digitized. The fundamental theory behind Digital Signal Process­ ing has been in existence for decades and has extensive applications to the fields of speech and data communications, biomedical engineering, acous­ tics, sonar, radar, seismology, oil exploration, instrumentation and audio signal processing to name but a few [87]. The term "Digital Signal Processing", in its broadest sense, could apply to any operation carried out on a finite set of measurements for whatever purpose. A book on signal processing would usually contain detailed de­ scriptions of the standard mathematical machinery often used to describe signals. It would also motivate an approach to real world problems based on concepts and results developed in linear systems theory, that make use of some rather interesting properties of the time and frequency domain representations of signals. While this book assumes some familiarity with traditional methods the emphasis is altogether quite different. The aim is to describe general methods for carrying out optimal signal processing.

Authors and Affiliations

  • Department of Engineering, University of Cambridge, Cambridge, UK

    Joseph J. K. Ó Ruanaidh, William J. Fitzgerald

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