Handbook Of Time Series Analysis, Signal Processing, And Dynamics.pdf

Signal Processing and its Applications

SERIES EDITORS

Dr Richard Green

Department of Technology,

Metropolitan Police Service,

London, UK

Professor Truong Nguyen

Department of Electrical and Computer

Engineering,

Boston University, Boston, USA

EDITORIAL BOARD

Professor Maurice G. Bellanger

CNAM, Paris, France

Professor David Bull

Department of Electrical and Electronic

Engineering,

University of Bristol, UK

Professor Gerry D. Cain

School of Electronic and Manufacturing

System Engineering,

University of Westminster, London, UK

Professor Colin Cowan

Department of Electronics and Electrical

Engineering,

Queen's University, Belfast, Northern

Ireland

Professor Roy Davies

Machine Vision Group, Department of

Physics,

Royal Holloway, University of London,

Surrey, UK

Dr Paola Hobson

Motorola, Basingstoke, UK

Professor Mark Sandler

Department of Electronics and Electrical

Engineering,

King's College London, University of

London, UK

Dr Henry Stark

Electrical and Computer Engineering

Department,

Illinois Institute of Technology, Chicago,

USA

Dr Maneeshi Trivedi

Horndean, Waterlooville, UK

Books in the series

P. M. Clarkson and H. Stark, Signal Processing Methods for Audio, Images and

Telecommunications (1995)

R. J. Clarke, Digital Compression of Still Images and Video (1995)

S-K. Chang and E. Jungert, Symbolic Projection for Image Information Retrieval

and Spatial Reasoning (1996)

V. Cantoni, S. Levialdi and V. Roberto (eds.), Articial Vision (1997)

R. de Mori, Spoken Dialogue with Computers (1998)

D. Bull, N. Canagarajah and A. Nix (eds.), Insights into Mobile Multimedia

Communications (1999)

A Handbook of

Time-Series Analysis,

Signal Processing

and Dynamics

D.S.G. POLLOCK

Queen Mary and Westeld College

The University of London

ACADEMIC PRESS

San Diego London Boston New York

Sydney Tokyo Toronto

° 1999 by ACADEMIC PRESS

No part of this publication may be reproduced or transmitted in any form or by any means electronic

or mechanical, including photocopy, recording, or any information storage and retrieval system, without

permission in writing from the publisher.

Academic Press

24{28 Oval Road, London NW1 7DX, UK

http://www.hbuk.co.uk/ap/

Academic Press

A Harcourt Science and Technology Company

525 B Street, Suite 1900, San Diego, California 92101-4495, USA

http://www.apnet.com

ISBN 0-12-560990-6

A catalogue record for this book is available from the British Library

Typeset by Focal Image Ltd, London, in collaboration with the author

Printed in Great Britain by The University Press, Cambridge

901234CU987654321

This book is printed on acid-free paper.

Series Preface

Signal processing applications are now widespread. Relatively cheap consumer

products through to the more expensive military and industrial systems extensively

exploit this technology. This spread was initiated in the 1960s by the introduction of

cheap digital technology to implement signal processing algorithms in real-time for

some applications. Since that time semiconductor technology has developed rapidly

to support the spread. In parallel, an ever increasing body of mathematical theory

is being used to develop signal processing algorithms. The basic mathematical

foundations, however, have been known and well understood for some time.

Signal Processing and its Applications addresses the entire breadth and depth

of the subject with texts that cover the theory, technology and applications of signal

processing in its widest sense. This is reected in the composition of the Editorial

Board, who have interests in:

(i) Theory { The physics of the application and the mathematics to model the

system;

(ii) Implementation { VLSI/ASIC design, computer architecture, numerical

methods, systems design methodology, and CAE;

(iii) Applications { Speech, sonar, radar, seismic, medical, communications (both

audio and video), guidance, navigation, remote sensing, imaging, survey,

archiving, non-destructive and non-intrusive testing, and personal entertain-

ment.

Signal Processing and its Applications will typically be of most interest to post-

graduate students, academics, and practising engineers who work in the eld and

develop signal processing applications. Some texts may also be of interest to nal

year undergraduates.

Richard C. Green

The Engineering Practice,

Farnborough, UK

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