{ "item_title" : "Advanced Topics in System and Signal Theory", "item_author" : [" Volker Pohl", "Holger Boche "], "item_description" : "The requirement of causality in system theory is inevitably accompanied by the appearance of certain mathematical operations, namely the Riesz proj- tion, theHilberttransform, andthespectralfactorizationmapping.Aclassical exampleillustratingthisisthedeterminationoftheso-calledWiener?lter(the linear, minimum means square error estimation ?lter for stationary stochastic sequences88]). If the ?lter is not required to be causal, the transfer function of the Wiener ?lter is simply given by H(?)=? (?)/? (?), where ? (?) xy xx xx and ? (?) are certain given functions. However, if one requires that the - xy timation ?lter is causal, the transfer function of the optimal ?lter is given by 1 ? (?) xy H(?)= P, (, ?] . +? ] (?)? ] (?) xx + xx? Here? ] and? ] represent the so called spectral factors of ?, and xx + xx? xx P is the so called Riesz projection. Thus, compared to the non-causal ?lter, + two additional operations are necessary for the determination of the causal ?lter, namely the spectral factorization mapping ? ? ( ? ],? ] ), and xx xx + xx? the Riesz projection P .", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/3/64/226/096/3642260969_b.jpg", "price_data" : { "retail_price" : "109.99", "online_price" : "109.99", "our_price" : "109.99", "club_price" : "109.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

Overview

Customers Also Bought

Details