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Introduction To Signal Processing 2nd Edition Sophocles J Orfanidis

  • SKU: BELL-57402118
Introduction To Signal Processing 2nd Edition Sophocles J Orfanidis
$ 31.00 $ 45.00 (-31%)

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Introduction To Signal Processing 2nd Edition Sophocles J Orfanidis instant download after payment.

Publisher: Rutgers University
File Extension: PDF
File size: 15.43 MB
Pages: 771
Author: Sophocles J. Orfanidis
Language: English
Year: 2023
Edition: 2

Product desciption

Introduction To Signal Processing 2nd Edition Sophocles J Orfanidis by Sophocles J. Orfanidis instant download after payment.

This book provides an applications-oriented introduction to digital signal processing
written primarily for electrical engineering undergraduates. Practicing engineers and
graduate students may also find it useful as a first text on the subject.
Digital signal processing is everywhere. Today’s college students hear “DSP” all the
time in their everyday life—from their CD players, to their electronic music synthesizers,
to the sound cards in their PCs. They hear all about “DSP chips”, “oversampling digital
filters”, “1-bit A/D and D/A converters”, “wavetable sound synthesis”, “audio effects
processors”, “all-digital audio studios”. By the time they reach their junior year, they
are already very eager to learn more about DSP.
 New topics include:
• Lattice filters
• Elliptic filter design
• High-order digital parametric audio equalizers
• Short-time Fourier transform (STFT) and applications
• Phase vocoder, time-scale and pitch-scale modification
• DCT, modified DCT, and data compression
• Discrete wavelet transforms
• Discretization methods for continuous-time systems
• Brief introduction to analog and digital PID control systems
• Local polynomial filters
• Minimum-roughness Henderson filters
• Weighted local polynomial modeling and LOESS
• Local polynomial interpolation
• Exponential moving average filters
• Zero-lag filters
• Filtering methods in financial markets
• Moving Average Filters - SMA, WMA, TMA, EMA
• Predictive moving average filters
• Single, double, triple EMA indicators
• Linear regression and R-square indicators
• Moving average filters with reduced lag
• Envelopes, bands, and channels
• Momentum, oscillators, and other market indicators
• Whittaker-Henderson smoothing including sparse versions
• Hodrick-Prescott filters
• Sparse modeling – LASSO and BPDN
• Periodic signal extraction
• Fractional delay filters
• Signal averaging
• Ideal and classical seasonal decomposition
• Census X-11 decomposition filters• Seasonal Whittaker-Henderson decomposition including sparse versions

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