Preface xix

Acknowledgements xxiii

Symbols xxv

Abbreviations xxix

1 Introduction 1

2 Noise and Distortion 35

3 Information Theory and Probability Models 51

4 Bayesian Inference 107

5 Hidden Markov Models 147

6 Least Square Error Wiener-Kolmogorov Filters 173

7 Adaptive Filters: Kalman, RLS, LMS 193

8 Linear Prediction Models 227

9 Eigenvalue Analysis and Principal Component Analysis 257

10 Power Spectrum Analysis 271

11 Interpolation – Replacement of Lost Samples 295

12 Signal Enhancement via Spectral Amplitude Estimation 321

13 Impulsive Noise: Modelling, Detection and Removal 341

14 Transient Noise Pulses 359

15 Echo Cancellation 371

16 Channel Equalisation and Blind Deconvolution 391

17 Speech Enhancement: Noise Reduction, Bandwidth Extension and Packet Replacement 423

18 Multiple-Input Multiple-Output Systems, Independent Component Analysis 467

19 Signal Processing in Mobile Communication 491

Bibliography 508

Index 509

SAEED V. VASEGHI, Brunel University, UK