Description

Book Synopsis
The book is based on the observation that communication is the central operation of discovery in all the sciences. In its active mode we use it to interrogate the physical world, sending appropriate signals and receiving nature''s reply. In the passive mode we receive nature''s signals directly. Since we never know a prioriwhat particular return signal will be forthcoming, we must necessarily adopt a probabilistic model of communication. This has developed over the approximately seventy years since it''s beginning, into a Statistical Communication Theory (or SCT). Here it is the set or ensemble of possible results which is meaningful. From this ensemble we attempt to construct in the appropriate model format, based on our understanding of the observed physical data and on the associated statistical mechanism, analytically represented by suitable probability measures.

Since its inception in the late ''30''s of the last century, and in particular subsequen

Table of Contents

Foreword xv

Visualizing the Invisible xvii

Acknowledgments xxi

About the Author xxiii

Editor's Note xxv

Introduction 1

1 Reception as a Statistical Decision Problem 15

1.1 Signal Detection and Estimation, 15

1.2 Signal Detection and Estimation, 17

1.3 The Reception Situation in General Terms, 22

1.4 System Evaluation, 27

1.5 A Summary of Basic Definitions and Principal Theorems, 35

1.6 Preliminaries: Binary Bayes Detection, 40

1.7 Optimum Detection: On–Off Optimum Processing Algorithms, 46

1.8 Special On–Off Optimum Binary Systems, 50

1.9 Optimum Detection: On–Off Performance Measures and System Comparisons, 57

1.10 Binary Two-Signal Detection: Disjoint and Overlapping Hypothesis Classes, 69

2 Space-Time Covariances and Wave Number Frequency Spectra: I. Noise and Signals with Continuous and Discrete Sampling 77

2.1 Inhomogeneous and Nonstationary Signal and Noise Fields I: Waveforms, Beam Theory, Covariances, and Intensity Spectra, 78

2.2 Continuous Space-Time Wiener-Khintchine Relations, 91

2.3 The W–Kh Relations for Discrete Samples in the Non-Hom-Stat Situation, 102

2.4 The Wiener–Khintchine Relations for Discretely Sampled Random Fields, 108

2.5 Aperture and Arrays-I: An Introduction, 115

2.6 Concluding Remarks, 138

3 Optimum Detection, Space-Time Matched Filters, and Beam Forming in Gaussian Noise Fields 141

3.1 Optimum Detection I: Selected Gaussian Prototypes-Coherent Reception, 142

3.2 Optimum Detection II: Selected Gaussian Prototypes-Incoherent Reception, 154

3.3 Optimal Detection III: Slowly Fluctuating Noise Backgrounds, 176

3.4 Bayes Matched Filters and Their Associated Bilinear and Quadratic Forms, I, 188

3.5 Bayes Matched Filters in the Wave Number–Frequency Domain, 219

3.6 Concluding Remarks, 235

4 Multiple Alternative Detection 239

4.1 Multiple-Alternative Detection: The Disjoint Cases, 239

4.2 Overlapping Hypothesis Classes, 254

4.3 Detection with Decisions Rejection: Nonoverlapping Signal Classes, 262

5 Bayes Extraction Systems: Signal Estimation and Analysis, p(H1) = 1 271

5.1 Decision Theory Formulation, 272

5.2 Coherent Estimation of Amplitude (Deterministic Signals and Normal Noise, p(H1) = 1), 287

5.3 Incoherent Estimation of Signal Amplitude (Deterministic Signals and Normal Noise, p(H1) = 1), 294

5.4 Waveform Estimation (Random Fields), 300

5.5 Summary Remarks, 304

6 Joint Detection and Estimation, p(H1) ≤ 1: I. Foundations 307

6.1 Joint Detection and Estimation under Prior Uncertainty [p(H1)≤ 1]: Formulation, 309

6.2 Optimal Estimation [ p(H1) ≤ 1]: No Coupling, 315

6.3 Simultaneous Joint Detection and Estimation: General Theory, 326

6.4 Joint D and E: Examples–Estimation of Signal Amplitudes [p(H1) ≤ 1], 350

6.5 Summary Remarks, p(H)1 ≤ 1: I-Foundations, 378

7 Joint Detection and Estimation under Uncertainty, pk(H1) < 1.
II. Multiple Hypotheses and Sequential Observations 381

7.1 Jointly Optimum Detection and Estimation under Multiple Hypotheses, p(H1) ≤ 1, 382

7.2 Uncoupled Optimum Detection and Estimation, Multiple Hypotheses, and Overlapping Parameter Spaces, 400

7.3 Simultaneous Detection and Estimation: Sequences of Observations and Decisions, 407

7.4 Concluding Remarks, 428

8 The Canonical Channel I: Scalar Field Propagation in a Deterministic Medium 435

8.1 The Generic Deterministic Channel: Homogeneous Unbounded Media, 437

8.2 The Engineering Approach: I-The Medium and Channel as Time-Varying Linear Filters (Deterministic Media), 465

8.3 Inhomogeneous Media and Channels-Deterministic Scatter and Operational Solutions, 473

8.4 The Deterministic Scattered Field in Wave Number-Frequency Space: Innovations, 494

8.5 Extensions and Innovations, Multimedia Interactions, 499

8.6 Energy Considerations, 509

8.7 Summary: Results and Conclusions, 535

9 The Canonical Channel II: Scattering in Random Media; "Classical" Operator Solutions 539

9.1 Random Media: Operational Solutions-First- and Second-Order Moments, 541

9.2 Higher Order Moments Operational Solutions for The Langevin Equation, 565

9.3 Equivalent Representations: Elementary Feynman Diagrams, 580

9.4 Summary Remarks, 598

References, 599

Appendix A1 601

Index 617

NonGaussian Statistical Communication Theory

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    A Hardback by David Middleton

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      View other formats and editions of NonGaussian Statistical Communication Theory by David Middleton

      Publisher: John Wiley & Sons Inc
      Publication Date: 07/09/2012
      ISBN13: 9780470948477, 978-0470948477
      ISBN10: 0470948477

      Description

      Book Synopsis
      The book is based on the observation that communication is the central operation of discovery in all the sciences. In its active mode we use it to interrogate the physical world, sending appropriate signals and receiving nature''s reply. In the passive mode we receive nature''s signals directly. Since we never know a prioriwhat particular return signal will be forthcoming, we must necessarily adopt a probabilistic model of communication. This has developed over the approximately seventy years since it''s beginning, into a Statistical Communication Theory (or SCT). Here it is the set or ensemble of possible results which is meaningful. From this ensemble we attempt to construct in the appropriate model format, based on our understanding of the observed physical data and on the associated statistical mechanism, analytically represented by suitable probability measures.

      Since its inception in the late ''30''s of the last century, and in particular subsequen

      Table of Contents

      Foreword xv

      Visualizing the Invisible xvii

      Acknowledgments xxi

      About the Author xxiii

      Editor's Note xxv

      Introduction 1

      1 Reception as a Statistical Decision Problem 15

      1.1 Signal Detection and Estimation, 15

      1.2 Signal Detection and Estimation, 17

      1.3 The Reception Situation in General Terms, 22

      1.4 System Evaluation, 27

      1.5 A Summary of Basic Definitions and Principal Theorems, 35

      1.6 Preliminaries: Binary Bayes Detection, 40

      1.7 Optimum Detection: On–Off Optimum Processing Algorithms, 46

      1.8 Special On–Off Optimum Binary Systems, 50

      1.9 Optimum Detection: On–Off Performance Measures and System Comparisons, 57

      1.10 Binary Two-Signal Detection: Disjoint and Overlapping Hypothesis Classes, 69

      2 Space-Time Covariances and Wave Number Frequency Spectra: I. Noise and Signals with Continuous and Discrete Sampling 77

      2.1 Inhomogeneous and Nonstationary Signal and Noise Fields I: Waveforms, Beam Theory, Covariances, and Intensity Spectra, 78

      2.2 Continuous Space-Time Wiener-Khintchine Relations, 91

      2.3 The W–Kh Relations for Discrete Samples in the Non-Hom-Stat Situation, 102

      2.4 The Wiener–Khintchine Relations for Discretely Sampled Random Fields, 108

      2.5 Aperture and Arrays-I: An Introduction, 115

      2.6 Concluding Remarks, 138

      3 Optimum Detection, Space-Time Matched Filters, and Beam Forming in Gaussian Noise Fields 141

      3.1 Optimum Detection I: Selected Gaussian Prototypes-Coherent Reception, 142

      3.2 Optimum Detection II: Selected Gaussian Prototypes-Incoherent Reception, 154

      3.3 Optimal Detection III: Slowly Fluctuating Noise Backgrounds, 176

      3.4 Bayes Matched Filters and Their Associated Bilinear and Quadratic Forms, I, 188

      3.5 Bayes Matched Filters in the Wave Number–Frequency Domain, 219

      3.6 Concluding Remarks, 235

      4 Multiple Alternative Detection 239

      4.1 Multiple-Alternative Detection: The Disjoint Cases, 239

      4.2 Overlapping Hypothesis Classes, 254

      4.3 Detection with Decisions Rejection: Nonoverlapping Signal Classes, 262

      5 Bayes Extraction Systems: Signal Estimation and Analysis, p(H1) = 1 271

      5.1 Decision Theory Formulation, 272

      5.2 Coherent Estimation of Amplitude (Deterministic Signals and Normal Noise, p(H1) = 1), 287

      5.3 Incoherent Estimation of Signal Amplitude (Deterministic Signals and Normal Noise, p(H1) = 1), 294

      5.4 Waveform Estimation (Random Fields), 300

      5.5 Summary Remarks, 304

      6 Joint Detection and Estimation, p(H1) ≤ 1: I. Foundations 307

      6.1 Joint Detection and Estimation under Prior Uncertainty [p(H1)≤ 1]: Formulation, 309

      6.2 Optimal Estimation [ p(H1) ≤ 1]: No Coupling, 315

      6.3 Simultaneous Joint Detection and Estimation: General Theory, 326

      6.4 Joint D and E: Examples–Estimation of Signal Amplitudes [p(H1) ≤ 1], 350

      6.5 Summary Remarks, p(H)1 ≤ 1: I-Foundations, 378

      7 Joint Detection and Estimation under Uncertainty, pk(H1) < 1.
      II. Multiple Hypotheses and Sequential Observations 381

      7.1 Jointly Optimum Detection and Estimation under Multiple Hypotheses, p(H1) ≤ 1, 382

      7.2 Uncoupled Optimum Detection and Estimation, Multiple Hypotheses, and Overlapping Parameter Spaces, 400

      7.3 Simultaneous Detection and Estimation: Sequences of Observations and Decisions, 407

      7.4 Concluding Remarks, 428

      8 The Canonical Channel I: Scalar Field Propagation in a Deterministic Medium 435

      8.1 The Generic Deterministic Channel: Homogeneous Unbounded Media, 437

      8.2 The Engineering Approach: I-The Medium and Channel as Time-Varying Linear Filters (Deterministic Media), 465

      8.3 Inhomogeneous Media and Channels-Deterministic Scatter and Operational Solutions, 473

      8.4 The Deterministic Scattered Field in Wave Number-Frequency Space: Innovations, 494

      8.5 Extensions and Innovations, Multimedia Interactions, 499

      8.6 Energy Considerations, 509

      8.7 Summary: Results and Conclusions, 535

      9 The Canonical Channel II: Scattering in Random Media; "Classical" Operator Solutions 539

      9.1 Random Media: Operational Solutions-First- and Second-Order Moments, 541

      9.2 Higher Order Moments Operational Solutions for The Langevin Equation, 565

      9.3 Equivalent Representations: Elementary Feynman Diagrams, 580

      9.4 Summary Remarks, 598

      References, 599

      Appendix A1 601

      Index 617

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