Probability and Random Processes with Applications to Signal Processing

2001

462 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/8cb4f60ee0ff1bd61a97fbb944a289de93f394a4

Citations in the corpus

• Generalized principal component analysis (GPCA) (2005, methodology): “In the context of stochastic signal processing, PCA is also known as the Karhunen-Loeve transform [18]; in the applied statistics literature, SVD is also known as the Eckart and Young decomposition [4].”
• Mathematics of Signal Processing (2004, methodology): “The Viterbi algorithm is an important tool used for the decoding phase (see [209]).”
• Subspace Clustering (2011, methodology): “In the context of stochastic signal processing , PCA is also known as Karhunen-Loeve transform [31].”
• Probabilistic Movement Primitives (2013, methodology): “We use a control noise which behaves like a Wiener process [20], and, hence, its variance grows linearly with the step duration2 dt.”