890 Book Reviews
Digital Processing of Random Signals. Theory
and Methods, by Boaz PORAT. Prentice Hall
Information and System Sciences Series; Prentice
Hall; Englewood Cliffs, NJ, USA; 1994; 449 pp.;
$74; ISBN No: 0-13-063751-3
Reviewed by: Theodor D. POPESCU
Research Institute for Informatics, Bucharest,
Romania
Signal processing has applications in a wide varlet)'
of human activity, ranging from the processing of
seismic signals to computer-assisted medical diag-
nosis and treatment, communication, sonar, audio,
image processing, control systems, tracking of ob-
jects in space, and traffic control. Signal processing
generally involves the recovery of information from
physical observations. The processing required is
relatively simple, if the observation contains the
information explicitly and any interference is exactly
described. Often, however, due to the physical
characteristics and limitations of the devices used for
observation, and/or the media through which the
information is observed or communicated, the inter-
ference is usually random in nature, and can only be
described in terms of its average properties or statis-
tics. The processing of such an observation can be
termed "statistical signal processing", and includes:
signal classification, modeling, estimation of signal
parameters, prediction of future signal behaviour,
filtering, enhancement, and more.
Many books on this subject have been written from
the statisticians' point of view, and their mathemati-
cal level often makes them unsuitable for typical
engineering purposes. There are a few books at an
elementary graduate level, which make minimal use
of advanced mathematics. Despite the fact that the
approach used in the present book is rigorous and
precise, with all the statements derived or proved,
the mathematical prerequisites arc at the level of a
graduate engineering student. Although the book
has been written from the point of view of an electri-
cal engineer, most of the material is sufficiently gen-
eral to be appropriate to other engineering fields.
The book consists of twelve chapters and four ap-
pendices. Also, a diskette containing programs for
the digital processing of random signals in the
Mathematica language is included in the book.
Chapter 1 serves as an introduction to the book, and
gives a short description of the reasons for random
signal processing, the links with statistics, and the
contents of the book's chapters.
Chapter 2, "The Structure of Stationary Processes",
introduces stationary processes, and discusses their
structure and main properties. It starts with some
basic definitions, and then explains the notions of
stationarity and ergodicity, followed by the intro-
duction of the covariances of stationary processes
and their properties. After some examples, the
author concentrates on the Hilbert space description
of stationary processes, on the Wold decomposition,
and on frequency-domain representations of station-
ary processes. After that, the properties of the best
linear predictor are discussed, and the ergodicity
results for Gaussian processes are given. The final
section of this chapter is devoted to parametric
models for stationary processes, the estimation of the
parameters for such models representing the subject
of a large part of the book.
Chapter 3, "Parameter Estimation Theory", repre-
sents an introduction to statistical estimation theory,
and builds the general framework for the rest of the
book. The chapter starts with a definition of the
basic parameter-estimation problem in the probabil-
istic framework, discusses the properties of estimates
(bias and variance) in terms of various measures,
and gives several lower bounds on the variances of
estimates, the most important being the Cramer-Rao
bound. The next sections extend the definition of
estimates, introduce sequential estimation, and dis-
cuss the two most important methods of parameter
estimation: maximum likelihood and the method of
moments; the differences in the properties of the
estimates are also investigated The last part of the
chapter is devoted to the following topics: linear
least-squares estimation, maximum entropy estima-
tion, and the problem of model-order selection.
Chapter 4 of the book, "Nonparametric Spectrum
Estimation", is dedicated to traditional spectral esti-
mation methods, based on periodograms. After a
preliminary, discussion on the estimation of the co-
variances of stationary processes, the periodogram is
introduced, and its statistical properties are analysed.
The remaining sections of the chapter are devoted to
averaged, smoothed and windowed periodograms,
and analyze their statistical properties. The per-
formance of various spectral estimates is illustrated
by examples.
Chapter 5, "Parameter Estimation Theory for Gaus-
sian Processes", is the first chapter of the book dedi-
cated to parametric estimation methods for sta-
tionary Gaussian processes. In the first part, the
general formulas for the Cramer-Rao lower bound
for Gaussian processes, in both exact and asymptotic
forms, are derived, and the maximum likelihood es-
timation for Gaussian processes, its consistency,
efficiency, and asymptotic normality are discussed
next. Finally, the chapter explores the application of
the method of moments to this problem, with a spe-
cialization to estimation based on the sample covari-
ances.
Chapter 6~ "Autoregressive Parameter Estimation",
 Book Reviews
deals with autoregressive processes (AR), as a spe-
cial case of processes generated by linear rational
filters. It starts with the Yule-Walker method, and
continues with the Levinson-Durbin algorithm, in-
troducing also the concept of partial correlation
coefficients. Some algorithms related to Levinson-
Durbin, in particular the Schur algorithm, are also
described. The next sections of the chapter discuss
lattice filters, the connection between AR models
and maximum-entropy parameter estimation, and
various alternatives to the Yule-Walker methods:
least-squares estimation, maximum likelihood, and
direct estimation of the partial correlation coeffi-
cients.
Chapter 7, "Moving Average and ARMA Parameter
Estimation", treats the parameter:estimation prob-
lem for autoregressive moving average (ARMA) and
moving average (MA) processes, using linear and
nonlinear estimation methods. Two types of estima-
tion methods for MA processes, and the algorithms
based on the method of moments, are presented;
their performance is analysed and illustrated by
numerical examples. The ARMA processes are
similarly treated in the next sections. Finally, the
chapter describes the maximum likelihood approach,
providing the approximate and exact maximum
likelihood algorithms, and the application of auto-
regressive moving average modeling to biomedical
signal analysis.
Chapter 8, "Adaptive AR and ARMA Estimation",
centers on adaptive estimation techniques. It starts
with the recursive least-squares algorithm, and con-
tinues with the extensions of this algorithm to han-
dle ARMA models: the extended least-squares algo-
rithm and maximum likelihood algorithm; the sto-
chastic gradient approach to adaptive estimation is
also discussed. The main part of the chapter is
devoted to lattice algorithms. The necessary
mathematical background, algorithms for AR and
ARMA models, and some extensions to lattice algo-
rithms are presented.
Chapter 9, "Estimation of Deterministic Processes",
deals with the estimation of parameters of sinusoidal
signals when the measurements contain additive
white noise. The Cramer-Rao bound for the
sinusoids in white-noise models in exact and asymp-
totic forms is derived, and the maximum likelihood
estimate of the signal parameters is presented. The
last sections of the chapter have as their subject two
linear methods: Prony's method and its modification
due to Tufts and Kumaresan, as alternatives to maxi-
mum likelihood, and the application of the method
of moments to sinusoidal parameter estimation.
Chapter 10, "High-order Statistical Analysis", in-
troduces estimation methods for non-Gaussian sig-
nals, based on high-order statistics. The first sec-
891
tions of the chapter are devoted to cumulants, in
general, as functions of the high-order moments, to
stationary linear and ARMA processes, and to the
computation of the cumulants for such processes.
The next sections treat the standard estimates of
cumulants and their asymptotic properties, and the
estimation of MA and ARMA from cumulants by
linear and nonlinear methods. Some practical appli-
cations are discussed in the last two sections: the
reconstruction of an input signal to a linear process
from the process output and the estimated model, for
a communication problem, and the estimation of
sinusoidal signal parameters using high-order cumu-
lants.
Chapter 11, "Time-frequency Signal Analysis: Lin-
ear Transforms", deals with the time-frequency
analysis of nonstationary signals, being devoted to
linear transforms: the short-time Fourier transform
and its close relative, the Gabor representation, and
the wavelet transform for continuous- and discrete-
time signals.
Chapter 12, "Time-frequency Signal Analysis: Non-
linear Transforms", is dedicated to quadratic and
other nonlinear transforms. It discusses the Wigner-
Ville distribution and some of its extensions
(including discrete-time versions), the ambiguity
function, the Cohen class of distributions and its
special cases, and a high-order extension of the
ambiguity function. An example, illustrating the use
of this function for radar signal processing, ends this
chapter.
Four appendices are included in the book. Appendix
A provides a review of miscellaneous definitions and
facts useful for understanding the text. Appendix B
gives a general background on Hilbert spaces, while
Appendix C contains some background on asymp-
totic statistical theory. The last Appendix, D, offers
a brief discussion of Kronecker products and
Lyapunov matrix equations.
It is worth mentioning the inclusion in the book of
an extensive software package for the digital pro-
cessing of signals, implementing most of the algo-
rithms described in the book, and written in Mathe-
matica, one of the most advanced languages for
scientific computations. Each chapter of the book
contains a special section devoted to the Mathe-
matica package. The software elaborated by the
author is powerful and suitable, not only as peda-
gogical software, but also as a tool for use in serious
applications.
An array of problems is found in each chapter,
serving a dual purpose: to increase the understand-
ing of the material covered, and to present new ap-
plications or results not covered in the text. Refer-
ences are given for each chapter, and include the
892 Book Reviews
most recent work on the topic. An author index and
a subject index are also included.
The material presented in the book is very well or-
ganized, and is presented with clarity, and the
reader's understanding is helped by the many ex-
amples, developed in sufficient detail. Also, all the
arguments are clear and logically correct. It is
worth noting the fluency of the s.tyle, the absence of
typographical errors and the accuracy of the graphi-
cal material, which make the book easy to read.
From a pedagogical point of view there is much
merit in this book. The book is essentially intended
for students and professionals, not only in electrical
engineering, but also in mechanical and industrial
engineering. It could be used as a good textbook for
a basic course on the digital processing of random
signals. Essentially, the book takes general-purposc
tools and methods into consideration.
The reader is assumed to have some background in
probability, random processes, linear algebra, linear
systems theory, Fourier transforms, and some real
analysis; some mathematical maturi~ is essential.
Also, familiarity with the working software packagc
would be useful for the application in practice of the
theory presented here. The book is strongly recom-
mended to everyone involved in the stud3." of digital
processing of random signals, as well as those who
have to solve their own problems in this field. It is a
culmination of the author's educational and research
experience, over many years, in the digital process-
ing of random signals, and will constitute, in the
opinion of this reviewer, a reference book in this
field.
Fuzzy Reasoning in Information, Decision and
Control Systems, edited by Sl~,ros G. TZAFESTAS
and Anastasios N. VENETSANOPOULOS.
International Series on Microprocessor-based and
Intelligent Systems Engineering, Vol. ! I; Kluwer
Academic Publishers; Dordrecht, The Netherlands:
1994; xix + 567 pp.; $233; ISBN: 0-7923-2643-1
Reviewed by: Eulalia SZMIDT
Polish Academy of Sciences, Warsaw, Poland
This book deals with the application of fuzzy reason-
ing in dccision making and control processes. Well-
selected material is organised into twenty-one chap-
tcrs. Each chapter is a separate wholc, written by a
different author or group of authors. The contents
...ooo000ooo...
are divided in the following five parts: General Is-
sues, Neuro-Fuzzy Systems, Fuzzy Controllers,
Fuzzy Reasoning and Estimation Methodologies,
and Applications.
Part 1 provides a short account of fuzzy sets and
fuzzy reasoning theory that will help readers who
are unfamiliar with these topics to study the rest of
the book. Next, fuzzy knowledge bases are consid-
cred~ as well as the problem of how to avoid incon-
sistency in the input facts. Methods of representing
of fuzzy sets in software are discussed. Software
systems for fuzzy knowledge processing, and fuzzy-
set representation, are briefly surveyed. Then a
study of fuzzy dynamic systems in terms of their
analysis, control and identification is presented.
In Part 2, neuro-fuzzy systems, neuro-fuzzy expert
systems, and fuzzy reasoning through a general
neural-network model, are overviewed. Part 3 in-
troduces fuzzy controllers. Both their strengths and
their weak points are discussed, in comparison to
other methods. Different methods of designing and
implementing fuzzy controllers (referring to differ-
cnt types of systems) are presented.
Part 4 deals with fuzzy reasoning and estimation
problems. First, fuzzy (least-square) parameter es-
timation and state estimation are studied. Next, a
new methodology for performing fuzzy reasoning
for rule-based systems is presented. Finally, a meth-
odology for providing a multivalued (fuzzy) shape of
a pattern class from a set of sampled points is formu-
lated. Implementation and exqgerimental results are
given.
Part 5 gives examples of applications. Fuzzy logic is
used for the control, respectively, of a small indus-
trial robot, complex mechanical systems and robot
manipulators with artificial rubber muscles. Fuzzy
logic is applied to building medical expert systems.
(Systems for diagnostics in the field of gynaecology,
and for biomedical image interpretation, are shown.)
Finally. a design of a non-destructive robotic fruit
collector (equipped with vision and artificial intelli-
gence) is presented
Thc material in the book isimportant to the disci-
pline as a whole, and also "includes specific new
topics and results. The book provides valuable in-
formation both for practicians and theoreticians, and
can be recommended to teachers and students of
control engineering interested in all aspects of fuzzy
reasoning.