Hilbert Space Methods in Signal Processing

Description

This lively and accessible book describes the theory and applications of Hilbert spaces and also presents the history of the subject to reveal the ideas behind theorems and the human struggle that led to them. The authors begin by establishing the concept of 'countably infinite', which is central to the proper understanding of separable Hilbert spaces. Fundamental ideas such as convergence, completeness and dense sets are first demonstrated through simple familiar examples and then formalised. Having addressed fundamental topics in Hilbert spaces, the authors then go on to cover the theory of bounded, compact and integral operators at an advanced but accessible level. Finally, the theory is put into action, considering signal processing on the unit sphere, as well as reproducing kernel Hilbert spaces. The text is interspersed with historical comments about central figures in the development of the theory, which helps bring the subject to life.

Rodney Kennedy is a Professor in the Research School of Engineering and the Head of the Applied Signal Processing research group at the Australian National University. He has won a number of prizes in engineering and mathematics, including UNSW University and ATERB Medals. He has supervised more than 40 PhD students and co-authored approximately 300 research papers. He is a Fellow of the IEEE. Parastoo Sadeghi is a Fellow in the Research School of Engineering at the Australian National University. She has published around 70 refereed journal and conference papers and received two IEEE Region 10 paper awards. She is a Senior Member of the IEEE.

'A book of this mathematical sophistication shouldn't be this fun to read - or teach from! Guilty pleasure aside, the treatment of Hilbert spaces and operator theory is remarkable in its lucidity and completeness - several other textbooks' worth of material. More than half of the book consists of new insights into spherical data analysis cast in a general framework that will make any of us working in this and adjacent research areas reach for this book to properly understand what it is that we have done.' Frederik J. Simons, Princeton University 'The style is lively, and the mathematics is interspersed with historical remarks and anecdotes about the main mathematicians who developed the theory ... some insights are given that can [be] enlightening for professionals as well.' A. Blutheel, Mathematical Reviews