4/15/2015

GoodBooks|Martin'sBlog

Good Books
These are books and papers that might be enjoyed by the Feynmanesque cohort who prefer practical
and applied foundations of subjects offering powerful tools and paradigms to the scientist and
engineer.

Probability and Statistics

Introduction to Probability byby Dimitri P. Bertsekas and John N. Tsitsiklis [Amazon]
[DirectTextbook] After reading through nearly a dozen different probability textbooks, in
both undergraduate and graduate classes, I finally discovered this clear and concise
introduction to the elements of probability. If I did it all again, this would be where to start.
Information Theory, Inference, and Learning Algorithms by David MacKay. [PDF] Fun
exploration of a slew of useful techniques in probability. Strong Bayesian focus.

Signal Processing
Understanding Digital Signal Processing by Richard Lyons [Amazon] [DirectTextbook] [PDF]
Intuitive & visual introduction to digital signal processing by a very experienced DSP
consultant. Author of Signal Processing Magazines Tips & Tricks column.
Discrete-Time Signal Processingby Alan V. Oppenheim[Amazon] [DirectTextbook] [PDF]
Classic textbook written by my Ph.D. advisor. Good foundation if combined with supplements
below.
Numerical Linear Algebra by Lloyd n. Trefethen and David Bau[PDF] - Introduction to very
powerful matrix methods including least-squares, norms, SVD, QR decomposition. Good
foundation for vector space signal processing, wavelets, etc
Foundations of Signal Processing by Martin Vetterli, Jelena Kovacevic & Vivek K Goyal[PDF]
Good introduction to vector-space / linear algebra interpretation of DSP.
Fourier and Wavelet Signal Processing byMartin Vetterli, Jelena Kovacevic & Vivek K
Goyal[PDF] The textbook on wavelets. Good for multimedia, compression applications.
Fundamentals of Adaptive Filteringby Ali Sayed [Amazon] [DirectTextbook] [PDF] - Lengthy
classic on adaptive filtering, LMS. Useful for noise cancelling or learning quickly-varying
channels with minimal computation. Also see modern literature onstochastic-gradient
descent in other domains like machine learning.
Brief overview of many DSP topics:http://ccrma.stanford.edu/~jos/sasp/
Useful software tools: http://dsp.rice.edu/software

Useful Papers on Special Topics

Introduction to Factor Graphs - Powerful graphical modeling tool unifying algorithms for HMMs,
Vitterbi, Kalman Filters, Gaussian Belief Propogation, LDPC, and more.
On Graphical Models for Communications and Machine Learning: Algorithms, Bounds, and Analog
Implementation by Justin Dauwels. Covers many topics in graphical models, multivariate-Gaussian
http://mrtnmcc.com/goodbooks/

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4/15/2015

GoodBooks|Martin'sBlog

belief propagation.
Unscented Kalman Filter - Discussion of Sigma Points or approximating Gaussian moments
through non-linear functions by passing points through the function at a few standard deviations.
Filter Banks
Multirate Digital Filters, Filter Banks, Polyphase Networks, and Applications: A TutorialbyP. P.
Vaidyanathan One of the firstbut still a relevantintroduction to filter bank ideas. (Also see
Vetterlis book above)
Adaptive Filters
Frequency-Domain and Multirate Adaptive Filtering- Classic introduction to performing adaptive
filtering in the frequency domain (FDAF). This can greatly improve convergence and reduce the
computation (with FFT) of adaptive filtering on channels with long impulse responses.
Lower-Latency Frequency Domain Adaptive Filtering- Adaptation in frequency domain but actual
filtering in time-domain to eliminate the latency penalty of a normal FDAF.
Soft-partitioned Frequency-Domain Adaptive Filtering - To eliminate gradient constraint step to
further reduce computation of FDAF.

Philosophy
The Structure of Scientific Revolutions by Thomas Khun
Philosophical Investigations by Ludwig Wittgenstein.

http://mrtnmcc.com/goodbooks/

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