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Digital Signal Processing (DSP) with Python Programming by Maurice Charbit

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Notations and Abbreviations

empty set
imagesA(x) = images
(a,b] = {x : a < xb}
δ(t) images
Re(z) real part of z
Im(z) imaginary part of z
i or j = images
IN identity matrix of size N
A complex conjugate of A
AT transpose of A
AH transpose-conjugate of A
A−1 inverse matrix of A
A# pseudo-inverse matrix of A
r.v./rv random variable
probability measure
θ probability measure indexed by θ
images {X} expectation of X
Bθ X expectation of X under ℙθ
Xc = Ximages {X} zero-mean random variable
var (X) = images {|Xc|2} variance of X
cov (X, Y ) = images covariance of (X,Y)
cov (X) = cov (X, X) = var (X) variance of X
{X|Y} conditional expectation of X given Y
a converges ...

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