Digital Signal Processing (DSP) with Python Programming

Notations and Abbreviations

∅	empty set
A(x)	=
(a,b]	=	{x : a < x ≤ b}
δ(t)
Re(z)	real part of z
Im(z)	imaginary part of z
i or j	=
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
ℙ	probability measure
ℙθ	probability measure indexed by θ
{X}	expectation of X
Bθ X	expectation of X under ℙθ
Xc = X − {X}	zero-mean random variable
var (X) = {|Xc|2}	variance of X
cov (X, Y ) =	covariance of (X,Y)
cov (X) = cov (X, X) = var (X)	variance of X
{X|Y}	conditional expectation of X given Y
a converges ...