Hilbert transform

The Hilbert transform is an important tool in both pure and applied mathematics. It is largely used in the field of signal processing. Lately has been used in mathematical finance as the fast Hilbert transform method is an efficient and accurate algorithm for pricing discretely monitored barrier and Bermudan style options. The purpose of this report is to show the basic properties of the Hilbert transform and to check the domain of definition of this operator.

Parallel recusive algorithms for inverse discrete Legendre transform and inverse discrete Laguerre transform

This paper presents parallel recursive algorithms for the computation of the inverse discrete Legendre transform (DPT) and the inverse discrete Laguerre transform (IDLT). These recursive algorithms are derived using Clenshaw's recurrence formula, and they are implemented with a set of parallel digital filters with time-varying coefficients.

The discrete Pascal transform and its applications

We introduce a new discrete polynomial transform constructed from the rows of Pascal’s triangle. The forward and inverse transforms are computed the same way in both the oneand two-dimensional cases, and the transform matrix can be factored into binary matrices for efficient hardware implementation. We conclude by discussing applications of the transform in

Computation of discrete cosine transform using Clenshaw's recurence formula

Clenshaw’s recurrenee formula is used to derive recursive algorithms for the discrete cosine transform @CT) and the inverse discrete cosine transform (IDCT). The recursive DCT algorithm presented here requires one fewer delay element per coefficient and one fewer multiply operation per coeflident compared with two recently proposed methods. Clenshaw’s recurrence formula provides a unified development for the recursive DCT and IDCT algorithms. The M v e al gorithms apply to arbitrary lengtb algorithms and are appropriate for VLSI implementation.

A project-oriented course in probability and statistics for undergraduate electrical engineering students

An introductory course in probability and statistics for third-year and fourth-year electrical engineering students is described. The course is centered around several computer-based projects that are designed to achieve two objectives. First, the projects illustrate the course topics and provide hands-on experience for the students. The second and equally important objective of the projects is to convey the relevance and usefulness of probability and statistics to practical problems that undergraduate students can appreciate. The benefit of this course as to motivate electrical engineering students to excel in the study of probability concepts, instead of viewing the subject as one more course requirement toward graduation. The authors co-teach the course, and MATLAB is used for mast of the computer-based projects

Efficient implementation of discrete Pascal transform using difference operators

An alternative way is provided to define the discrete Pascal transform using difference operators to reveal the fundamental concept of the transform, in both one- and two-dimensional cases, which is extended to cover non-square two-dimensional applications. Efficient modularised implementations are proposed.